NYMEX Light Sweet Crude Oil Future December 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 |
137.96 |
137.73 |
-0.23 |
-0.2% |
135.99 |
High |
139.00 |
138.30 |
-0.70 |
-0.5% |
140.71 |
Low |
136.59 |
133.10 |
-3.49 |
-2.6% |
132.90 |
Close |
137.78 |
135.62 |
-2.16 |
-1.6% |
135.66 |
Range |
2.41 |
5.20 |
2.79 |
115.8% |
7.81 |
ATR |
4.45 |
4.50 |
0.05 |
1.2% |
0.00 |
Volume |
18,890 |
24,318 |
5,428 |
28.7% |
175,393 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.27 |
148.65 |
138.48 |
|
R3 |
146.07 |
143.45 |
137.05 |
|
R2 |
140.87 |
140.87 |
136.57 |
|
R1 |
138.25 |
138.25 |
136.10 |
136.96 |
PP |
135.67 |
135.67 |
135.67 |
135.03 |
S1 |
133.05 |
133.05 |
135.14 |
131.76 |
S2 |
130.47 |
130.47 |
134.67 |
|
S3 |
125.27 |
127.85 |
134.19 |
|
S4 |
120.07 |
122.65 |
132.76 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.85 |
155.57 |
139.96 |
|
R3 |
152.04 |
147.76 |
137.81 |
|
R2 |
144.23 |
144.23 |
137.09 |
|
R1 |
139.95 |
139.95 |
136.38 |
138.19 |
PP |
136.42 |
136.42 |
136.42 |
135.54 |
S1 |
132.14 |
132.14 |
134.94 |
130.38 |
S2 |
128.61 |
128.61 |
134.23 |
|
S3 |
120.80 |
124.33 |
133.51 |
|
S4 |
112.99 |
116.52 |
131.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.00 |
132.90 |
6.10 |
4.5% |
4.39 |
3.2% |
45% |
False |
False |
29,688 |
10 |
140.71 |
132.90 |
7.81 |
5.8% |
4.32 |
3.2% |
35% |
False |
False |
33,025 |
20 |
140.71 |
122.37 |
18.34 |
13.5% |
4.90 |
3.6% |
72% |
False |
False |
38,451 |
40 |
140.71 |
107.00 |
33.71 |
24.9% |
4.36 |
3.2% |
85% |
False |
False |
37,962 |
60 |
140.71 |
96.76 |
43.95 |
32.4% |
3.77 |
2.8% |
88% |
False |
False |
31,910 |
80 |
140.71 |
95.83 |
44.88 |
33.1% |
3.62 |
2.7% |
89% |
False |
False |
30,717 |
100 |
140.71 |
85.60 |
55.11 |
40.6% |
3.32 |
2.5% |
91% |
False |
False |
28,172 |
120 |
140.71 |
83.90 |
56.81 |
41.9% |
3.11 |
2.3% |
91% |
False |
False |
26,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.40 |
2.618 |
151.91 |
1.618 |
146.71 |
1.000 |
143.50 |
0.618 |
141.51 |
HIGH |
138.30 |
0.618 |
136.31 |
0.500 |
135.70 |
0.382 |
135.09 |
LOW |
133.10 |
0.618 |
129.89 |
1.000 |
127.90 |
1.618 |
124.69 |
2.618 |
119.49 |
4.250 |
111.00 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
135.70 |
136.05 |
PP |
135.67 |
135.91 |
S1 |
135.65 |
135.76 |
|