NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
139.96 |
142.55 |
2.59 |
1.9% |
135.86 |
| High |
143.88 |
144.00 |
0.12 |
0.1% |
143.88 |
| Low |
139.90 |
141.00 |
1.10 |
0.8% |
133.09 |
| Close |
141.24 |
141.24 |
0.00 |
0.0% |
141.24 |
| Range |
3.98 |
3.00 |
-0.98 |
-24.6% |
10.79 |
| ATR |
4.20 |
4.12 |
-0.09 |
-2.0% |
0.00 |
| Volume |
15,337 |
17,917 |
2,580 |
16.8% |
61,480 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.08 |
149.16 |
142.89 |
|
| R3 |
148.08 |
146.16 |
142.07 |
|
| R2 |
145.08 |
145.08 |
141.79 |
|
| R1 |
143.16 |
143.16 |
141.52 |
142.62 |
| PP |
142.08 |
142.08 |
142.08 |
141.81 |
| S1 |
140.16 |
140.16 |
140.97 |
139.62 |
| S2 |
139.08 |
139.08 |
140.69 |
|
| S3 |
136.08 |
137.16 |
140.42 |
|
| S4 |
133.08 |
134.16 |
139.59 |
|
|
| 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 |
144.00 |
133.09 |
10.91 |
7.7% |
4.04 |
2.9% |
75% |
True |
False |
13,082 |
| 10 |
144.00 |
132.87 |
11.13 |
7.9% |
3.92 |
2.8% |
75% |
True |
False |
13,735 |
| 20 |
144.00 |
122.40 |
21.60 |
15.3% |
4.52 |
3.2% |
87% |
True |
False |
14,838 |
| 40 |
144.00 |
113.94 |
30.06 |
21.3% |
3.88 |
2.7% |
91% |
True |
False |
11,685 |
| 60 |
144.00 |
104.51 |
39.49 |
28.0% |
3.07 |
2.2% |
93% |
True |
False |
8,664 |
| 80 |
144.00 |
96.27 |
47.73 |
33.8% |
2.67 |
1.9% |
94% |
True |
False |
7,084 |
| 100 |
144.00 |
88.19 |
55.81 |
39.5% |
2.39 |
1.7% |
95% |
True |
False |
5,900 |
| 120 |
144.00 |
85.48 |
58.52 |
41.4% |
2.10 |
1.5% |
95% |
True |
False |
5,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.75 |
|
2.618 |
151.85 |
|
1.618 |
148.85 |
|
1.000 |
147.00 |
|
0.618 |
145.85 |
|
HIGH |
144.00 |
|
0.618 |
142.85 |
|
0.500 |
142.50 |
|
0.382 |
142.15 |
|
LOW |
141.00 |
|
0.618 |
139.15 |
|
1.000 |
138.00 |
|
1.618 |
136.15 |
|
2.618 |
133.15 |
|
4.250 |
128.25 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.50 |
140.63 |
| PP |
142.08 |
140.01 |
| S1 |
141.66 |
139.40 |
|