NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
136.00 |
135.80 |
-0.20 |
-0.1% |
140.60 |
High |
138.28 |
142.13 |
3.85 |
2.8% |
145.85 |
Low |
135.34 |
135.43 |
0.09 |
0.1% |
139.17 |
Close |
136.05 |
141.65 |
5.60 |
4.1% |
145.29 |
Range |
2.94 |
6.70 |
3.76 |
127.9% |
6.68 |
ATR |
4.75 |
4.89 |
0.14 |
2.9% |
0.00 |
Volume |
382,404 |
299,142 |
-83,262 |
-21.8% |
1,023,093 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.84 |
157.44 |
145.34 |
|
R3 |
153.14 |
150.74 |
143.49 |
|
R2 |
146.44 |
146.44 |
142.88 |
|
R1 |
144.04 |
144.04 |
142.26 |
145.24 |
PP |
139.74 |
139.74 |
139.74 |
140.34 |
S1 |
137.34 |
137.34 |
141.04 |
138.54 |
S2 |
133.04 |
133.04 |
140.42 |
|
S3 |
126.34 |
130.64 |
139.81 |
|
S4 |
119.64 |
123.94 |
137.97 |
|
|
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 |
7.6% |
4.92 |
3.5% |
61% |
False |
False |
286,586 |
10 |
145.85 |
133.68 |
12.17 |
8.6% |
4.79 |
3.4% |
65% |
False |
False |
278,880 |
20 |
145.85 |
131.75 |
14.10 |
10.0% |
4.82 |
3.4% |
70% |
False |
False |
243,437 |
40 |
145.85 |
120.61 |
25.24 |
17.8% |
4.91 |
3.5% |
83% |
False |
False |
175,072 |
60 |
145.85 |
108.95 |
36.90 |
26.1% |
4.31 |
3.0% |
89% |
False |
False |
126,280 |
80 |
145.85 |
97.33 |
48.52 |
34.3% |
3.98 |
2.8% |
91% |
False |
False |
97,832 |
100 |
145.85 |
95.79 |
50.06 |
35.3% |
3.73 |
2.6% |
92% |
False |
False |
79,702 |
120 |
145.85 |
85.15 |
60.70 |
42.9% |
3.39 |
2.4% |
93% |
False |
False |
67,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.61 |
2.618 |
159.67 |
1.618 |
152.97 |
1.000 |
148.83 |
0.618 |
146.27 |
HIGH |
142.13 |
0.618 |
139.57 |
0.500 |
138.78 |
0.382 |
137.99 |
LOW |
135.43 |
0.618 |
131.29 |
1.000 |
128.73 |
1.618 |
124.59 |
2.618 |
117.89 |
4.250 |
106.96 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
140.69 |
140.70 |
PP |
139.74 |
139.74 |
S1 |
138.78 |
138.79 |
|