NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.36 |
139.49 |
4.13 |
3.1% |
135.15 |
| High |
140.99 |
143.80 |
2.81 |
2.0% |
143.80 |
| Low |
134.68 |
139.33 |
4.65 |
3.5% |
132.85 |
| Close |
140.41 |
141.06 |
0.65 |
0.5% |
141.06 |
| Range |
6.31 |
4.47 |
-1.84 |
-29.2% |
10.95 |
| ATR |
4.67 |
4.66 |
-0.01 |
-0.3% |
0.00 |
| Volume |
29,470 |
26,805 |
-2,665 |
-9.0% |
117,201 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.81 |
152.40 |
143.52 |
|
| R3 |
150.34 |
147.93 |
142.29 |
|
| R2 |
145.87 |
145.87 |
141.88 |
|
| R1 |
143.46 |
143.46 |
141.47 |
144.67 |
| PP |
141.40 |
141.40 |
141.40 |
142.00 |
| S1 |
138.99 |
138.99 |
140.65 |
140.20 |
| S2 |
136.93 |
136.93 |
140.24 |
|
| S3 |
132.46 |
134.52 |
139.83 |
|
| S4 |
127.99 |
130.05 |
138.60 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.09 |
167.52 |
147.08 |
|
| R3 |
161.14 |
156.57 |
144.07 |
|
| R2 |
150.19 |
150.19 |
143.07 |
|
| R1 |
145.62 |
145.62 |
142.06 |
147.91 |
| PP |
139.24 |
139.24 |
139.24 |
140.38 |
| S1 |
134.67 |
134.67 |
140.06 |
136.96 |
| S2 |
128.29 |
128.29 |
139.05 |
|
| S3 |
117.34 |
123.72 |
138.05 |
|
| S4 |
106.39 |
112.77 |
135.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.80 |
132.85 |
10.95 |
7.8% |
4.51 |
3.2% |
75% |
True |
False |
23,440 |
| 10 |
143.80 |
132.54 |
11.26 |
8.0% |
4.69 |
3.3% |
76% |
True |
False |
24,614 |
| 20 |
143.80 |
122.32 |
21.48 |
15.2% |
5.06 |
3.6% |
87% |
True |
False |
26,116 |
| 40 |
143.80 |
109.31 |
34.49 |
24.5% |
4.37 |
3.1% |
92% |
True |
False |
20,467 |
| 60 |
143.80 |
101.91 |
41.89 |
29.7% |
3.67 |
2.6% |
93% |
True |
False |
15,419 |
| 80 |
143.80 |
96.67 |
47.13 |
33.4% |
3.33 |
2.4% |
94% |
True |
False |
12,586 |
| 100 |
143.80 |
86.44 |
57.36 |
40.7% |
2.94 |
2.1% |
95% |
True |
False |
10,358 |
| 120 |
143.80 |
84.60 |
59.20 |
42.0% |
2.58 |
1.8% |
95% |
True |
False |
8,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.80 |
|
2.618 |
155.50 |
|
1.618 |
151.03 |
|
1.000 |
148.27 |
|
0.618 |
146.56 |
|
HIGH |
143.80 |
|
0.618 |
142.09 |
|
0.500 |
141.57 |
|
0.382 |
141.04 |
|
LOW |
139.33 |
|
0.618 |
136.57 |
|
1.000 |
134.86 |
|
1.618 |
132.10 |
|
2.618 |
127.63 |
|
4.250 |
120.33 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.57 |
140.15 |
| PP |
141.40 |
139.24 |
| S1 |
141.23 |
138.33 |
|