NYMEX Light Sweet Crude Oil Future December 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 |
137.70 |
137.63 |
-0.07 |
-0.1% |
136.75 |
High |
138.32 |
137.90 |
-0.42 |
-0.3% |
139.04 |
Low |
133.30 |
134.69 |
1.39 |
1.0% |
131.72 |
Close |
137.91 |
136.06 |
-1.85 |
-1.3% |
136.06 |
Range |
5.02 |
3.21 |
-1.81 |
-36.1% |
7.32 |
ATR |
4.75 |
4.64 |
-0.11 |
-2.3% |
0.00 |
Volume |
41,901 |
44,677 |
2,776 |
6.6% |
259,690 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.85 |
144.16 |
137.83 |
|
R3 |
142.64 |
140.95 |
136.94 |
|
R2 |
139.43 |
139.43 |
136.65 |
|
R1 |
137.74 |
137.74 |
136.35 |
136.98 |
PP |
136.22 |
136.22 |
136.22 |
135.84 |
S1 |
134.53 |
134.53 |
135.77 |
133.77 |
S2 |
133.01 |
133.01 |
135.47 |
|
S3 |
129.80 |
131.32 |
135.18 |
|
S4 |
126.59 |
128.11 |
134.29 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.57 |
154.13 |
140.09 |
|
R3 |
150.25 |
146.81 |
138.07 |
|
R2 |
142.93 |
142.93 |
137.40 |
|
R1 |
139.49 |
139.49 |
136.73 |
137.55 |
PP |
135.61 |
135.61 |
135.61 |
134.64 |
S1 |
132.17 |
132.17 |
135.39 |
130.23 |
S2 |
128.29 |
128.29 |
134.72 |
|
S3 |
120.97 |
124.85 |
134.05 |
|
S4 |
113.65 |
117.53 |
132.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139.04 |
131.72 |
7.32 |
5.4% |
5.28 |
3.9% |
59% |
False |
False |
51,938 |
10 |
139.04 |
122.37 |
16.67 |
12.3% |
5.36 |
3.9% |
82% |
False |
False |
43,384 |
20 |
139.04 |
122.37 |
16.67 |
12.3% |
4.85 |
3.6% |
82% |
False |
False |
45,914 |
40 |
139.04 |
107.00 |
32.04 |
23.5% |
4.05 |
3.0% |
91% |
False |
False |
35,907 |
60 |
139.04 |
95.83 |
43.21 |
31.8% |
3.56 |
2.6% |
93% |
False |
False |
30,711 |
80 |
139.04 |
94.78 |
44.26 |
32.5% |
3.41 |
2.5% |
93% |
False |
False |
29,576 |
100 |
139.04 |
84.75 |
54.29 |
39.9% |
3.13 |
2.3% |
95% |
False |
False |
27,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.54 |
2.618 |
146.30 |
1.618 |
143.09 |
1.000 |
141.11 |
0.618 |
139.88 |
HIGH |
137.90 |
0.618 |
136.67 |
0.500 |
136.30 |
0.382 |
135.92 |
LOW |
134.69 |
0.618 |
132.71 |
1.000 |
131.48 |
1.618 |
129.50 |
2.618 |
126.29 |
4.250 |
121.05 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
136.30 |
135.88 |
PP |
136.22 |
135.70 |
S1 |
136.14 |
135.52 |
|