NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
135.15 |
137.50 |
2.35 |
1.7% |
136.75 |
High |
137.88 |
138.61 |
0.73 |
0.5% |
139.04 |
Low |
133.75 |
133.05 |
-0.70 |
-0.5% |
131.72 |
Close |
137.78 |
133.50 |
-4.28 |
-3.1% |
136.06 |
Range |
4.13 |
5.56 |
1.43 |
34.6% |
7.32 |
ATR |
4.58 |
4.65 |
0.07 |
1.5% |
0.00 |
Volume |
30,429 |
43,198 |
12,769 |
42.0% |
259,690 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.73 |
148.18 |
136.56 |
|
R3 |
146.17 |
142.62 |
135.03 |
|
R2 |
140.61 |
140.61 |
134.52 |
|
R1 |
137.06 |
137.06 |
134.01 |
136.06 |
PP |
135.05 |
135.05 |
135.05 |
134.55 |
S1 |
131.50 |
131.50 |
132.99 |
130.50 |
S2 |
129.49 |
129.49 |
132.48 |
|
S3 |
123.93 |
125.94 |
131.97 |
|
S4 |
118.37 |
120.38 |
130.44 |
|
|
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 |
140.71 |
133.05 |
7.66 |
5.7% |
4.36 |
3.3% |
6% |
False |
True |
36,621 |
10 |
140.71 |
128.00 |
12.71 |
9.5% |
5.53 |
4.1% |
43% |
False |
False |
44,442 |
20 |
140.71 |
122.37 |
18.34 |
13.7% |
4.99 |
3.7% |
61% |
False |
False |
44,918 |
40 |
140.71 |
107.00 |
33.71 |
25.3% |
4.27 |
3.2% |
79% |
False |
False |
37,352 |
60 |
140.71 |
96.62 |
44.09 |
33.0% |
3.70 |
2.8% |
84% |
False |
False |
31,517 |
80 |
140.71 |
95.83 |
44.88 |
33.6% |
3.53 |
2.6% |
84% |
False |
False |
30,406 |
100 |
140.71 |
85.60 |
55.11 |
41.3% |
3.24 |
2.4% |
87% |
False |
False |
27,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.24 |
2.618 |
153.17 |
1.618 |
147.61 |
1.000 |
144.17 |
0.618 |
142.05 |
HIGH |
138.61 |
0.618 |
136.49 |
0.500 |
135.83 |
0.382 |
135.17 |
LOW |
133.05 |
0.618 |
129.61 |
1.000 |
127.49 |
1.618 |
124.05 |
2.618 |
118.49 |
4.250 |
109.42 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
135.83 |
135.83 |
PP |
135.05 |
135.05 |
S1 |
134.28 |
134.28 |
|