NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
132.41 |
134.80 |
2.39 |
1.8% |
135.08 |
| High |
137.50 |
138.14 |
0.64 |
0.5% |
140.42 |
| Low |
131.75 |
134.05 |
2.30 |
1.7% |
131.75 |
| Close |
135.36 |
136.74 |
1.38 |
1.0% |
135.36 |
| Range |
5.75 |
4.09 |
-1.66 |
-28.9% |
8.67 |
| ATR |
5.03 |
4.96 |
-0.07 |
-1.3% |
0.00 |
| Volume |
359,406 |
278,598 |
-80,808 |
-22.5% |
1,003,525 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.58 |
146.75 |
138.99 |
|
| R3 |
144.49 |
142.66 |
137.86 |
|
| R2 |
140.40 |
140.40 |
137.49 |
|
| R1 |
138.57 |
138.57 |
137.11 |
139.49 |
| PP |
136.31 |
136.31 |
136.31 |
136.77 |
| S1 |
134.48 |
134.48 |
136.37 |
135.40 |
| S2 |
132.22 |
132.22 |
135.99 |
|
| S3 |
128.13 |
130.39 |
135.62 |
|
| S4 |
124.04 |
126.30 |
134.49 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.85 |
157.28 |
140.13 |
|
| R3 |
153.18 |
148.61 |
137.74 |
|
| R2 |
144.51 |
144.51 |
136.95 |
|
| R1 |
139.94 |
139.94 |
136.15 |
142.23 |
| PP |
135.84 |
135.84 |
135.84 |
136.99 |
| S1 |
131.27 |
131.27 |
134.57 |
133.56 |
| S2 |
127.17 |
127.17 |
133.77 |
|
| S3 |
118.50 |
122.60 |
132.98 |
|
| S4 |
109.83 |
113.93 |
130.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.14 |
131.75 |
6.39 |
4.7% |
4.78 |
3.5% |
78% |
True |
False |
232,861 |
| 10 |
140.42 |
131.33 |
9.09 |
6.6% |
5.41 |
4.0% |
60% |
False |
False |
190,092 |
| 20 |
140.42 |
122.05 |
18.37 |
13.4% |
5.48 |
4.0% |
80% |
False |
False |
153,005 |
| 40 |
140.42 |
108.95 |
31.47 |
23.0% |
4.52 |
3.3% |
88% |
False |
False |
103,863 |
| 60 |
140.42 |
98.20 |
42.22 |
30.9% |
3.93 |
2.9% |
91% |
False |
False |
74,473 |
| 80 |
140.42 |
97.33 |
43.09 |
31.5% |
3.75 |
2.7% |
91% |
False |
False |
58,323 |
| 100 |
140.42 |
86.15 |
54.27 |
39.7% |
3.37 |
2.5% |
93% |
False |
False |
47,423 |
| 120 |
140.42 |
84.33 |
56.09 |
41.0% |
3.09 |
2.3% |
93% |
False |
False |
40,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.52 |
|
2.618 |
148.85 |
|
1.618 |
144.76 |
|
1.000 |
142.23 |
|
0.618 |
140.67 |
|
HIGH |
138.14 |
|
0.618 |
136.58 |
|
0.500 |
136.10 |
|
0.382 |
135.61 |
|
LOW |
134.05 |
|
0.618 |
131.52 |
|
1.000 |
129.96 |
|
1.618 |
127.43 |
|
2.618 |
123.34 |
|
4.250 |
116.67 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.53 |
136.14 |
| PP |
136.31 |
135.54 |
| S1 |
136.10 |
134.95 |
|