NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.44 |
137.48 |
0.04 |
0.0% |
135.21 |
| High |
139.17 |
138.22 |
-0.95 |
-0.7% |
140.13 |
| Low |
136.59 |
132.85 |
-3.74 |
-2.7% |
132.54 |
| Close |
137.71 |
135.33 |
-2.38 |
-1.7% |
135.72 |
| Range |
2.58 |
5.37 |
2.79 |
108.1% |
7.59 |
| ATR |
4.49 |
4.55 |
0.06 |
1.4% |
0.00 |
| Volume |
16,548 |
19,887 |
3,339 |
20.2% |
128,943 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.58 |
148.82 |
138.28 |
|
| R3 |
146.21 |
143.45 |
136.81 |
|
| R2 |
140.84 |
140.84 |
136.31 |
|
| R1 |
138.08 |
138.08 |
135.82 |
136.78 |
| PP |
135.47 |
135.47 |
135.47 |
134.81 |
| S1 |
132.71 |
132.71 |
134.84 |
131.41 |
| S2 |
130.10 |
130.10 |
134.35 |
|
| S3 |
124.73 |
127.34 |
133.85 |
|
| S4 |
119.36 |
121.97 |
132.38 |
|
|
| 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 |
139.17 |
132.54 |
6.63 |
4.9% |
4.57 |
3.4% |
42% |
False |
False |
22,875 |
| 10 |
140.13 |
132.54 |
7.59 |
5.6% |
4.49 |
3.3% |
37% |
False |
False |
25,155 |
| 20 |
140.13 |
122.32 |
17.81 |
13.2% |
4.97 |
3.7% |
73% |
False |
False |
25,718 |
| 40 |
140.13 |
108.00 |
32.13 |
23.7% |
4.30 |
3.2% |
85% |
False |
False |
19,509 |
| 60 |
140.13 |
97.64 |
42.49 |
31.4% |
3.58 |
2.6% |
89% |
False |
False |
14,727 |
| 80 |
140.13 |
96.67 |
43.46 |
32.1% |
3.27 |
2.4% |
89% |
False |
False |
11,971 |
| 100 |
140.13 |
86.34 |
53.79 |
39.7% |
2.86 |
2.1% |
91% |
False |
False |
9,802 |
| 120 |
140.13 |
84.60 |
55.53 |
41.0% |
2.50 |
1.8% |
91% |
False |
False |
8,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.04 |
|
2.618 |
152.28 |
|
1.618 |
146.91 |
|
1.000 |
143.59 |
|
0.618 |
141.54 |
|
HIGH |
138.22 |
|
0.618 |
136.17 |
|
0.500 |
135.54 |
|
0.382 |
134.90 |
|
LOW |
132.85 |
|
0.618 |
129.53 |
|
1.000 |
127.48 |
|
1.618 |
124.16 |
|
2.618 |
118.79 |
|
4.250 |
110.03 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.54 |
136.01 |
| PP |
135.47 |
135.78 |
| S1 |
135.40 |
135.56 |
|