NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.10 |
136.40 |
1.30 |
1.0% |
136.62 |
| High |
135.10 |
136.40 |
1.30 |
1.0% |
137.49 |
| Low |
135.10 |
135.15 |
0.05 |
0.0% |
135.10 |
| Close |
133.27 |
135.21 |
1.94 |
1.5% |
135.21 |
| Range |
0.00 |
1.25 |
1.25 |
|
2.39 |
| ATR |
2.26 |
2.33 |
0.06 |
2.7% |
0.00 |
| Volume |
1,314 |
1,262 |
-52 |
-4.0% |
5,812 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.34 |
138.52 |
135.90 |
|
| R3 |
138.09 |
137.27 |
135.55 |
|
| R2 |
136.84 |
136.84 |
135.44 |
|
| R1 |
136.02 |
136.02 |
135.32 |
135.81 |
| PP |
135.59 |
135.59 |
135.59 |
135.48 |
| S1 |
134.77 |
134.77 |
135.10 |
134.56 |
| S2 |
134.34 |
134.34 |
134.98 |
|
| S3 |
133.09 |
133.52 |
134.87 |
|
| S4 |
131.84 |
132.27 |
134.52 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.10 |
141.55 |
136.52 |
|
| R3 |
140.71 |
139.16 |
135.87 |
|
| R2 |
138.32 |
138.32 |
135.65 |
|
| R1 |
136.77 |
136.77 |
135.43 |
136.35 |
| PP |
135.93 |
135.93 |
135.93 |
135.73 |
| S1 |
134.38 |
134.38 |
134.99 |
133.96 |
| S2 |
133.54 |
133.54 |
134.77 |
|
| S3 |
131.15 |
131.99 |
134.55 |
|
| S4 |
128.76 |
129.60 |
133.90 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.71 |
|
2.618 |
139.67 |
|
1.618 |
138.42 |
|
1.000 |
137.65 |
|
0.618 |
137.17 |
|
HIGH |
136.40 |
|
0.618 |
135.92 |
|
0.500 |
135.78 |
|
0.382 |
135.63 |
|
LOW |
135.15 |
|
0.618 |
134.38 |
|
1.000 |
133.90 |
|
1.618 |
133.13 |
|
2.618 |
131.88 |
|
4.250 |
129.84 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.78 |
136.30 |
| PP |
135.59 |
135.93 |
| S1 |
135.40 |
135.57 |
|