NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.54 |
135.21 |
-2.33 |
-1.7% |
137.75 |
| High |
138.00 |
140.13 |
2.13 |
1.5% |
138.88 |
| Low |
134.67 |
134.38 |
-0.29 |
-0.2% |
131.70 |
| Close |
135.97 |
136.21 |
0.24 |
0.2% |
135.97 |
| Range |
3.33 |
5.75 |
2.42 |
72.7% |
7.18 |
| ATR |
4.60 |
4.68 |
0.08 |
1.8% |
0.00 |
| Volume |
35,502 |
24,269 |
-11,233 |
-31.6% |
168,004 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.16 |
150.93 |
139.37 |
|
| R3 |
148.41 |
145.18 |
137.79 |
|
| R2 |
142.66 |
142.66 |
137.26 |
|
| R1 |
139.43 |
139.43 |
136.74 |
141.05 |
| PP |
136.91 |
136.91 |
136.91 |
137.71 |
| S1 |
133.68 |
133.68 |
135.68 |
135.30 |
| S2 |
131.16 |
131.16 |
135.16 |
|
| S3 |
125.41 |
127.93 |
134.63 |
|
| S4 |
119.66 |
122.18 |
133.05 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.06 |
153.69 |
139.92 |
|
| R3 |
149.88 |
146.51 |
137.94 |
|
| R2 |
142.70 |
142.70 |
137.29 |
|
| R1 |
139.33 |
139.33 |
136.63 |
137.43 |
| PP |
135.52 |
135.52 |
135.52 |
134.56 |
| S1 |
132.15 |
132.15 |
135.31 |
130.25 |
| S2 |
128.34 |
128.34 |
134.65 |
|
| S3 |
121.16 |
124.97 |
134.00 |
|
| S4 |
113.98 |
117.79 |
132.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.13 |
131.70 |
8.43 |
6.2% |
5.53 |
4.1% |
53% |
True |
False |
27,993 |
| 10 |
140.13 |
122.32 |
17.81 |
13.1% |
5.63 |
4.1% |
78% |
True |
False |
27,145 |
| 20 |
140.13 |
122.32 |
17.81 |
13.1% |
4.87 |
3.6% |
78% |
True |
False |
25,215 |
| 40 |
140.13 |
108.00 |
32.13 |
23.6% |
3.97 |
2.9% |
88% |
True |
False |
16,262 |
| 60 |
140.13 |
97.48 |
42.65 |
31.3% |
3.35 |
2.5% |
91% |
True |
False |
12,387 |
| 80 |
140.13 |
95.61 |
44.52 |
32.7% |
2.98 |
2.2% |
91% |
True |
False |
10,007 |
| 100 |
140.13 |
86.34 |
53.79 |
39.5% |
2.63 |
1.9% |
93% |
True |
False |
8,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.57 |
|
2.618 |
155.18 |
|
1.618 |
149.43 |
|
1.000 |
145.88 |
|
0.618 |
143.68 |
|
HIGH |
140.13 |
|
0.618 |
137.93 |
|
0.500 |
137.26 |
|
0.382 |
136.58 |
|
LOW |
134.38 |
|
0.618 |
130.83 |
|
1.000 |
128.63 |
|
1.618 |
125.08 |
|
2.618 |
119.33 |
|
4.250 |
109.94 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.26 |
136.53 |
| PP |
136.91 |
136.42 |
| S1 |
136.56 |
136.32 |
|