NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.07 |
134.52 |
-2.55 |
-1.9% |
135.08 |
| High |
137.58 |
140.39 |
2.81 |
2.0% |
140.42 |
| Low |
131.95 |
133.68 |
1.73 |
1.3% |
131.75 |
| Close |
134.55 |
139.64 |
5.09 |
3.8% |
135.36 |
| Range |
5.63 |
6.71 |
1.08 |
19.2% |
8.67 |
| ATR |
4.87 |
5.00 |
0.13 |
2.7% |
0.00 |
| Volume |
229,371 |
290,400 |
61,029 |
26.6% |
1,003,525 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.03 |
155.55 |
143.33 |
|
| R3 |
151.32 |
148.84 |
141.49 |
|
| R2 |
144.61 |
144.61 |
140.87 |
|
| R1 |
142.13 |
142.13 |
140.26 |
143.37 |
| PP |
137.90 |
137.90 |
137.90 |
138.53 |
| S1 |
135.42 |
135.42 |
139.02 |
136.66 |
| S2 |
131.19 |
131.19 |
138.41 |
|
| S3 |
124.48 |
128.71 |
137.79 |
|
| S4 |
117.77 |
122.00 |
135.95 |
|
|
| 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 |
140.39 |
131.75 |
8.64 |
6.2% |
5.01 |
3.6% |
91% |
True |
False |
281,302 |
| 10 |
140.42 |
131.75 |
8.67 |
6.2% |
4.95 |
3.5% |
91% |
False |
False |
222,331 |
| 20 |
140.42 |
122.05 |
18.37 |
13.2% |
5.36 |
3.8% |
96% |
False |
False |
175,952 |
| 40 |
140.42 |
110.42 |
30.00 |
21.5% |
4.61 |
3.3% |
97% |
False |
False |
121,406 |
| 60 |
140.42 |
102.24 |
38.18 |
27.3% |
3.99 |
2.9% |
98% |
False |
False |
86,652 |
| 80 |
140.42 |
97.33 |
43.09 |
30.9% |
3.81 |
2.7% |
98% |
False |
False |
67,695 |
| 100 |
140.42 |
86.15 |
54.27 |
38.9% |
3.47 |
2.5% |
99% |
False |
False |
55,022 |
| 120 |
140.42 |
84.33 |
56.09 |
40.2% |
3.18 |
2.3% |
99% |
False |
False |
46,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.91 |
|
2.618 |
157.96 |
|
1.618 |
151.25 |
|
1.000 |
147.10 |
|
0.618 |
144.54 |
|
HIGH |
140.39 |
|
0.618 |
137.83 |
|
0.500 |
137.04 |
|
0.382 |
136.24 |
|
LOW |
133.68 |
|
0.618 |
129.53 |
|
1.000 |
126.97 |
|
1.618 |
122.82 |
|
2.618 |
116.11 |
|
4.250 |
105.16 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
138.77 |
138.48 |
| PP |
137.90 |
137.33 |
| S1 |
137.04 |
136.17 |
|