NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
136.62 |
135.20 |
-1.42 |
-1.0% |
133.70 |
| High |
136.62 |
135.20 |
-1.42 |
-1.0% |
136.96 |
| Low |
136.62 |
135.13 |
-1.49 |
-1.1% |
133.70 |
| Close |
136.62 |
135.73 |
-0.89 |
-0.7% |
135.82 |
| Range |
0.00 |
0.07 |
0.07 |
|
3.26 |
| ATR |
|
|
|
|
|
| Volume |
1,998 |
622 |
-1,376 |
-68.9% |
5,235 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.56 |
135.72 |
135.77 |
|
| R3 |
135.49 |
135.65 |
135.75 |
|
| R2 |
135.42 |
135.42 |
135.74 |
|
| R1 |
135.58 |
135.58 |
135.74 |
135.50 |
| PP |
135.35 |
135.35 |
135.35 |
135.32 |
| S1 |
135.51 |
135.51 |
135.72 |
135.43 |
| S2 |
135.28 |
135.28 |
135.72 |
|
| S3 |
135.21 |
135.44 |
135.71 |
|
| S4 |
135.14 |
135.37 |
135.69 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.27 |
143.81 |
137.61 |
|
| R3 |
142.01 |
140.55 |
136.72 |
|
| R2 |
138.75 |
138.75 |
136.42 |
|
| R1 |
137.29 |
137.29 |
136.12 |
138.02 |
| PP |
135.49 |
135.49 |
135.49 |
135.86 |
| S1 |
134.03 |
134.03 |
135.52 |
134.76 |
| S2 |
132.23 |
132.23 |
135.22 |
|
| S3 |
128.97 |
130.77 |
134.92 |
|
| S4 |
125.71 |
127.51 |
134.03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.50 |
|
2.618 |
135.38 |
|
1.618 |
135.31 |
|
1.000 |
135.27 |
|
0.618 |
135.24 |
|
HIGH |
135.20 |
|
0.618 |
135.17 |
|
0.500 |
135.17 |
|
0.382 |
135.16 |
|
LOW |
135.13 |
|
0.618 |
135.09 |
|
1.000 |
135.06 |
|
1.618 |
135.02 |
|
2.618 |
134.95 |
|
4.250 |
134.83 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.54 |
135.88 |
| PP |
135.35 |
135.83 |
| S1 |
135.17 |
135.78 |
|