NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
134.41 |
133.60 |
-0.81 |
-0.6% |
137.97 |
| High |
139.89 |
135.23 |
-4.66 |
-3.3% |
138.30 |
| Low |
132.84 |
132.00 |
-0.84 |
-0.6% |
130.80 |
| Close |
134.61 |
134.01 |
-0.60 |
-0.4% |
134.86 |
| Range |
7.05 |
3.23 |
-3.82 |
-54.2% |
7.50 |
| ATR |
5.15 |
5.01 |
-0.14 |
-2.7% |
0.00 |
| Volume |
262,875 |
291,340 |
28,465 |
10.8% |
2,044,192 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.44 |
141.95 |
135.79 |
|
| R3 |
140.21 |
138.72 |
134.90 |
|
| R2 |
136.98 |
136.98 |
134.60 |
|
| R1 |
135.49 |
135.49 |
134.31 |
136.24 |
| PP |
133.75 |
133.75 |
133.75 |
134.12 |
| S1 |
132.26 |
132.26 |
133.71 |
133.01 |
| S2 |
130.52 |
130.52 |
133.42 |
|
| S3 |
127.29 |
129.03 |
133.12 |
|
| S4 |
124.06 |
125.80 |
132.23 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.15 |
153.51 |
138.99 |
|
| R3 |
149.65 |
146.01 |
136.92 |
|
| R2 |
142.15 |
142.15 |
136.24 |
|
| R1 |
138.51 |
138.51 |
135.55 |
136.58 |
| PP |
134.65 |
134.65 |
134.65 |
133.69 |
| S1 |
131.01 |
131.01 |
134.17 |
129.08 |
| S2 |
127.15 |
127.15 |
133.49 |
|
| S3 |
119.65 |
123.51 |
132.80 |
|
| S4 |
112.15 |
116.01 |
130.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.89 |
131.35 |
8.54 |
6.4% |
5.35 |
4.0% |
31% |
False |
False |
348,220 |
| 10 |
139.89 |
121.61 |
18.28 |
13.6% |
6.05 |
4.5% |
68% |
False |
False |
356,844 |
| 20 |
139.89 |
121.61 |
18.28 |
13.6% |
5.32 |
4.0% |
68% |
False |
False |
357,622 |
| 40 |
139.89 |
109.59 |
30.30 |
22.6% |
4.41 |
3.3% |
81% |
False |
False |
244,480 |
| 60 |
139.89 |
98.63 |
41.26 |
30.8% |
3.95 |
2.9% |
86% |
False |
False |
176,739 |
| 80 |
139.89 |
97.46 |
42.43 |
31.7% |
3.82 |
2.8% |
86% |
False |
False |
137,505 |
| 100 |
139.89 |
86.28 |
53.61 |
40.0% |
3.47 |
2.6% |
89% |
False |
False |
111,474 |
| 120 |
139.89 |
85.17 |
54.72 |
40.8% |
3.18 |
2.4% |
89% |
False |
False |
93,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.96 |
|
2.618 |
143.69 |
|
1.618 |
140.46 |
|
1.000 |
138.46 |
|
0.618 |
137.23 |
|
HIGH |
135.23 |
|
0.618 |
134.00 |
|
0.500 |
133.62 |
|
0.382 |
133.23 |
|
LOW |
132.00 |
|
0.618 |
130.00 |
|
1.000 |
128.77 |
|
1.618 |
126.77 |
|
2.618 |
123.54 |
|
4.250 |
118.27 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.88 |
135.95 |
| PP |
133.75 |
135.30 |
| S1 |
133.62 |
134.66 |
|