NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
137.72 |
137.70 |
-0.02 |
0.0% |
137.32 |
High |
138.19 |
137.86 |
-0.33 |
-0.2% |
139.14 |
Low |
133.56 |
134.65 |
1.09 |
0.8% |
132.06 |
Close |
137.96 |
136.04 |
-1.92 |
-1.4% |
136.04 |
Range |
4.63 |
3.21 |
-1.42 |
-30.7% |
7.08 |
ATR |
4.28 |
4.21 |
-0.07 |
-1.6% |
0.00 |
Volume |
14,568 |
13,696 |
-872 |
-6.0% |
98,139 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.81 |
144.14 |
137.81 |
|
R3 |
142.60 |
140.93 |
136.92 |
|
R2 |
139.39 |
139.39 |
136.63 |
|
R1 |
137.72 |
137.72 |
136.33 |
136.95 |
PP |
136.18 |
136.18 |
136.18 |
135.80 |
S1 |
134.51 |
134.51 |
135.75 |
133.74 |
S2 |
132.97 |
132.97 |
135.45 |
|
S3 |
129.76 |
131.30 |
135.16 |
|
S4 |
126.55 |
128.09 |
134.27 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.99 |
153.59 |
139.93 |
|
R3 |
149.91 |
146.51 |
137.99 |
|
R2 |
142.83 |
142.83 |
137.34 |
|
R1 |
139.43 |
139.43 |
136.69 |
137.59 |
PP |
135.75 |
135.75 |
135.75 |
134.83 |
S1 |
132.35 |
132.35 |
135.39 |
130.51 |
S2 |
128.67 |
128.67 |
134.74 |
|
S3 |
121.59 |
125.27 |
134.09 |
|
S4 |
114.51 |
118.19 |
132.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.14 |
132.06 |
7.08 |
5.2% |
4.83 |
3.6% |
56% |
False |
False |
19,627 |
10 |
139.14 |
122.40 |
16.74 |
12.3% |
4.95 |
3.6% |
81% |
False |
False |
15,444 |
20 |
139.14 |
122.40 |
16.74 |
12.3% |
4.43 |
3.3% |
81% |
False |
False |
13,573 |
40 |
139.14 |
107.60 |
31.54 |
23.2% |
3.30 |
2.4% |
90% |
False |
False |
8,769 |
60 |
139.14 |
96.27 |
42.87 |
31.5% |
2.63 |
1.9% |
93% |
False |
False |
6,604 |
80 |
139.14 |
95.37 |
43.77 |
32.2% |
2.28 |
1.7% |
93% |
False |
False |
5,393 |
100 |
139.14 |
86.22 |
52.92 |
38.9% |
2.01 |
1.5% |
94% |
False |
False |
4,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.50 |
2.618 |
146.26 |
1.618 |
143.05 |
1.000 |
141.07 |
0.618 |
139.84 |
HIGH |
137.86 |
0.618 |
136.63 |
0.500 |
136.26 |
0.382 |
135.88 |
LOW |
134.65 |
0.618 |
132.67 |
1.000 |
131.44 |
1.618 |
129.46 |
2.618 |
126.25 |
4.250 |
121.01 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
136.26 |
135.94 |
PP |
136.18 |
135.84 |
S1 |
136.11 |
135.75 |
|