NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
144.27 |
141.59 |
-2.68 |
-1.9% |
140.60 |
High |
144.53 |
142.44 |
-2.09 |
-1.4% |
145.85 |
Low |
139.50 |
135.14 |
-4.36 |
-3.1% |
139.17 |
Close |
141.37 |
136.04 |
-5.33 |
-3.8% |
145.29 |
Range |
5.03 |
7.30 |
2.27 |
45.1% |
6.68 |
ATR |
4.71 |
4.89 |
0.19 |
3.9% |
0.00 |
Volume |
193,841 |
304,148 |
110,307 |
56.9% |
1,023,093 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.77 |
155.21 |
140.06 |
|
R3 |
152.47 |
147.91 |
138.05 |
|
R2 |
145.17 |
145.17 |
137.38 |
|
R1 |
140.61 |
140.61 |
136.71 |
139.24 |
PP |
137.87 |
137.87 |
137.87 |
137.19 |
S1 |
133.31 |
133.31 |
135.37 |
131.94 |
S2 |
130.57 |
130.57 |
134.70 |
|
S3 |
123.27 |
126.01 |
134.03 |
|
S4 |
115.97 |
118.71 |
132.03 |
|
|
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 |
135.14 |
10.71 |
7.9% |
4.53 |
3.3% |
8% |
False |
True |
248,713 |
10 |
145.85 |
131.95 |
13.90 |
10.2% |
4.67 |
3.4% |
29% |
False |
False |
258,536 |
20 |
145.85 |
131.33 |
14.52 |
10.7% |
5.04 |
3.7% |
32% |
False |
False |
224,314 |
40 |
145.85 |
120.61 |
25.24 |
18.6% |
4.80 |
3.5% |
61% |
False |
False |
160,141 |
60 |
145.85 |
108.95 |
36.90 |
27.1% |
4.23 |
3.1% |
73% |
False |
False |
115,333 |
80 |
145.85 |
97.33 |
48.52 |
35.7% |
4.01 |
2.9% |
80% |
False |
False |
89,530 |
100 |
145.85 |
94.67 |
51.18 |
37.6% |
3.67 |
2.7% |
81% |
False |
False |
72,966 |
120 |
145.85 |
84.33 |
61.52 |
45.2% |
3.35 |
2.5% |
84% |
False |
False |
61,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.47 |
2.618 |
161.55 |
1.618 |
154.25 |
1.000 |
149.74 |
0.618 |
146.95 |
HIGH |
142.44 |
0.618 |
139.65 |
0.500 |
138.79 |
0.382 |
137.93 |
LOW |
135.14 |
0.618 |
130.63 |
1.000 |
127.84 |
1.618 |
123.33 |
2.618 |
116.03 |
4.250 |
104.12 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
138.79 |
140.50 |
PP |
137.87 |
139.01 |
S1 |
136.96 |
137.53 |
|