NYMEX Light Sweet Crude Oil Future November 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 |
136.12 |
134.98 |
-1.14 |
-0.8% |
137.32 |
High |
136.31 |
137.74 |
1.43 |
1.0% |
139.14 |
Low |
134.20 |
133.71 |
-0.49 |
-0.4% |
132.06 |
Close |
135.54 |
137.74 |
2.20 |
1.6% |
136.04 |
Range |
2.11 |
4.03 |
1.92 |
91.0% |
7.08 |
ATR |
4.13 |
4.13 |
-0.01 |
-0.2% |
0.00 |
Volume |
14,013 |
12,998 |
-1,015 |
-7.2% |
98,139 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.49 |
147.14 |
139.96 |
|
R3 |
144.46 |
143.11 |
138.85 |
|
R2 |
140.43 |
140.43 |
138.48 |
|
R1 |
139.08 |
139.08 |
138.11 |
139.76 |
PP |
136.40 |
136.40 |
136.40 |
136.73 |
S1 |
135.05 |
135.05 |
137.37 |
135.73 |
S2 |
132.37 |
132.37 |
137.00 |
|
S3 |
128.34 |
131.02 |
136.63 |
|
S4 |
124.31 |
126.99 |
135.52 |
|
|
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 |
140.11 |
133.56 |
6.55 |
4.8% |
3.83 |
2.8% |
64% |
False |
False |
13,768 |
10 |
140.11 |
122.40 |
17.71 |
12.9% |
5.15 |
3.7% |
87% |
False |
False |
16,336 |
20 |
140.11 |
122.40 |
17.71 |
12.9% |
4.62 |
3.4% |
87% |
False |
False |
14,841 |
40 |
140.11 |
107.60 |
32.51 |
23.6% |
3.47 |
2.5% |
93% |
False |
False |
9,665 |
60 |
140.11 |
98.15 |
41.96 |
30.5% |
2.76 |
2.0% |
94% |
False |
False |
7,176 |
80 |
140.11 |
96.27 |
43.84 |
31.8% |
2.38 |
1.7% |
95% |
False |
False |
5,872 |
100 |
140.11 |
86.22 |
53.89 |
39.1% |
2.11 |
1.5% |
96% |
False |
False |
4,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
154.87 |
2.618 |
148.29 |
1.618 |
144.26 |
1.000 |
141.77 |
0.618 |
140.23 |
HIGH |
137.74 |
0.618 |
136.20 |
0.500 |
135.73 |
0.382 |
135.25 |
LOW |
133.71 |
0.618 |
131.22 |
1.000 |
129.68 |
1.618 |
127.19 |
2.618 |
123.16 |
4.250 |
116.58 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
137.07 |
137.46 |
PP |
136.40 |
137.19 |
S1 |
135.73 |
136.91 |
|