NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
136.54 |
136.97 |
0.43 |
0.3% |
137.97 |
High |
137.46 |
137.08 |
-0.38 |
-0.3% |
138.30 |
Low |
131.55 |
133.46 |
1.91 |
1.5% |
130.80 |
Close |
136.74 |
134.86 |
-1.88 |
-1.4% |
134.86 |
Range |
5.91 |
3.62 |
-2.29 |
-38.7% |
7.50 |
ATR |
5.11 |
5.00 |
-0.11 |
-2.1% |
0.00 |
Volume |
374,434 |
418,094 |
43,660 |
11.7% |
2,044,192 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.99 |
144.05 |
136.85 |
|
R3 |
142.37 |
140.43 |
135.86 |
|
R2 |
138.75 |
138.75 |
135.52 |
|
R1 |
136.81 |
136.81 |
135.19 |
135.97 |
PP |
135.13 |
135.13 |
135.13 |
134.72 |
S1 |
133.19 |
133.19 |
134.53 |
132.35 |
S2 |
131.51 |
131.51 |
134.20 |
|
S3 |
127.89 |
129.57 |
133.86 |
|
S4 |
124.27 |
125.95 |
132.87 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.15 |
153.51 |
138.99 |
|
R3 |
149.65 |
146.01 |
136.92 |
|
R2 |
142.15 |
142.15 |
136.24 |
|
R1 |
138.51 |
138.51 |
135.55 |
136.58 |
PP |
134.65 |
134.65 |
134.65 |
133.69 |
S1 |
131.01 |
131.01 |
134.17 |
129.08 |
S2 |
127.15 |
127.15 |
133.49 |
|
S3 |
119.65 |
123.51 |
132.80 |
|
S4 |
112.15 |
116.01 |
130.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.30 |
130.80 |
7.50 |
5.6% |
5.78 |
4.3% |
54% |
False |
False |
408,838 |
10 |
139.12 |
121.61 |
17.51 |
13.0% |
5.85 |
4.3% |
76% |
False |
False |
362,837 |
20 |
139.12 |
121.61 |
17.51 |
13.0% |
5.08 |
3.8% |
76% |
False |
False |
353,262 |
40 |
139.12 |
109.59 |
29.53 |
21.9% |
4.27 |
3.2% |
86% |
False |
False |
232,532 |
60 |
139.12 |
98.50 |
40.62 |
30.1% |
3.86 |
2.9% |
90% |
False |
False |
168,506 |
80 |
139.12 |
96.28 |
42.84 |
31.8% |
3.73 |
2.8% |
90% |
False |
False |
130,821 |
100 |
139.12 |
85.90 |
53.22 |
39.5% |
3.41 |
2.5% |
92% |
False |
False |
106,124 |
120 |
139.12 |
85.17 |
53.95 |
40.0% |
3.11 |
2.3% |
92% |
False |
False |
89,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.47 |
2.618 |
146.56 |
1.618 |
142.94 |
1.000 |
140.70 |
0.618 |
139.32 |
HIGH |
137.08 |
0.618 |
135.70 |
0.500 |
135.27 |
0.382 |
134.84 |
LOW |
133.46 |
0.618 |
131.22 |
1.000 |
129.84 |
1.618 |
127.60 |
2.618 |
123.98 |
4.250 |
118.08 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
135.27 |
134.85 |
PP |
135.13 |
134.84 |
S1 |
135.00 |
134.83 |
|