NYMEX Light Sweet Crude Oil Future November 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 |
135.46 |
139.96 |
4.50 |
3.3% |
135.86 |
| High |
140.89 |
143.88 |
2.99 |
2.1% |
143.88 |
| Low |
134.80 |
139.90 |
5.10 |
3.8% |
133.09 |
| Close |
140.57 |
141.24 |
0.67 |
0.5% |
141.24 |
| Range |
6.09 |
3.98 |
-2.11 |
-34.6% |
10.79 |
| ATR |
4.22 |
4.20 |
-0.02 |
-0.4% |
0.00 |
| Volume |
12,796 |
15,337 |
2,541 |
19.9% |
61,480 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.61 |
151.41 |
143.43 |
|
| R3 |
149.63 |
147.43 |
142.33 |
|
| R2 |
145.65 |
145.65 |
141.97 |
|
| R1 |
143.45 |
143.45 |
141.60 |
144.55 |
| PP |
141.67 |
141.67 |
141.67 |
142.23 |
| S1 |
139.47 |
139.47 |
140.88 |
140.57 |
| S2 |
137.69 |
137.69 |
140.51 |
|
| S3 |
133.71 |
135.49 |
140.15 |
|
| S4 |
129.73 |
131.51 |
139.05 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.77 |
167.30 |
147.17 |
|
| R3 |
160.98 |
156.51 |
144.21 |
|
| R2 |
150.19 |
150.19 |
143.22 |
|
| R1 |
145.72 |
145.72 |
142.23 |
147.96 |
| PP |
139.40 |
139.40 |
139.40 |
140.52 |
| S1 |
134.93 |
134.93 |
140.25 |
137.17 |
| S2 |
128.61 |
128.61 |
139.26 |
|
| S3 |
117.82 |
124.14 |
138.27 |
|
| S4 |
107.03 |
113.35 |
135.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.88 |
133.09 |
10.79 |
7.6% |
4.06 |
2.9% |
76% |
True |
False |
12,296 |
| 10 |
143.88 |
132.87 |
11.01 |
7.8% |
4.14 |
2.9% |
76% |
True |
False |
13,300 |
| 20 |
143.88 |
122.40 |
21.48 |
15.2% |
4.55 |
3.2% |
88% |
True |
False |
14,372 |
| 40 |
143.88 |
110.32 |
33.56 |
23.8% |
3.88 |
2.7% |
92% |
True |
False |
11,361 |
| 60 |
143.88 |
101.70 |
42.18 |
29.9% |
3.03 |
2.1% |
94% |
True |
False |
8,395 |
| 80 |
143.88 |
96.27 |
47.61 |
33.7% |
2.65 |
1.9% |
94% |
True |
False |
6,938 |
| 100 |
143.88 |
86.40 |
57.48 |
40.7% |
2.37 |
1.7% |
95% |
True |
False |
5,724 |
| 120 |
143.88 |
85.48 |
58.40 |
41.3% |
2.08 |
1.5% |
95% |
True |
False |
4,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.80 |
|
2.618 |
154.30 |
|
1.618 |
150.32 |
|
1.000 |
147.86 |
|
0.618 |
146.34 |
|
HIGH |
143.88 |
|
0.618 |
142.36 |
|
0.500 |
141.89 |
|
0.382 |
141.42 |
|
LOW |
139.90 |
|
0.618 |
137.44 |
|
1.000 |
135.92 |
|
1.618 |
133.46 |
|
2.618 |
129.48 |
|
4.250 |
122.99 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.89 |
140.32 |
| PP |
141.67 |
139.40 |
| S1 |
141.46 |
138.49 |
|