NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.65 |
137.59 |
-0.06 |
0.0% |
135.38 |
| High |
139.06 |
138.05 |
-1.01 |
-0.7% |
140.61 |
| Low |
136.37 |
132.51 |
-3.86 |
-2.8% |
132.25 |
| Close |
137.52 |
135.08 |
-2.44 |
-1.8% |
135.66 |
| Range |
2.69 |
5.54 |
2.85 |
105.9% |
8.36 |
| ATR |
4.68 |
4.74 |
0.06 |
1.3% |
0.00 |
| Volume |
59,213 |
67,123 |
7,910 |
13.4% |
278,155 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.83 |
149.00 |
138.13 |
|
| R3 |
146.29 |
143.46 |
136.60 |
|
| R2 |
140.75 |
140.75 |
136.10 |
|
| R1 |
137.92 |
137.92 |
135.59 |
136.57 |
| PP |
135.21 |
135.21 |
135.21 |
134.54 |
| S1 |
132.38 |
132.38 |
134.57 |
131.03 |
| S2 |
129.67 |
129.67 |
134.06 |
|
| S3 |
124.13 |
126.84 |
133.56 |
|
| S4 |
118.59 |
121.30 |
132.03 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.25 |
156.82 |
140.26 |
|
| R3 |
152.89 |
148.46 |
137.96 |
|
| R2 |
144.53 |
144.53 |
137.19 |
|
| R1 |
140.10 |
140.10 |
136.43 |
142.32 |
| PP |
136.17 |
136.17 |
136.17 |
137.28 |
| S1 |
131.74 |
131.74 |
134.89 |
133.96 |
| S2 |
127.81 |
127.81 |
134.13 |
|
| S3 |
119.45 |
123.38 |
133.36 |
|
| S4 |
111.09 |
115.02 |
131.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.06 |
132.25 |
6.81 |
5.0% |
4.77 |
3.5% |
42% |
False |
False |
61,531 |
| 10 |
140.61 |
132.25 |
8.36 |
6.2% |
4.74 |
3.5% |
34% |
False |
False |
62,569 |
| 20 |
140.61 |
122.27 |
18.34 |
13.6% |
5.21 |
3.9% |
70% |
False |
False |
59,424 |
| 40 |
140.61 |
108.40 |
32.21 |
23.8% |
4.42 |
3.3% |
83% |
False |
False |
45,689 |
| 60 |
140.61 |
101.00 |
39.61 |
29.3% |
3.81 |
2.8% |
86% |
False |
False |
33,983 |
| 80 |
140.61 |
96.72 |
43.89 |
32.5% |
3.64 |
2.7% |
87% |
False |
False |
27,492 |
| 100 |
140.61 |
86.44 |
54.17 |
40.1% |
3.28 |
2.4% |
90% |
False |
False |
22,848 |
| 120 |
140.61 |
84.70 |
55.91 |
41.4% |
2.95 |
2.2% |
90% |
False |
False |
19,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.60 |
|
2.618 |
152.55 |
|
1.618 |
147.01 |
|
1.000 |
143.59 |
|
0.618 |
141.47 |
|
HIGH |
138.05 |
|
0.618 |
135.93 |
|
0.500 |
135.28 |
|
0.382 |
134.63 |
|
LOW |
132.51 |
|
0.618 |
129.09 |
|
1.000 |
126.97 |
|
1.618 |
123.55 |
|
2.618 |
118.01 |
|
4.250 |
108.97 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.28 |
135.79 |
| PP |
135.21 |
135.55 |
| S1 |
135.15 |
135.32 |
|