NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
148.00 |
145.95 |
-2.05 |
-1.4% |
141.91 |
High |
148.17 |
146.93 |
-1.24 |
-0.8% |
148.17 |
Low |
146.09 |
145.95 |
-0.14 |
-0.1% |
138.12 |
Close |
146.54 |
146.93 |
0.39 |
0.3% |
146.54 |
Range |
2.08 |
0.98 |
-1.10 |
-52.9% |
10.05 |
ATR |
2.75 |
2.62 |
-0.13 |
-4.6% |
0.00 |
Volume |
1,560 |
1,588 |
28 |
1.8% |
9,018 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.54 |
149.22 |
147.47 |
|
R3 |
148.56 |
148.24 |
147.20 |
|
R2 |
147.58 |
147.58 |
147.11 |
|
R1 |
147.26 |
147.26 |
147.02 |
147.42 |
PP |
146.60 |
146.60 |
146.60 |
146.69 |
S1 |
146.28 |
146.28 |
146.84 |
146.44 |
S2 |
145.62 |
145.62 |
146.75 |
|
S3 |
144.64 |
145.30 |
146.66 |
|
S4 |
143.66 |
144.32 |
146.39 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.43 |
170.53 |
152.07 |
|
R3 |
164.38 |
160.48 |
149.30 |
|
R2 |
154.33 |
154.33 |
148.38 |
|
R1 |
150.43 |
150.43 |
147.46 |
152.38 |
PP |
144.28 |
144.28 |
144.28 |
145.25 |
S1 |
140.38 |
140.38 |
145.62 |
142.33 |
S2 |
134.23 |
134.23 |
144.70 |
|
S3 |
124.18 |
130.33 |
143.78 |
|
S4 |
114.13 |
120.28 |
141.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.17 |
138.12 |
10.05 |
6.8% |
2.37 |
1.6% |
88% |
False |
False |
1,951 |
10 |
148.17 |
138.12 |
10.05 |
6.8% |
1.38 |
0.9% |
88% |
False |
False |
1,720 |
20 |
148.17 |
134.00 |
14.17 |
9.6% |
1.42 |
1.0% |
91% |
False |
False |
1,128 |
40 |
148.17 |
122.85 |
25.32 |
17.2% |
1.24 |
0.8% |
95% |
False |
False |
1,032 |
60 |
148.17 |
108.15 |
40.02 |
27.2% |
1.04 |
0.7% |
97% |
False |
False |
862 |
80 |
148.17 |
95.99 |
52.18 |
35.5% |
0.78 |
0.5% |
98% |
False |
False |
730 |
100 |
148.17 |
95.56 |
52.61 |
35.8% |
0.65 |
0.4% |
98% |
False |
False |
700 |
120 |
148.17 |
86.06 |
62.11 |
42.3% |
0.56 |
0.4% |
98% |
False |
False |
606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.10 |
2.618 |
149.50 |
1.618 |
148.52 |
1.000 |
147.91 |
0.618 |
147.54 |
HIGH |
146.93 |
0.618 |
146.56 |
0.500 |
146.44 |
0.382 |
146.32 |
LOW |
145.95 |
0.618 |
145.34 |
1.000 |
144.97 |
1.618 |
144.36 |
2.618 |
143.38 |
4.250 |
141.79 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
146.77 |
145.68 |
PP |
146.60 |
144.43 |
S1 |
146.44 |
143.19 |
|