NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
135.51 |
134.64 |
-0.87 |
-0.6% |
137.75 |
High |
136.66 |
137.83 |
1.17 |
0.9% |
138.88 |
Low |
133.70 |
133.27 |
-0.43 |
-0.3% |
131.70 |
Close |
135.33 |
137.67 |
2.34 |
1.7% |
135.97 |
Range |
2.96 |
4.56 |
1.60 |
54.1% |
7.18 |
ATR |
4.56 |
4.56 |
0.00 |
0.0% |
0.00 |
Volume |
33,363 |
17,860 |
-15,503 |
-46.5% |
168,004 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.94 |
148.36 |
140.18 |
|
R3 |
145.38 |
143.80 |
138.92 |
|
R2 |
140.82 |
140.82 |
138.51 |
|
R1 |
139.24 |
139.24 |
138.09 |
140.03 |
PP |
136.26 |
136.26 |
136.26 |
136.65 |
S1 |
134.68 |
134.68 |
137.25 |
135.47 |
S2 |
131.70 |
131.70 |
136.83 |
|
S3 |
127.14 |
130.12 |
136.42 |
|
S4 |
122.58 |
125.56 |
135.16 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.06 |
153.69 |
139.92 |
|
R3 |
149.88 |
146.51 |
137.94 |
|
R2 |
142.70 |
142.70 |
137.29 |
|
R1 |
139.33 |
139.33 |
136.63 |
137.43 |
PP |
135.52 |
135.52 |
135.52 |
134.56 |
S1 |
132.15 |
132.15 |
135.31 |
130.25 |
S2 |
128.34 |
128.34 |
134.65 |
|
S3 |
121.16 |
124.97 |
134.00 |
|
S4 |
113.98 |
117.79 |
132.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
140.13 |
132.93 |
7.20 |
5.2% |
4.40 |
3.2% |
66% |
False |
False |
27,436 |
10 |
140.13 |
122.32 |
17.81 |
12.9% |
5.69 |
4.1% |
86% |
False |
False |
28,566 |
20 |
140.13 |
122.32 |
17.81 |
12.9% |
4.99 |
3.6% |
86% |
False |
False |
26,952 |
40 |
140.13 |
108.00 |
32.13 |
23.3% |
4.04 |
2.9% |
92% |
False |
False |
17,396 |
60 |
140.13 |
97.48 |
42.65 |
31.0% |
3.43 |
2.5% |
94% |
False |
False |
13,134 |
80 |
140.13 |
96.67 |
43.46 |
31.6% |
3.05 |
2.2% |
94% |
False |
False |
10,624 |
100 |
140.13 |
86.34 |
53.79 |
39.1% |
2.69 |
2.0% |
95% |
False |
False |
8,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.21 |
2.618 |
149.77 |
1.618 |
145.21 |
1.000 |
142.39 |
0.618 |
140.65 |
HIGH |
137.83 |
0.618 |
136.09 |
0.500 |
135.55 |
0.382 |
135.01 |
LOW |
133.27 |
0.618 |
130.45 |
1.000 |
128.71 |
1.618 |
125.89 |
2.618 |
121.33 |
4.250 |
113.89 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
136.96 |
137.35 |
PP |
136.26 |
137.02 |
S1 |
135.55 |
136.70 |
|