NYMEX Light Sweet Crude Oil Future December 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 |
135.62 |
140.01 |
4.39 |
3.2% |
135.09 |
| High |
141.23 |
144.05 |
2.82 |
2.0% |
144.05 |
| Low |
134.86 |
139.96 |
5.10 |
3.8% |
133.10 |
| Close |
140.62 |
141.32 |
0.70 |
0.5% |
141.32 |
| Range |
6.37 |
4.09 |
-2.28 |
-35.8% |
10.95 |
| ATR |
4.64 |
4.60 |
-0.04 |
-0.8% |
0.00 |
| Volume |
44,493 |
34,555 |
-9,938 |
-22.3% |
147,330 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.05 |
151.77 |
143.57 |
|
| R3 |
149.96 |
147.68 |
142.44 |
|
| R2 |
145.87 |
145.87 |
142.07 |
|
| R1 |
143.59 |
143.59 |
141.69 |
144.73 |
| PP |
141.78 |
141.78 |
141.78 |
142.35 |
| S1 |
139.50 |
139.50 |
140.95 |
140.64 |
| S2 |
137.69 |
137.69 |
140.57 |
|
| S3 |
133.60 |
135.41 |
140.20 |
|
| S4 |
129.51 |
131.32 |
139.07 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.34 |
167.78 |
147.34 |
|
| R3 |
161.39 |
156.83 |
144.33 |
|
| R2 |
150.44 |
150.44 |
143.33 |
|
| R1 |
145.88 |
145.88 |
142.32 |
148.16 |
| PP |
139.49 |
139.49 |
139.49 |
140.63 |
| S1 |
134.93 |
134.93 |
140.32 |
137.21 |
| S2 |
128.54 |
128.54 |
139.31 |
|
| S3 |
117.59 |
123.98 |
138.31 |
|
| S4 |
106.64 |
113.03 |
135.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.05 |
133.10 |
10.95 |
7.7% |
4.38 |
3.1% |
75% |
True |
False |
29,466 |
| 10 |
144.05 |
132.90 |
11.15 |
7.9% |
4.55 |
3.2% |
76% |
True |
False |
32,272 |
| 20 |
144.05 |
122.37 |
21.68 |
15.3% |
4.95 |
3.5% |
87% |
True |
False |
37,828 |
| 40 |
144.05 |
108.34 |
35.71 |
25.3% |
4.43 |
3.1% |
92% |
True |
False |
38,693 |
| 60 |
144.05 |
100.02 |
44.03 |
31.2% |
3.83 |
2.7% |
94% |
True |
False |
32,487 |
| 80 |
144.05 |
95.83 |
48.22 |
34.1% |
3.65 |
2.6% |
94% |
True |
False |
31,066 |
| 100 |
144.05 |
85.60 |
58.45 |
41.4% |
3.39 |
2.4% |
95% |
True |
False |
28,684 |
| 120 |
144.05 |
83.90 |
60.15 |
42.6% |
3.16 |
2.2% |
95% |
True |
False |
26,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.43 |
|
2.618 |
154.76 |
|
1.618 |
150.67 |
|
1.000 |
148.14 |
|
0.618 |
146.58 |
|
HIGH |
144.05 |
|
0.618 |
142.49 |
|
0.500 |
142.01 |
|
0.382 |
141.52 |
|
LOW |
139.96 |
|
0.618 |
137.43 |
|
1.000 |
135.87 |
|
1.618 |
133.34 |
|
2.618 |
129.25 |
|
4.250 |
122.58 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.01 |
140.41 |
| PP |
141.78 |
139.49 |
| S1 |
141.55 |
138.58 |
|