NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
134.80 |
137.25 |
2.45 |
1.8% |
135.08 |
| High |
138.14 |
138.75 |
0.61 |
0.4% |
140.42 |
| Low |
134.05 |
135.90 |
1.85 |
1.4% |
131.75 |
| Close |
136.74 |
137.00 |
0.26 |
0.2% |
135.36 |
| Range |
4.09 |
2.85 |
-1.24 |
-30.3% |
8.67 |
| ATR |
4.96 |
4.81 |
-0.15 |
-3.0% |
0.00 |
| Volume |
278,598 |
248,738 |
-29,860 |
-10.7% |
1,003,525 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.77 |
144.23 |
138.57 |
|
| R3 |
142.92 |
141.38 |
137.78 |
|
| R2 |
140.07 |
140.07 |
137.52 |
|
| R1 |
138.53 |
138.53 |
137.26 |
137.88 |
| PP |
137.22 |
137.22 |
137.22 |
136.89 |
| S1 |
135.68 |
135.68 |
136.74 |
135.03 |
| S2 |
134.37 |
134.37 |
136.48 |
|
| S3 |
131.52 |
132.83 |
136.22 |
|
| S4 |
128.67 |
129.98 |
135.43 |
|
|
| 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 |
138.75 |
131.75 |
7.00 |
5.1% |
4.71 |
3.4% |
75% |
True |
False |
253,057 |
| 10 |
140.42 |
131.75 |
8.67 |
6.3% |
4.99 |
3.6% |
61% |
False |
False |
201,392 |
| 20 |
140.42 |
122.05 |
18.37 |
13.4% |
5.35 |
3.9% |
81% |
False |
False |
160,262 |
| 40 |
140.42 |
108.95 |
31.47 |
23.0% |
4.51 |
3.3% |
89% |
False |
False |
109,621 |
| 60 |
140.42 |
98.55 |
41.87 |
30.6% |
3.90 |
2.8% |
92% |
False |
False |
78,430 |
| 80 |
140.42 |
97.33 |
43.09 |
31.5% |
3.76 |
2.7% |
92% |
False |
False |
61,361 |
| 100 |
140.42 |
86.15 |
54.27 |
39.6% |
3.39 |
2.5% |
94% |
False |
False |
49,851 |
| 120 |
140.42 |
84.33 |
56.09 |
40.9% |
3.11 |
2.3% |
94% |
False |
False |
42,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.86 |
|
2.618 |
146.21 |
|
1.618 |
143.36 |
|
1.000 |
141.60 |
|
0.618 |
140.51 |
|
HIGH |
138.75 |
|
0.618 |
137.66 |
|
0.500 |
137.33 |
|
0.382 |
136.99 |
|
LOW |
135.90 |
|
0.618 |
134.14 |
|
1.000 |
133.05 |
|
1.618 |
131.29 |
|
2.618 |
128.44 |
|
4.250 |
123.79 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.33 |
136.42 |
| PP |
137.22 |
135.83 |
| S1 |
137.11 |
135.25 |
|