NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
131.83 |
135.72 |
3.89 |
3.0% |
125.26 |
| High |
138.52 |
137.79 |
-0.73 |
-0.5% |
137.90 |
| Low |
131.83 |
133.35 |
1.52 |
1.2% |
122.90 |
| Close |
137.28 |
137.79 |
0.51 |
0.4% |
137.56 |
| Range |
6.69 |
4.44 |
-2.25 |
-33.6% |
15.00 |
| ATR |
3.43 |
3.51 |
0.07 |
2.1% |
0.00 |
| Volume |
3,323 |
2,618 |
-705 |
-21.2% |
8,850 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.63 |
148.15 |
140.23 |
|
| R3 |
145.19 |
143.71 |
139.01 |
|
| R2 |
140.75 |
140.75 |
138.60 |
|
| R1 |
139.27 |
139.27 |
138.20 |
140.01 |
| PP |
136.31 |
136.31 |
136.31 |
136.68 |
| S1 |
134.83 |
134.83 |
137.38 |
135.57 |
| S2 |
131.87 |
131.87 |
136.98 |
|
| S3 |
127.43 |
130.39 |
136.57 |
|
| S4 |
122.99 |
125.95 |
135.35 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.79 |
172.67 |
145.81 |
|
| R3 |
162.79 |
157.67 |
141.69 |
|
| R2 |
147.79 |
147.79 |
140.31 |
|
| R1 |
142.67 |
142.67 |
138.94 |
145.23 |
| PP |
132.79 |
132.79 |
132.79 |
134.07 |
| S1 |
127.67 |
127.67 |
136.19 |
130.23 |
| S2 |
117.79 |
117.79 |
134.81 |
|
| S3 |
102.79 |
112.67 |
133.44 |
|
| S4 |
87.79 |
97.67 |
129.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.52 |
130.44 |
8.08 |
5.9% |
4.32 |
3.1% |
91% |
False |
False |
2,902 |
| 10 |
138.52 |
122.90 |
15.62 |
11.3% |
3.65 |
2.7% |
95% |
False |
False |
2,438 |
| 20 |
138.52 |
121.97 |
16.55 |
12.0% |
2.99 |
2.2% |
96% |
False |
False |
2,560 |
| 40 |
138.52 |
108.57 |
29.95 |
21.7% |
1.99 |
1.4% |
98% |
False |
False |
1,703 |
| 60 |
138.52 |
96.69 |
41.83 |
30.4% |
1.78 |
1.3% |
98% |
False |
False |
1,320 |
| 80 |
138.52 |
95.30 |
43.22 |
31.4% |
1.43 |
1.0% |
98% |
False |
False |
1,149 |
| 100 |
138.52 |
84.44 |
54.08 |
39.2% |
1.20 |
0.9% |
99% |
False |
False |
1,072 |
| 120 |
138.52 |
84.44 |
54.08 |
39.2% |
1.01 |
0.7% |
99% |
False |
False |
956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.66 |
|
2.618 |
149.41 |
|
1.618 |
144.97 |
|
1.000 |
142.23 |
|
0.618 |
140.53 |
|
HIGH |
137.79 |
|
0.618 |
136.09 |
|
0.500 |
135.57 |
|
0.382 |
135.05 |
|
LOW |
133.35 |
|
0.618 |
130.61 |
|
1.000 |
128.91 |
|
1.618 |
126.17 |
|
2.618 |
121.73 |
|
4.250 |
114.48 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.05 |
136.92 |
| PP |
136.31 |
136.05 |
| S1 |
135.57 |
135.18 |
|