NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
144.19 |
144.27 |
0.08 |
0.1% |
140.60 |
High |
145.85 |
144.53 |
-1.32 |
-0.9% |
145.85 |
Low |
143.22 |
139.50 |
-3.72 |
-2.6% |
139.17 |
Close |
145.29 |
141.37 |
-3.92 |
-2.7% |
145.29 |
Range |
2.63 |
5.03 |
2.40 |
91.3% |
6.68 |
ATR |
4.62 |
4.71 |
0.08 |
1.8% |
0.00 |
Volume |
253,397 |
193,841 |
-59,556 |
-23.5% |
1,023,093 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.89 |
154.16 |
144.14 |
|
R3 |
151.86 |
149.13 |
142.75 |
|
R2 |
146.83 |
146.83 |
142.29 |
|
R1 |
144.10 |
144.10 |
141.83 |
142.95 |
PP |
141.80 |
141.80 |
141.80 |
141.23 |
S1 |
139.07 |
139.07 |
140.91 |
137.92 |
S2 |
136.77 |
136.77 |
140.45 |
|
S3 |
131.74 |
134.04 |
139.99 |
|
S4 |
126.71 |
129.01 |
138.60 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.48 |
161.06 |
148.96 |
|
R3 |
156.80 |
154.38 |
147.13 |
|
R2 |
150.12 |
150.12 |
146.51 |
|
R1 |
147.70 |
147.70 |
145.90 |
148.91 |
PP |
143.44 |
143.44 |
143.44 |
144.04 |
S1 |
141.02 |
141.02 |
144.68 |
142.23 |
S2 |
136.76 |
136.76 |
144.07 |
|
S3 |
130.08 |
134.34 |
143.45 |
|
S4 |
123.40 |
127.66 |
141.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
145.85 |
139.17 |
6.68 |
4.7% |
3.97 |
2.8% |
33% |
False |
False |
243,386 |
10 |
145.85 |
131.95 |
13.90 |
9.8% |
4.35 |
3.1% |
68% |
False |
False |
255,981 |
20 |
145.85 |
131.33 |
14.52 |
10.3% |
4.94 |
3.5% |
69% |
False |
False |
220,706 |
40 |
145.85 |
120.61 |
25.24 |
17.9% |
4.69 |
3.3% |
82% |
False |
False |
153,820 |
60 |
145.85 |
107.90 |
37.95 |
26.8% |
4.14 |
2.9% |
88% |
False |
False |
110,459 |
80 |
145.85 |
97.33 |
48.52 |
34.3% |
3.94 |
2.8% |
91% |
False |
False |
85,822 |
100 |
145.85 |
93.61 |
52.24 |
37.0% |
3.61 |
2.6% |
91% |
False |
False |
69,948 |
120 |
145.85 |
84.33 |
61.52 |
43.5% |
3.31 |
2.3% |
93% |
False |
False |
58,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.91 |
2.618 |
157.70 |
1.618 |
152.67 |
1.000 |
149.56 |
0.618 |
147.64 |
HIGH |
144.53 |
0.618 |
142.61 |
0.500 |
142.02 |
0.382 |
141.42 |
LOW |
139.50 |
0.618 |
136.39 |
1.000 |
134.47 |
1.618 |
131.36 |
2.618 |
126.33 |
4.250 |
118.12 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
142.02 |
142.68 |
PP |
141.80 |
142.24 |
S1 |
141.59 |
141.81 |
|