NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.10 |
146.84 |
0.74 |
0.5% |
144.36 |
| High |
146.19 |
146.84 |
0.65 |
0.4% |
147.91 |
| Low |
145.85 |
139.32 |
-6.53 |
-4.5% |
138.15 |
| Close |
146.50 |
140.69 |
-5.81 |
-4.0% |
145.98 |
| Range |
0.34 |
7.52 |
7.18 |
2,111.8% |
9.76 |
| ATR |
|
|
|
|
|
| Volume |
3,111 |
930 |
-2,181 |
-70.1% |
13,119 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.84 |
160.29 |
144.83 |
|
| R3 |
157.32 |
152.77 |
142.76 |
|
| R2 |
149.80 |
149.80 |
142.07 |
|
| R1 |
145.25 |
145.25 |
141.38 |
143.77 |
| PP |
142.28 |
142.28 |
142.28 |
141.54 |
| S1 |
137.73 |
137.73 |
140.00 |
136.25 |
| S2 |
134.76 |
134.76 |
139.31 |
|
| S3 |
127.24 |
130.21 |
138.62 |
|
| S4 |
119.72 |
122.69 |
136.55 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.29 |
169.40 |
151.35 |
|
| R3 |
163.53 |
159.64 |
148.66 |
|
| R2 |
153.77 |
153.77 |
147.77 |
|
| R1 |
149.88 |
149.88 |
146.87 |
151.83 |
| PP |
144.01 |
144.01 |
144.01 |
144.99 |
| S1 |
140.12 |
140.12 |
145.09 |
142.07 |
| S2 |
134.25 |
134.25 |
144.19 |
|
| S3 |
124.49 |
130.36 |
143.30 |
|
| S4 |
114.73 |
120.60 |
140.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
178.80 |
|
2.618 |
166.53 |
|
1.618 |
159.01 |
|
1.000 |
154.36 |
|
0.618 |
151.49 |
|
HIGH |
146.84 |
|
0.618 |
143.97 |
|
0.500 |
143.08 |
|
0.382 |
142.19 |
|
LOW |
139.32 |
|
0.618 |
134.67 |
|
1.000 |
131.80 |
|
1.618 |
127.15 |
|
2.618 |
119.63 |
|
4.250 |
107.36 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.08 |
143.62 |
| PP |
142.28 |
142.64 |
| S1 |
141.49 |
141.67 |
|