NYMEX Light Sweet Crude Oil Future March 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 |
134.89 |
138.25 |
3.36 |
2.5% |
136.62 |
| High |
134.93 |
140.46 |
5.53 |
4.1% |
137.49 |
| Low |
134.89 |
138.25 |
3.36 |
2.5% |
135.10 |
| Close |
135.46 |
140.46 |
5.00 |
3.7% |
135.21 |
| Range |
0.04 |
2.21 |
2.17 |
5,425.0% |
2.39 |
| ATR |
2.23 |
2.43 |
0.20 |
8.9% |
0.00 |
| Volume |
340 |
822 |
482 |
141.8% |
5,812 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.35 |
145.62 |
141.68 |
|
| R3 |
144.14 |
143.41 |
141.07 |
|
| R2 |
141.93 |
141.93 |
140.87 |
|
| R1 |
141.20 |
141.20 |
140.66 |
141.57 |
| PP |
139.72 |
139.72 |
139.72 |
139.91 |
| S1 |
138.99 |
138.99 |
140.26 |
139.36 |
| S2 |
137.51 |
137.51 |
140.05 |
|
| S3 |
135.30 |
136.78 |
139.85 |
|
| S4 |
133.09 |
134.57 |
139.24 |
|
|
| 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 |
149.85 |
|
2.618 |
146.25 |
|
1.618 |
144.04 |
|
1.000 |
142.67 |
|
0.618 |
141.83 |
|
HIGH |
140.46 |
|
0.618 |
139.62 |
|
0.500 |
139.36 |
|
0.382 |
139.09 |
|
LOW |
138.25 |
|
0.618 |
136.88 |
|
1.000 |
136.04 |
|
1.618 |
134.67 |
|
2.618 |
132.46 |
|
4.250 |
128.86 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140.09 |
139.53 |
| PP |
139.72 |
138.60 |
| S1 |
139.36 |
137.68 |
|