NYMEX Light Sweet Crude Oil Future August 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 |
134.52 |
139.44 |
4.92 |
3.7% |
134.80 |
| High |
140.39 |
142.99 |
2.60 |
1.9% |
142.99 |
| Low |
133.68 |
138.61 |
4.93 |
3.7% |
131.95 |
| Close |
139.64 |
140.21 |
0.57 |
0.4% |
140.21 |
| Range |
6.71 |
4.38 |
-2.33 |
-34.7% |
11.04 |
| ATR |
5.00 |
4.95 |
-0.04 |
-0.9% |
0.00 |
| Volume |
290,400 |
295,773 |
5,373 |
1.9% |
1,342,880 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.74 |
151.36 |
142.62 |
|
| R3 |
149.36 |
146.98 |
141.41 |
|
| R2 |
144.98 |
144.98 |
141.01 |
|
| R1 |
142.60 |
142.60 |
140.61 |
143.79 |
| PP |
140.60 |
140.60 |
140.60 |
141.20 |
| S1 |
138.22 |
138.22 |
139.81 |
139.41 |
| S2 |
136.22 |
136.22 |
139.41 |
|
| S3 |
131.84 |
133.84 |
139.01 |
|
| S4 |
127.46 |
129.46 |
137.80 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.50 |
166.90 |
146.28 |
|
| R3 |
160.46 |
155.86 |
143.25 |
|
| R2 |
149.42 |
149.42 |
142.23 |
|
| R1 |
144.82 |
144.82 |
141.22 |
147.12 |
| PP |
138.38 |
138.38 |
138.38 |
139.54 |
| S1 |
133.78 |
133.78 |
139.20 |
136.08 |
| S2 |
127.34 |
127.34 |
138.19 |
|
| S3 |
116.30 |
122.74 |
137.17 |
|
| S4 |
105.26 |
111.70 |
134.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.99 |
131.95 |
11.04 |
7.9% |
4.73 |
3.4% |
75% |
True |
False |
268,576 |
| 10 |
142.99 |
131.75 |
11.24 |
8.0% |
5.03 |
3.6% |
75% |
True |
False |
234,640 |
| 20 |
142.99 |
122.05 |
20.94 |
14.9% |
5.40 |
3.9% |
87% |
True |
False |
184,901 |
| 40 |
142.99 |
114.85 |
28.14 |
20.1% |
4.60 |
3.3% |
90% |
True |
False |
127,924 |
| 60 |
142.99 |
104.24 |
38.75 |
27.6% |
4.02 |
2.9% |
93% |
True |
False |
91,325 |
| 80 |
142.99 |
97.33 |
45.66 |
32.6% |
3.83 |
2.7% |
94% |
True |
False |
71,243 |
| 100 |
142.99 |
88.30 |
54.69 |
39.0% |
3.50 |
2.5% |
95% |
True |
False |
57,963 |
| 120 |
142.99 |
84.33 |
58.66 |
41.8% |
3.20 |
2.3% |
95% |
True |
False |
48,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.61 |
|
2.618 |
154.46 |
|
1.618 |
150.08 |
|
1.000 |
147.37 |
|
0.618 |
145.70 |
|
HIGH |
142.99 |
|
0.618 |
141.32 |
|
0.500 |
140.80 |
|
0.382 |
140.28 |
|
LOW |
138.61 |
|
0.618 |
135.90 |
|
1.000 |
134.23 |
|
1.618 |
131.52 |
|
2.618 |
127.14 |
|
4.250 |
120.00 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140.80 |
139.30 |
| PP |
140.60 |
138.38 |
| S1 |
140.41 |
137.47 |
|