NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
135.44 |
134.93 |
-0.51 |
-0.4% |
134.68 |
| High |
136.45 |
137.90 |
1.45 |
1.1% |
138.52 |
| Low |
135.05 |
133.99 |
-1.06 |
-0.8% |
131.83 |
| Close |
135.77 |
137.75 |
1.98 |
1.5% |
136.00 |
| Range |
1.40 |
3.91 |
2.51 |
179.3% |
6.69 |
| ATR |
3.32 |
3.36 |
0.04 |
1.3% |
0.00 |
| Volume |
1,586 |
2,080 |
494 |
31.1% |
16,159 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.28 |
146.92 |
139.90 |
|
| R3 |
144.37 |
143.01 |
138.83 |
|
| R2 |
140.46 |
140.46 |
138.47 |
|
| R1 |
139.10 |
139.10 |
138.11 |
139.78 |
| PP |
136.55 |
136.55 |
136.55 |
136.89 |
| S1 |
135.19 |
135.19 |
137.39 |
135.87 |
| S2 |
132.64 |
132.64 |
137.03 |
|
| S3 |
128.73 |
131.28 |
136.67 |
|
| S4 |
124.82 |
127.37 |
135.60 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.52 |
152.45 |
139.68 |
|
| R3 |
148.83 |
145.76 |
137.84 |
|
| R2 |
142.14 |
142.14 |
137.23 |
|
| R1 |
139.07 |
139.07 |
136.61 |
140.61 |
| PP |
135.45 |
135.45 |
135.45 |
136.22 |
| S1 |
132.38 |
132.38 |
135.39 |
133.92 |
| S2 |
128.76 |
128.76 |
134.77 |
|
| S3 |
122.07 |
125.69 |
134.16 |
|
| S4 |
115.38 |
119.00 |
132.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.20 |
133.35 |
5.85 |
4.2% |
2.89 |
2.1% |
75% |
False |
False |
2,397 |
| 10 |
139.20 |
123.39 |
15.81 |
11.5% |
3.62 |
2.6% |
91% |
False |
False |
2,524 |
| 20 |
139.20 |
122.90 |
16.30 |
11.8% |
3.11 |
2.3% |
91% |
False |
False |
2,733 |
| 40 |
139.20 |
108.57 |
30.63 |
22.2% |
2.17 |
1.6% |
95% |
False |
False |
1,895 |
| 60 |
139.20 |
97.38 |
41.82 |
30.4% |
1.91 |
1.4% |
97% |
False |
False |
1,432 |
| 80 |
139.20 |
96.69 |
42.51 |
30.9% |
1.54 |
1.1% |
97% |
False |
False |
1,243 |
| 100 |
139.20 |
86.00 |
53.20 |
38.6% |
1.29 |
0.9% |
97% |
False |
False |
1,145 |
| 120 |
139.20 |
84.44 |
54.76 |
39.8% |
1.09 |
0.8% |
97% |
False |
False |
1,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.52 |
|
2.618 |
148.14 |
|
1.618 |
144.23 |
|
1.000 |
141.81 |
|
0.618 |
140.32 |
|
HIGH |
137.90 |
|
0.618 |
136.41 |
|
0.500 |
135.95 |
|
0.382 |
135.48 |
|
LOW |
133.99 |
|
0.618 |
131.57 |
|
1.000 |
130.08 |
|
1.618 |
127.66 |
|
2.618 |
123.75 |
|
4.250 |
117.37 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.15 |
137.37 |
| PP |
136.55 |
136.98 |
| S1 |
135.95 |
136.60 |
|