NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.08 |
137.50 |
0.42 |
0.3% |
135.98 |
| High |
137.08 |
137.50 |
0.42 |
0.3% |
139.20 |
| Low |
135.31 |
136.60 |
1.29 |
1.0% |
133.32 |
| Close |
135.53 |
137.10 |
1.57 |
1.2% |
135.53 |
| Range |
1.77 |
0.90 |
-0.87 |
-49.2% |
5.88 |
| ATR |
3.45 |
3.34 |
-0.11 |
-3.1% |
0.00 |
| Volume |
2,778 |
2,138 |
-640 |
-23.0% |
12,095 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.77 |
139.33 |
137.60 |
|
| R3 |
138.87 |
138.43 |
137.35 |
|
| R2 |
137.97 |
137.97 |
137.27 |
|
| R1 |
137.53 |
137.53 |
137.18 |
137.30 |
| PP |
137.07 |
137.07 |
137.07 |
136.95 |
| S1 |
136.63 |
136.63 |
137.02 |
136.40 |
| S2 |
136.17 |
136.17 |
136.94 |
|
| S3 |
135.27 |
135.73 |
136.85 |
|
| S4 |
134.37 |
134.83 |
136.61 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.66 |
150.47 |
138.76 |
|
| R3 |
147.78 |
144.59 |
137.15 |
|
| R2 |
141.90 |
141.90 |
136.61 |
|
| R1 |
138.71 |
138.71 |
136.07 |
137.37 |
| PP |
136.02 |
136.02 |
136.02 |
135.34 |
| S1 |
132.83 |
132.83 |
134.99 |
131.49 |
| S2 |
130.14 |
130.14 |
134.45 |
|
| S3 |
124.26 |
126.95 |
133.91 |
|
| S4 |
118.38 |
121.07 |
132.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.90 |
133.32 |
4.58 |
3.3% |
2.31 |
1.7% |
83% |
False |
False |
2,310 |
| 10 |
139.20 |
131.83 |
7.37 |
5.4% |
2.88 |
2.1% |
72% |
False |
False |
2,586 |
| 20 |
139.20 |
122.90 |
16.30 |
11.9% |
2.76 |
2.0% |
87% |
False |
False |
2,486 |
| 40 |
139.20 |
108.57 |
30.63 |
22.3% |
2.25 |
1.6% |
93% |
False |
False |
2,056 |
| 60 |
139.20 |
97.38 |
41.82 |
30.5% |
2.00 |
1.5% |
95% |
False |
False |
1,542 |
| 80 |
139.20 |
96.69 |
42.51 |
31.0% |
1.61 |
1.2% |
95% |
False |
False |
1,314 |
| 100 |
139.20 |
86.00 |
53.20 |
38.8% |
1.35 |
1.0% |
96% |
False |
False |
1,215 |
| 120 |
139.20 |
84.44 |
54.76 |
39.9% |
1.14 |
0.8% |
96% |
False |
False |
1,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.33 |
|
2.618 |
139.86 |
|
1.618 |
138.96 |
|
1.000 |
138.40 |
|
0.618 |
138.06 |
|
HIGH |
137.50 |
|
0.618 |
137.16 |
|
0.500 |
137.05 |
|
0.382 |
136.94 |
|
LOW |
136.60 |
|
0.618 |
136.04 |
|
1.000 |
135.70 |
|
1.618 |
135.14 |
|
2.618 |
134.24 |
|
4.250 |
132.78 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.08 |
136.54 |
| PP |
137.07 |
135.97 |
| S1 |
137.05 |
135.41 |
|