NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
138.01 |
137.50 |
-0.51 |
-0.4% |
135.85 |
High |
138.01 |
137.50 |
-0.51 |
-0.4% |
136.40 |
Low |
136.90 |
135.10 |
-1.80 |
-1.3% |
134.00 |
Close |
137.57 |
135.54 |
-2.03 |
-1.5% |
135.37 |
Range |
1.11 |
2.40 |
1.29 |
116.2% |
2.40 |
ATR |
2.22 |
2.24 |
0.02 |
0.8% |
0.00 |
Volume |
69 |
145 |
76 |
110.1% |
2,963 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.25 |
141.79 |
136.86 |
|
R3 |
140.85 |
139.39 |
136.20 |
|
R2 |
138.45 |
138.45 |
135.98 |
|
R1 |
136.99 |
136.99 |
135.76 |
136.52 |
PP |
136.05 |
136.05 |
136.05 |
135.81 |
S1 |
134.59 |
134.59 |
135.32 |
134.12 |
S2 |
133.65 |
133.65 |
135.10 |
|
S3 |
131.25 |
132.19 |
134.88 |
|
S4 |
128.85 |
129.79 |
134.22 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.46 |
141.31 |
136.69 |
|
R3 |
140.06 |
138.91 |
136.03 |
|
R2 |
137.66 |
137.66 |
135.81 |
|
R1 |
136.51 |
136.51 |
135.59 |
135.89 |
PP |
135.26 |
135.26 |
135.26 |
134.94 |
S1 |
134.11 |
134.11 |
135.15 |
133.49 |
S2 |
132.86 |
132.86 |
134.93 |
|
S3 |
130.46 |
131.71 |
134.71 |
|
S4 |
128.06 |
129.31 |
134.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.01 |
134.00 |
4.01 |
3.0% |
1.18 |
0.9% |
38% |
False |
False |
402 |
10 |
138.01 |
134.00 |
4.01 |
3.0% |
1.04 |
0.8% |
38% |
False |
False |
740 |
20 |
138.01 |
122.85 |
15.16 |
11.2% |
0.89 |
0.7% |
84% |
False |
False |
818 |
40 |
138.01 |
108.15 |
29.86 |
22.0% |
1.05 |
0.8% |
92% |
False |
False |
759 |
60 |
138.01 |
98.25 |
39.76 |
29.3% |
0.72 |
0.5% |
94% |
False |
False |
626 |
80 |
138.01 |
95.99 |
42.02 |
31.0% |
0.56 |
0.4% |
94% |
False |
False |
579 |
100 |
138.01 |
86.06 |
51.95 |
38.3% |
0.49 |
0.4% |
95% |
False |
False |
521 |
120 |
138.01 |
84.00 |
54.01 |
39.8% |
0.41 |
0.3% |
95% |
False |
False |
487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
147.70 |
2.618 |
143.78 |
1.618 |
141.38 |
1.000 |
139.90 |
0.618 |
138.98 |
HIGH |
137.50 |
0.618 |
136.58 |
0.500 |
136.30 |
0.382 |
136.02 |
LOW |
135.10 |
0.618 |
133.62 |
1.000 |
132.70 |
1.618 |
131.22 |
2.618 |
128.82 |
4.250 |
124.90 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
136.30 |
136.56 |
PP |
136.05 |
136.22 |
S1 |
135.79 |
135.88 |
|