NYMEX Light Sweet Crude Oil Future October 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 |
135.15 |
137.44 |
2.29 |
1.7% |
135.21 |
| High |
138.56 |
139.17 |
0.61 |
0.4% |
140.13 |
| Low |
134.73 |
136.59 |
1.86 |
1.4% |
132.54 |
| Close |
137.26 |
137.71 |
0.45 |
0.3% |
135.72 |
| Range |
3.83 |
2.58 |
-1.25 |
-32.6% |
7.59 |
| ATR |
4.63 |
4.49 |
-0.15 |
-3.2% |
0.00 |
| Volume |
24,491 |
16,548 |
-7,943 |
-32.4% |
128,943 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.56 |
144.22 |
139.13 |
|
| R3 |
142.98 |
141.64 |
138.42 |
|
| R2 |
140.40 |
140.40 |
138.18 |
|
| R1 |
139.06 |
139.06 |
137.95 |
139.73 |
| PP |
137.82 |
137.82 |
137.82 |
138.16 |
| S1 |
136.48 |
136.48 |
137.47 |
137.15 |
| S2 |
135.24 |
135.24 |
137.24 |
|
| S3 |
132.66 |
133.90 |
137.00 |
|
| S4 |
130.08 |
131.32 |
136.29 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.90 |
154.90 |
139.89 |
|
| R3 |
151.31 |
147.31 |
137.81 |
|
| R2 |
143.72 |
143.72 |
137.11 |
|
| R1 |
139.72 |
139.72 |
136.42 |
141.72 |
| PP |
136.13 |
136.13 |
136.13 |
137.13 |
| S1 |
132.13 |
132.13 |
135.02 |
134.13 |
| S2 |
128.54 |
128.54 |
134.33 |
|
| S3 |
120.95 |
124.54 |
133.63 |
|
| S4 |
113.36 |
116.95 |
131.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.17 |
132.54 |
6.63 |
4.8% |
4.41 |
3.2% |
78% |
True |
False |
22,470 |
| 10 |
140.13 |
132.25 |
7.88 |
5.7% |
4.61 |
3.3% |
69% |
False |
False |
26,179 |
| 20 |
140.13 |
122.32 |
17.81 |
12.9% |
4.93 |
3.6% |
86% |
False |
False |
25,628 |
| 40 |
140.13 |
108.00 |
32.13 |
23.3% |
4.24 |
3.1% |
92% |
False |
False |
19,131 |
| 60 |
140.13 |
97.48 |
42.65 |
31.0% |
3.53 |
2.6% |
94% |
False |
False |
14,455 |
| 80 |
140.13 |
96.67 |
43.46 |
31.6% |
3.22 |
2.3% |
94% |
False |
False |
11,752 |
| 100 |
140.13 |
86.34 |
53.79 |
39.1% |
2.82 |
2.0% |
96% |
False |
False |
9,609 |
| 120 |
140.13 |
84.60 |
55.53 |
40.3% |
2.46 |
1.8% |
96% |
False |
False |
8,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.14 |
|
2.618 |
145.92 |
|
1.618 |
143.34 |
|
1.000 |
141.75 |
|
0.618 |
140.76 |
|
HIGH |
139.17 |
|
0.618 |
138.18 |
|
0.500 |
137.88 |
|
0.382 |
137.58 |
|
LOW |
136.59 |
|
0.618 |
135.00 |
|
1.000 |
134.01 |
|
1.618 |
132.42 |
|
2.618 |
129.84 |
|
4.250 |
125.63 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.88 |
137.09 |
| PP |
137.82 |
136.47 |
| S1 |
137.77 |
135.86 |
|