NYMEX Light Sweet Crude Oil Future February 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 |
135.38 |
136.22 |
0.84 |
0.6% |
133.96 |
High |
136.25 |
136.40 |
0.15 |
0.1% |
137.05 |
Low |
135.15 |
134.04 |
-1.11 |
-0.8% |
131.75 |
Close |
135.78 |
137.65 |
1.87 |
1.4% |
135.92 |
Range |
1.10 |
2.36 |
1.26 |
114.5% |
5.30 |
ATR |
2.24 |
2.25 |
0.01 |
0.4% |
0.00 |
Volume |
476 |
612 |
136 |
28.6% |
7,265 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.11 |
142.74 |
138.95 |
|
R3 |
140.75 |
140.38 |
138.30 |
|
R2 |
138.39 |
138.39 |
138.08 |
|
R1 |
138.02 |
138.02 |
137.87 |
138.21 |
PP |
136.03 |
136.03 |
136.03 |
136.12 |
S1 |
135.66 |
135.66 |
137.43 |
135.85 |
S2 |
133.67 |
133.67 |
137.22 |
|
S3 |
131.31 |
133.30 |
137.00 |
|
S4 |
128.95 |
130.94 |
136.35 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.81 |
148.66 |
138.84 |
|
R3 |
145.51 |
143.36 |
137.38 |
|
R2 |
140.21 |
140.21 |
136.89 |
|
R1 |
138.06 |
138.06 |
136.41 |
139.14 |
PP |
134.91 |
134.91 |
134.91 |
135.44 |
S1 |
132.76 |
132.76 |
135.43 |
133.84 |
S2 |
129.61 |
129.61 |
134.95 |
|
S3 |
124.31 |
127.46 |
134.46 |
|
S4 |
119.01 |
122.16 |
133.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.40 |
134.04 |
2.36 |
1.7% |
0.90 |
0.7% |
153% |
True |
True |
1,079 |
10 |
137.05 |
126.47 |
10.58 |
7.7% |
0.87 |
0.6% |
106% |
False |
False |
988 |
20 |
137.05 |
122.85 |
14.20 |
10.3% |
1.04 |
0.8% |
104% |
False |
False |
955 |
40 |
137.05 |
108.15 |
28.90 |
21.0% |
0.92 |
0.7% |
102% |
False |
False |
754 |
60 |
137.05 |
95.99 |
41.06 |
29.8% |
0.63 |
0.5% |
101% |
False |
False |
604 |
80 |
137.05 |
95.99 |
41.06 |
29.8% |
0.51 |
0.4% |
101% |
False |
False |
583 |
100 |
137.05 |
86.06 |
50.99 |
37.0% |
0.43 |
0.3% |
101% |
False |
False |
508 |
120 |
137.05 |
84.00 |
53.05 |
38.5% |
0.37 |
0.3% |
101% |
False |
False |
474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.43 |
2.618 |
142.58 |
1.618 |
140.22 |
1.000 |
138.76 |
0.618 |
137.86 |
HIGH |
136.40 |
0.618 |
135.50 |
0.500 |
135.22 |
0.382 |
134.94 |
LOW |
134.04 |
0.618 |
132.58 |
1.000 |
131.68 |
1.618 |
130.22 |
2.618 |
127.86 |
4.250 |
124.01 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
136.84 |
136.84 |
PP |
136.03 |
136.03 |
S1 |
135.22 |
135.22 |
|