NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.48 |
135.36 |
-2.12 |
-1.5% |
135.21 |
| High |
138.22 |
140.99 |
2.77 |
2.0% |
140.13 |
| Low |
132.85 |
134.68 |
1.83 |
1.4% |
132.54 |
| Close |
135.33 |
140.41 |
5.08 |
3.8% |
135.72 |
| Range |
5.37 |
6.31 |
0.94 |
17.5% |
7.59 |
| ATR |
4.55 |
4.67 |
0.13 |
2.8% |
0.00 |
| Volume |
19,887 |
29,470 |
9,583 |
48.2% |
128,943 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.62 |
155.33 |
143.88 |
|
| R3 |
151.31 |
149.02 |
142.15 |
|
| R2 |
145.00 |
145.00 |
141.57 |
|
| R1 |
142.71 |
142.71 |
140.99 |
143.86 |
| PP |
138.69 |
138.69 |
138.69 |
139.27 |
| S1 |
136.40 |
136.40 |
139.83 |
137.55 |
| S2 |
132.38 |
132.38 |
139.25 |
|
| S3 |
126.07 |
130.09 |
138.67 |
|
| S4 |
119.76 |
123.78 |
136.94 |
|
|
| 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 |
140.99 |
132.54 |
8.45 |
6.0% |
4.67 |
3.3% |
93% |
True |
False |
23,523 |
| 10 |
140.99 |
132.54 |
8.45 |
6.0% |
4.58 |
3.3% |
93% |
True |
False |
25,484 |
| 20 |
140.99 |
122.32 |
18.67 |
13.3% |
4.99 |
3.6% |
97% |
True |
False |
25,874 |
| 40 |
140.99 |
108.00 |
32.99 |
23.5% |
4.37 |
3.1% |
98% |
True |
False |
20,092 |
| 60 |
140.99 |
100.50 |
40.49 |
28.8% |
3.61 |
2.6% |
99% |
True |
False |
15,133 |
| 80 |
140.99 |
96.67 |
44.32 |
31.6% |
3.30 |
2.3% |
99% |
True |
False |
12,283 |
| 100 |
140.99 |
86.34 |
54.65 |
38.9% |
2.91 |
2.1% |
99% |
True |
False |
10,093 |
| 120 |
140.99 |
84.60 |
56.39 |
40.2% |
2.55 |
1.8% |
99% |
True |
False |
8,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.81 |
|
2.618 |
157.51 |
|
1.618 |
151.20 |
|
1.000 |
147.30 |
|
0.618 |
144.89 |
|
HIGH |
140.99 |
|
0.618 |
138.58 |
|
0.500 |
137.84 |
|
0.382 |
137.09 |
|
LOW |
134.68 |
|
0.618 |
130.78 |
|
1.000 |
128.37 |
|
1.618 |
124.47 |
|
2.618 |
118.16 |
|
4.250 |
107.86 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139.55 |
139.25 |
| PP |
138.69 |
138.08 |
| S1 |
137.84 |
136.92 |
|