NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
136.09 |
132.06 |
-4.03 |
-3.0% |
134.41 |
| High |
137.82 |
136.80 |
-1.02 |
-0.7% |
139.89 |
| Low |
131.48 |
131.19 |
-0.29 |
-0.2% |
131.19 |
| Close |
131.93 |
134.62 |
2.69 |
2.0% |
134.62 |
| Range |
6.34 |
5.61 |
-0.73 |
-11.5% |
8.70 |
| ATR |
5.11 |
5.14 |
0.04 |
0.7% |
0.00 |
| Volume |
225,863 |
194,147 |
-31,716 |
-14.0% |
1,281,395 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.03 |
148.44 |
137.71 |
|
| R3 |
145.42 |
142.83 |
136.16 |
|
| R2 |
139.81 |
139.81 |
135.65 |
|
| R1 |
137.22 |
137.22 |
135.13 |
138.52 |
| PP |
134.20 |
134.20 |
134.20 |
134.85 |
| S1 |
131.61 |
131.61 |
134.11 |
132.91 |
| S2 |
128.59 |
128.59 |
133.59 |
|
| S3 |
122.98 |
126.00 |
133.08 |
|
| S4 |
117.37 |
120.39 |
131.53 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.33 |
156.68 |
139.41 |
|
| R3 |
152.63 |
147.98 |
137.01 |
|
| R2 |
143.93 |
143.93 |
136.22 |
|
| R1 |
139.28 |
139.28 |
135.42 |
141.61 |
| PP |
135.23 |
135.23 |
135.23 |
136.40 |
| S1 |
130.58 |
130.58 |
133.82 |
132.91 |
| S2 |
126.53 |
126.53 |
133.03 |
|
| S3 |
117.83 |
121.88 |
132.23 |
|
| S4 |
109.13 |
113.18 |
129.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.89 |
131.19 |
8.70 |
6.5% |
5.46 |
4.1% |
39% |
False |
True |
256,279 |
| 10 |
139.89 |
130.80 |
9.09 |
6.8% |
5.62 |
4.2% |
42% |
False |
False |
332,558 |
| 20 |
139.89 |
121.61 |
18.28 |
13.6% |
5.47 |
4.1% |
71% |
False |
False |
338,847 |
| 40 |
139.89 |
109.59 |
30.30 |
22.5% |
4.56 |
3.4% |
83% |
False |
False |
257,244 |
| 60 |
139.89 |
98.63 |
41.26 |
30.6% |
4.06 |
3.0% |
87% |
False |
False |
186,649 |
| 80 |
139.89 |
97.51 |
42.38 |
31.5% |
3.93 |
2.9% |
88% |
False |
False |
146,204 |
| 100 |
139.89 |
86.28 |
53.61 |
39.8% |
3.60 |
2.7% |
90% |
False |
False |
118,426 |
| 120 |
139.89 |
85.17 |
54.72 |
40.6% |
3.29 |
2.4% |
90% |
False |
False |
99,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.64 |
|
2.618 |
151.49 |
|
1.618 |
145.88 |
|
1.000 |
142.41 |
|
0.618 |
140.27 |
|
HIGH |
136.80 |
|
0.618 |
134.66 |
|
0.500 |
134.00 |
|
0.382 |
133.33 |
|
LOW |
131.19 |
|
0.618 |
127.72 |
|
1.000 |
125.58 |
|
1.618 |
122.11 |
|
2.618 |
116.50 |
|
4.250 |
107.35 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134.41 |
134.58 |
| PP |
134.20 |
134.54 |
| S1 |
134.00 |
134.51 |
|