NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
142.32 |
136.73 |
-5.59 |
-3.9% |
141.29 |
| High |
143.09 |
139.00 |
-4.09 |
-2.9% |
146.43 |
| Low |
135.90 |
136.00 |
0.10 |
0.1% |
139.79 |
| Close |
136.73 |
136.72 |
-0.01 |
0.0% |
145.86 |
| Range |
7.19 |
3.00 |
-4.19 |
-58.3% |
6.64 |
| ATR |
4.80 |
4.67 |
-0.13 |
-2.7% |
0.00 |
| Volume |
85,347 |
154,453 |
69,106 |
81.0% |
295,099 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.24 |
144.48 |
138.37 |
|
| R3 |
143.24 |
141.48 |
137.55 |
|
| R2 |
140.24 |
140.24 |
137.27 |
|
| R1 |
138.48 |
138.48 |
137.00 |
137.86 |
| PP |
137.24 |
137.24 |
137.24 |
136.93 |
| S1 |
135.48 |
135.48 |
136.45 |
134.86 |
| S2 |
134.24 |
134.24 |
136.17 |
|
| S3 |
131.24 |
132.48 |
135.90 |
|
| S4 |
128.24 |
129.48 |
135.07 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.95 |
161.54 |
149.51 |
|
| R3 |
157.31 |
154.90 |
147.69 |
|
| R2 |
150.67 |
150.67 |
147.08 |
|
| R1 |
148.26 |
148.26 |
146.47 |
149.47 |
| PP |
144.03 |
144.03 |
144.03 |
144.63 |
| S1 |
141.62 |
141.62 |
145.25 |
142.83 |
| S2 |
137.39 |
137.39 |
144.64 |
|
| S3 |
130.75 |
134.98 |
144.03 |
|
| S4 |
124.11 |
128.34 |
142.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.43 |
135.90 |
10.53 |
7.7% |
4.38 |
3.2% |
8% |
False |
False |
90,150 |
| 10 |
146.43 |
132.51 |
13.92 |
10.2% |
4.63 |
3.4% |
30% |
False |
False |
81,848 |
| 20 |
146.43 |
132.21 |
14.22 |
10.4% |
4.75 |
3.5% |
32% |
False |
False |
72,246 |
| 40 |
146.43 |
120.49 |
25.94 |
19.0% |
4.67 |
3.4% |
63% |
False |
False |
59,865 |
| 60 |
146.43 |
108.40 |
38.03 |
27.8% |
4.12 |
3.0% |
74% |
False |
False |
45,115 |
| 80 |
146.43 |
96.72 |
49.71 |
36.4% |
3.86 |
2.8% |
80% |
False |
False |
36,001 |
| 100 |
146.43 |
94.46 |
51.97 |
38.0% |
3.54 |
2.6% |
81% |
False |
False |
30,040 |
| 120 |
146.43 |
84.70 |
61.73 |
45.2% |
3.21 |
2.4% |
84% |
False |
False |
25,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.75 |
|
2.618 |
146.85 |
|
1.618 |
143.85 |
|
1.000 |
142.00 |
|
0.618 |
140.85 |
|
HIGH |
139.00 |
|
0.618 |
137.85 |
|
0.500 |
137.50 |
|
0.382 |
137.15 |
|
LOW |
136.00 |
|
0.618 |
134.15 |
|
1.000 |
133.00 |
|
1.618 |
131.15 |
|
2.618 |
128.15 |
|
4.250 |
123.25 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.50 |
140.47 |
| PP |
137.24 |
139.22 |
| S1 |
136.98 |
137.97 |
|