NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
138.00 |
132.41 |
-5.59 |
-4.1% |
135.08 |
| High |
138.00 |
137.50 |
-0.50 |
-0.4% |
140.42 |
| Low |
132.09 |
131.75 |
-0.34 |
-0.3% |
131.75 |
| Close |
132.60 |
135.36 |
2.76 |
2.1% |
135.36 |
| Range |
5.91 |
5.75 |
-0.16 |
-2.7% |
8.67 |
| ATR |
4.97 |
5.03 |
0.06 |
1.1% |
0.00 |
| Volume |
215,757 |
359,406 |
143,649 |
66.6% |
1,003,525 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.12 |
149.49 |
138.52 |
|
| R3 |
146.37 |
143.74 |
136.94 |
|
| R2 |
140.62 |
140.62 |
136.41 |
|
| R1 |
137.99 |
137.99 |
135.89 |
139.31 |
| PP |
134.87 |
134.87 |
134.87 |
135.53 |
| S1 |
132.24 |
132.24 |
134.83 |
133.56 |
| S2 |
129.12 |
129.12 |
134.31 |
|
| S3 |
123.37 |
126.49 |
133.78 |
|
| S4 |
117.62 |
120.74 |
132.20 |
|
|
| 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 |
140.42 |
131.75 |
8.67 |
6.4% |
5.34 |
3.9% |
42% |
False |
True |
200,705 |
| 10 |
140.42 |
131.33 |
9.09 |
6.7% |
5.53 |
4.1% |
44% |
False |
False |
185,431 |
| 20 |
140.42 |
122.05 |
18.37 |
13.6% |
5.35 |
3.9% |
72% |
False |
False |
145,912 |
| 40 |
140.42 |
108.95 |
31.47 |
23.2% |
4.46 |
3.3% |
84% |
False |
False |
97,654 |
| 60 |
140.42 |
98.20 |
42.22 |
31.2% |
3.95 |
2.9% |
88% |
False |
False |
69,966 |
| 80 |
140.42 |
97.33 |
43.09 |
31.8% |
3.71 |
2.7% |
88% |
False |
False |
54,881 |
| 100 |
140.42 |
86.15 |
54.27 |
40.1% |
3.35 |
2.5% |
91% |
False |
False |
44,647 |
| 120 |
140.42 |
84.33 |
56.09 |
41.4% |
3.06 |
2.3% |
91% |
False |
False |
37,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.94 |
|
2.618 |
152.55 |
|
1.618 |
146.80 |
|
1.000 |
143.25 |
|
0.618 |
141.05 |
|
HIGH |
137.50 |
|
0.618 |
135.30 |
|
0.500 |
134.63 |
|
0.382 |
133.95 |
|
LOW |
131.75 |
|
0.618 |
128.20 |
|
1.000 |
126.00 |
|
1.618 |
122.45 |
|
2.618 |
116.70 |
|
4.250 |
107.31 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.12 |
135.20 |
| PP |
134.87 |
135.04 |
| S1 |
134.63 |
134.88 |
|