NYMEX Light Sweet Crude Oil Future August 2008
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
145.19 |
138.77 |
-6.42 |
-4.4% |
144.27 |
High |
146.73 |
139.30 |
-7.43 |
-5.1% |
147.27 |
Low |
135.96 |
132.00 |
-3.96 |
-2.9% |
135.14 |
Close |
138.74 |
134.60 |
-4.14 |
-3.0% |
145.08 |
Range |
10.77 |
7.30 |
-3.47 |
-32.2% |
12.13 |
ATR |
5.30 |
5.44 |
0.14 |
2.7% |
0.00 |
Volume |
252,605 |
392,225 |
139,620 |
55.3% |
1,473,874 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.20 |
153.20 |
138.62 |
|
R3 |
149.90 |
145.90 |
136.61 |
|
R2 |
142.60 |
142.60 |
135.94 |
|
R1 |
138.60 |
138.60 |
135.27 |
136.95 |
PP |
135.30 |
135.30 |
135.30 |
134.48 |
S1 |
131.30 |
131.30 |
133.93 |
129.65 |
S2 |
128.00 |
128.00 |
133.26 |
|
S3 |
120.70 |
124.00 |
132.59 |
|
S4 |
113.40 |
116.70 |
130.59 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
178.89 |
174.11 |
151.75 |
|
R3 |
166.76 |
161.98 |
148.42 |
|
R2 |
154.63 |
154.63 |
147.30 |
|
R1 |
149.85 |
149.85 |
146.19 |
152.24 |
PP |
142.50 |
142.50 |
142.50 |
143.69 |
S1 |
137.72 |
137.72 |
143.97 |
140.11 |
S2 |
130.37 |
130.37 |
142.86 |
|
S3 |
118.24 |
125.59 |
141.74 |
|
S4 |
106.11 |
113.46 |
138.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.27 |
132.00 |
15.27 |
11.3% |
6.90 |
5.1% |
17% |
False |
True |
314,650 |
10 |
147.27 |
132.00 |
15.27 |
11.3% |
5.67 |
4.2% |
17% |
False |
True |
294,579 |
20 |
147.27 |
131.75 |
15.52 |
11.5% |
5.24 |
3.9% |
18% |
False |
False |
277,878 |
40 |
147.27 |
122.05 |
25.22 |
18.7% |
5.24 |
3.9% |
50% |
False |
False |
202,466 |
60 |
147.27 |
108.95 |
38.32 |
28.5% |
4.62 |
3.4% |
67% |
False |
False |
146,599 |
80 |
147.27 |
98.20 |
49.07 |
36.5% |
4.17 |
3.1% |
74% |
False |
False |
113,266 |
100 |
147.27 |
97.33 |
49.94 |
37.1% |
3.93 |
2.9% |
75% |
False |
False |
92,266 |
120 |
147.27 |
86.15 |
61.12 |
45.4% |
3.56 |
2.6% |
79% |
False |
False |
77,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.33 |
2.618 |
158.41 |
1.618 |
151.11 |
1.000 |
146.60 |
0.618 |
143.81 |
HIGH |
139.30 |
0.618 |
136.51 |
0.500 |
135.65 |
0.382 |
134.79 |
LOW |
132.00 |
0.618 |
127.49 |
1.000 |
124.70 |
1.618 |
120.19 |
2.618 |
112.89 |
4.250 |
100.98 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
135.65 |
139.37 |
PP |
135.30 |
137.78 |
S1 |
134.95 |
136.19 |
|