NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
140.53 |
141.72 |
1.19 |
0.8% |
136.43 |
High |
143.60 |
141.72 |
-1.88 |
-1.3% |
143.60 |
Low |
140.53 |
141.72 |
1.19 |
0.8% |
135.10 |
Close |
141.27 |
141.61 |
0.34 |
0.2% |
141.27 |
Range |
3.07 |
0.00 |
-3.07 |
-100.0% |
8.50 |
ATR |
2.49 |
2.34 |
-0.15 |
-5.9% |
0.00 |
Volume |
680 |
840 |
160 |
23.5% |
2,113 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.68 |
141.65 |
141.61 |
|
R3 |
141.68 |
141.65 |
141.61 |
|
R2 |
141.68 |
141.68 |
141.61 |
|
R1 |
141.65 |
141.65 |
141.61 |
141.67 |
PP |
141.68 |
141.68 |
141.68 |
141.69 |
S1 |
141.65 |
141.65 |
141.61 |
141.67 |
S2 |
141.68 |
141.68 |
141.61 |
|
S3 |
141.68 |
141.65 |
141.61 |
|
S4 |
141.68 |
141.65 |
141.61 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.49 |
161.88 |
145.95 |
|
R3 |
156.99 |
153.38 |
143.61 |
|
R2 |
148.49 |
148.49 |
142.83 |
|
R1 |
144.88 |
144.88 |
142.05 |
146.69 |
PP |
139.99 |
139.99 |
139.99 |
140.89 |
S1 |
136.38 |
136.38 |
140.49 |
138.19 |
S2 |
131.49 |
131.49 |
139.71 |
|
S3 |
122.99 |
127.88 |
138.93 |
|
S4 |
114.49 |
119.38 |
136.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.60 |
135.10 |
8.50 |
6.0% |
1.76 |
1.2% |
77% |
False |
False |
496 |
10 |
143.60 |
134.00 |
9.60 |
6.8% |
1.46 |
1.0% |
79% |
False |
False |
536 |
20 |
143.60 |
122.85 |
20.75 |
14.7% |
1.03 |
0.7% |
90% |
False |
False |
786 |
40 |
143.60 |
115.35 |
28.25 |
19.9% |
1.17 |
0.8% |
93% |
False |
False |
796 |
60 |
143.60 |
103.52 |
40.08 |
28.3% |
0.81 |
0.6% |
95% |
False |
False |
644 |
80 |
143.60 |
95.99 |
47.61 |
33.6% |
0.63 |
0.4% |
96% |
False |
False |
587 |
100 |
143.60 |
86.75 |
56.85 |
40.1% |
0.54 |
0.4% |
96% |
False |
False |
542 |
120 |
143.60 |
84.00 |
59.60 |
42.1% |
0.45 |
0.3% |
97% |
False |
False |
502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.72 |
2.618 |
141.72 |
1.618 |
141.72 |
1.000 |
141.72 |
0.618 |
141.72 |
HIGH |
141.72 |
0.618 |
141.72 |
0.500 |
141.72 |
0.382 |
141.72 |
LOW |
141.72 |
0.618 |
141.72 |
1.000 |
141.72 |
1.618 |
141.72 |
2.618 |
141.72 |
4.250 |
141.72 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
141.72 |
141.41 |
PP |
141.68 |
141.21 |
S1 |
141.65 |
141.02 |
|