NYMEX Light Sweet Crude Oil Future November 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 |
137.70 |
135.24 |
-2.46 |
-1.8% |
137.32 |
| High |
137.86 |
140.11 |
2.25 |
1.6% |
139.14 |
| Low |
134.65 |
134.92 |
0.27 |
0.2% |
132.06 |
| Close |
136.04 |
136.44 |
0.40 |
0.3% |
136.04 |
| Range |
3.21 |
5.19 |
1.98 |
61.7% |
7.08 |
| ATR |
4.21 |
4.28 |
0.07 |
1.7% |
0.00 |
| Volume |
13,696 |
13,565 |
-131 |
-1.0% |
98,139 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.73 |
149.77 |
139.29 |
|
| R3 |
147.54 |
144.58 |
137.87 |
|
| R2 |
142.35 |
142.35 |
137.39 |
|
| R1 |
139.39 |
139.39 |
136.92 |
140.87 |
| PP |
137.16 |
137.16 |
137.16 |
137.90 |
| S1 |
134.20 |
134.20 |
135.96 |
135.68 |
| S2 |
131.97 |
131.97 |
135.49 |
|
| S3 |
126.78 |
129.01 |
135.01 |
|
| S4 |
121.59 |
123.82 |
133.59 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.99 |
153.59 |
139.93 |
|
| R3 |
149.91 |
146.51 |
137.99 |
|
| R2 |
142.83 |
142.83 |
137.34 |
|
| R1 |
139.43 |
139.43 |
136.69 |
137.59 |
| PP |
135.75 |
135.75 |
135.75 |
134.83 |
| S1 |
132.35 |
132.35 |
135.39 |
130.51 |
| S2 |
128.67 |
128.67 |
134.74 |
|
| S3 |
121.59 |
125.27 |
134.09 |
|
| S4 |
114.51 |
118.19 |
132.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.11 |
132.06 |
8.05 |
5.9% |
5.10 |
3.7% |
54% |
True |
False |
15,331 |
| 10 |
140.11 |
122.40 |
17.71 |
13.0% |
5.13 |
3.8% |
79% |
True |
False |
15,940 |
| 20 |
140.11 |
122.40 |
17.71 |
13.0% |
4.54 |
3.3% |
79% |
True |
False |
13,964 |
| 40 |
140.11 |
107.60 |
32.51 |
23.8% |
3.38 |
2.5% |
89% |
True |
False |
9,081 |
| 60 |
140.11 |
98.10 |
42.01 |
30.8% |
2.68 |
2.0% |
91% |
True |
False |
6,790 |
| 80 |
140.11 |
95.37 |
44.74 |
32.8% |
2.34 |
1.7% |
92% |
True |
False |
5,557 |
| 100 |
140.11 |
86.22 |
53.89 |
39.5% |
2.07 |
1.5% |
93% |
True |
False |
4,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.17 |
|
2.618 |
153.70 |
|
1.618 |
148.51 |
|
1.000 |
145.30 |
|
0.618 |
143.32 |
|
HIGH |
140.11 |
|
0.618 |
138.13 |
|
0.500 |
137.52 |
|
0.382 |
136.90 |
|
LOW |
134.92 |
|
0.618 |
131.71 |
|
1.000 |
129.73 |
|
1.618 |
126.52 |
|
2.618 |
121.33 |
|
4.250 |
112.86 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.52 |
136.84 |
| PP |
137.16 |
136.70 |
| S1 |
136.80 |
136.57 |
|