NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
133.20 |
135.15 |
1.95 |
1.5% |
135.21 |
| High |
137.79 |
138.56 |
0.77 |
0.6% |
140.13 |
| Low |
132.54 |
134.73 |
2.19 |
1.7% |
132.54 |
| Close |
135.72 |
137.26 |
1.54 |
1.1% |
135.72 |
| Range |
5.25 |
3.83 |
-1.42 |
-27.0% |
7.59 |
| ATR |
4.69 |
4.63 |
-0.06 |
-1.3% |
0.00 |
| Volume |
27,219 |
24,491 |
-2,728 |
-10.0% |
128,943 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.34 |
146.63 |
139.37 |
|
| R3 |
144.51 |
142.80 |
138.31 |
|
| R2 |
140.68 |
140.68 |
137.96 |
|
| R1 |
138.97 |
138.97 |
137.61 |
139.83 |
| PP |
136.85 |
136.85 |
136.85 |
137.28 |
| S1 |
135.14 |
135.14 |
136.91 |
136.00 |
| S2 |
133.02 |
133.02 |
136.56 |
|
| S3 |
129.19 |
131.31 |
136.21 |
|
| S4 |
125.36 |
127.48 |
135.15 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.90 |
154.90 |
139.89 |
|
| R3 |
151.31 |
147.31 |
137.81 |
|
| R2 |
143.72 |
143.72 |
137.11 |
|
| R1 |
139.72 |
139.72 |
136.42 |
141.72 |
| PP |
136.13 |
136.13 |
136.13 |
137.13 |
| S1 |
132.13 |
132.13 |
135.02 |
134.13 |
| S2 |
128.54 |
128.54 |
134.33 |
|
| S3 |
120.95 |
124.54 |
133.63 |
|
| S4 |
113.36 |
116.95 |
131.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.75 |
132.54 |
6.21 |
4.5% |
4.49 |
3.3% |
76% |
False |
False |
25,833 |
| 10 |
140.13 |
131.70 |
8.43 |
6.1% |
5.01 |
3.6% |
66% |
False |
False |
26,913 |
| 20 |
140.13 |
122.32 |
17.81 |
13.0% |
5.04 |
3.7% |
84% |
False |
False |
26,352 |
| 40 |
140.13 |
108.00 |
32.13 |
23.4% |
4.21 |
3.1% |
91% |
False |
False |
18,885 |
| 60 |
140.13 |
97.48 |
42.65 |
31.1% |
3.58 |
2.6% |
93% |
False |
False |
14,218 |
| 80 |
140.13 |
96.67 |
43.46 |
31.7% |
3.19 |
2.3% |
93% |
False |
False |
11,558 |
| 100 |
140.13 |
86.34 |
53.79 |
39.2% |
2.81 |
2.0% |
95% |
False |
False |
9,448 |
| 120 |
140.13 |
84.60 |
55.53 |
40.5% |
2.44 |
1.8% |
95% |
False |
False |
8,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.84 |
|
2.618 |
148.59 |
|
1.618 |
144.76 |
|
1.000 |
142.39 |
|
0.618 |
140.93 |
|
HIGH |
138.56 |
|
0.618 |
137.10 |
|
0.500 |
136.65 |
|
0.382 |
136.19 |
|
LOW |
134.73 |
|
0.618 |
132.36 |
|
1.000 |
130.90 |
|
1.618 |
128.53 |
|
2.618 |
124.70 |
|
4.250 |
118.45 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.06 |
136.72 |
| PP |
136.85 |
136.18 |
| S1 |
136.65 |
135.65 |
|