NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.50 |
138.43 |
0.93 |
0.7% |
135.85 |
| High |
137.50 |
140.63 |
3.13 |
2.3% |
136.40 |
| Low |
135.10 |
138.43 |
3.33 |
2.5% |
134.00 |
| Close |
135.54 |
140.53 |
4.99 |
3.7% |
135.37 |
| Range |
2.40 |
2.20 |
-0.20 |
-8.3% |
2.40 |
| ATR |
2.24 |
2.44 |
0.20 |
9.1% |
0.00 |
| Volume |
145 |
746 |
601 |
414.5% |
2,963 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.46 |
145.70 |
141.74 |
|
| R3 |
144.26 |
143.50 |
141.14 |
|
| R2 |
142.06 |
142.06 |
140.93 |
|
| R1 |
141.30 |
141.30 |
140.73 |
141.68 |
| PP |
139.86 |
139.86 |
139.86 |
140.06 |
| S1 |
139.10 |
139.10 |
140.33 |
139.48 |
| S2 |
137.66 |
137.66 |
140.13 |
|
| S3 |
135.46 |
136.90 |
139.93 |
|
| S4 |
133.26 |
134.70 |
139.32 |
|
|
| 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 |
140.63 |
135.10 |
5.53 |
3.9% |
1.36 |
1.0% |
98% |
True |
False |
457 |
| 10 |
140.63 |
134.00 |
6.63 |
4.7% |
1.21 |
0.9% |
98% |
True |
False |
555 |
| 20 |
140.63 |
122.85 |
17.78 |
12.7% |
0.90 |
0.6% |
99% |
True |
False |
789 |
| 40 |
140.63 |
108.15 |
32.48 |
23.1% |
1.09 |
0.8% |
100% |
True |
False |
776 |
| 60 |
140.63 |
98.97 |
41.66 |
29.6% |
0.76 |
0.5% |
100% |
True |
False |
635 |
| 80 |
140.63 |
95.99 |
44.64 |
31.8% |
0.59 |
0.4% |
100% |
True |
False |
586 |
| 100 |
140.63 |
86.06 |
54.57 |
38.8% |
0.51 |
0.4% |
100% |
True |
False |
528 |
| 120 |
140.63 |
84.00 |
56.63 |
40.3% |
0.43 |
0.3% |
100% |
True |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.98 |
|
2.618 |
146.39 |
|
1.618 |
144.19 |
|
1.000 |
142.83 |
|
0.618 |
141.99 |
|
HIGH |
140.63 |
|
0.618 |
139.79 |
|
0.500 |
139.53 |
|
0.382 |
139.27 |
|
LOW |
138.43 |
|
0.618 |
137.07 |
|
1.000 |
136.23 |
|
1.618 |
134.87 |
|
2.618 |
132.67 |
|
4.250 |
129.08 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140.20 |
139.64 |
| PP |
139.86 |
138.75 |
| S1 |
139.53 |
137.87 |
|