NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.86 |
137.49 |
1.63 |
1.2% |
135.24 |
| High |
138.51 |
139.00 |
0.49 |
0.4% |
140.11 |
| Low |
135.39 |
136.98 |
1.59 |
1.2% |
132.87 |
| Close |
137.28 |
137.78 |
0.50 |
0.4% |
135.71 |
| Range |
3.12 |
2.02 |
-1.10 |
-35.3% |
7.24 |
| ATR |
4.15 |
4.00 |
-0.15 |
-3.7% |
0.00 |
| Volume |
13,987 |
8,307 |
-5,680 |
-40.6% |
71,521 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.98 |
142.90 |
138.89 |
|
| R3 |
141.96 |
140.88 |
138.34 |
|
| R2 |
139.94 |
139.94 |
138.15 |
|
| R1 |
138.86 |
138.86 |
137.97 |
139.40 |
| PP |
137.92 |
137.92 |
137.92 |
138.19 |
| S1 |
136.84 |
136.84 |
137.59 |
137.38 |
| S2 |
135.90 |
135.90 |
137.41 |
|
| S3 |
133.88 |
134.82 |
137.22 |
|
| S4 |
131.86 |
132.80 |
136.67 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.95 |
154.07 |
139.69 |
|
| R3 |
150.71 |
146.83 |
137.70 |
|
| R2 |
143.47 |
143.47 |
137.04 |
|
| R1 |
139.59 |
139.59 |
136.37 |
141.53 |
| PP |
136.23 |
136.23 |
136.23 |
137.20 |
| S1 |
132.35 |
132.35 |
135.05 |
134.29 |
| S2 |
128.99 |
128.99 |
134.38 |
|
| S3 |
121.75 |
125.11 |
133.72 |
|
| S4 |
114.51 |
117.87 |
131.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.00 |
132.87 |
6.13 |
4.4% |
3.78 |
2.7% |
80% |
True |
False |
13,247 |
| 10 |
140.11 |
132.35 |
7.76 |
5.6% |
4.08 |
3.0% |
70% |
False |
False |
14,182 |
| 20 |
140.11 |
122.40 |
17.71 |
12.9% |
4.43 |
3.2% |
87% |
False |
False |
14,251 |
| 40 |
140.11 |
107.60 |
32.51 |
23.6% |
3.72 |
2.7% |
93% |
False |
False |
10,650 |
| 60 |
140.11 |
98.15 |
41.96 |
30.5% |
2.82 |
2.0% |
94% |
False |
False |
7,906 |
| 80 |
140.11 |
96.27 |
43.84 |
31.8% |
2.54 |
1.8% |
95% |
False |
False |
6,497 |
| 100 |
140.11 |
86.22 |
53.89 |
39.1% |
2.24 |
1.6% |
96% |
False |
False |
5,354 |
| 120 |
140.11 |
85.48 |
54.63 |
39.7% |
1.98 |
1.4% |
96% |
False |
False |
4,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.59 |
|
2.618 |
144.29 |
|
1.618 |
142.27 |
|
1.000 |
141.02 |
|
0.618 |
140.25 |
|
HIGH |
139.00 |
|
0.618 |
138.23 |
|
0.500 |
137.99 |
|
0.382 |
137.75 |
|
LOW |
136.98 |
|
0.618 |
135.73 |
|
1.000 |
134.96 |
|
1.618 |
133.71 |
|
2.618 |
131.69 |
|
4.250 |
128.40 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.99 |
137.17 |
| PP |
137.92 |
136.55 |
| S1 |
137.85 |
135.94 |
|