NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.24 |
136.12 |
0.88 |
0.7% |
137.32 |
| High |
140.11 |
136.31 |
-3.80 |
-2.7% |
139.14 |
| Low |
134.92 |
134.20 |
-0.72 |
-0.5% |
132.06 |
| Close |
136.44 |
135.54 |
-0.90 |
-0.7% |
136.04 |
| Range |
5.19 |
2.11 |
-3.08 |
-59.3% |
7.08 |
| ATR |
4.28 |
4.13 |
-0.15 |
-3.4% |
0.00 |
| Volume |
13,565 |
14,013 |
448 |
3.3% |
98,139 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.68 |
140.72 |
136.70 |
|
| R3 |
139.57 |
138.61 |
136.12 |
|
| R2 |
137.46 |
137.46 |
135.93 |
|
| R1 |
136.50 |
136.50 |
135.73 |
135.93 |
| PP |
135.35 |
135.35 |
135.35 |
135.06 |
| S1 |
134.39 |
134.39 |
135.35 |
133.82 |
| S2 |
133.24 |
133.24 |
135.15 |
|
| S3 |
131.13 |
132.28 |
134.96 |
|
| S4 |
129.02 |
130.17 |
134.38 |
|
|
| 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 |
132.35 |
7.76 |
5.7% |
4.39 |
3.2% |
41% |
False |
False |
15,117 |
| 10 |
140.11 |
122.40 |
17.71 |
13.1% |
5.03 |
3.7% |
74% |
False |
False |
16,487 |
| 20 |
140.11 |
122.40 |
17.71 |
13.1% |
4.58 |
3.4% |
74% |
False |
False |
14,396 |
| 40 |
140.11 |
107.60 |
32.51 |
24.0% |
3.42 |
2.5% |
86% |
False |
False |
9,385 |
| 60 |
140.11 |
98.15 |
41.96 |
31.0% |
2.71 |
2.0% |
89% |
False |
False |
6,969 |
| 80 |
140.11 |
96.14 |
43.97 |
32.4% |
2.34 |
1.7% |
90% |
False |
False |
5,718 |
| 100 |
140.11 |
86.22 |
53.89 |
39.8% |
2.09 |
1.5% |
92% |
False |
False |
4,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.28 |
|
2.618 |
141.83 |
|
1.618 |
139.72 |
|
1.000 |
138.42 |
|
0.618 |
137.61 |
|
HIGH |
136.31 |
|
0.618 |
135.50 |
|
0.500 |
135.26 |
|
0.382 |
135.01 |
|
LOW |
134.20 |
|
0.618 |
132.90 |
|
1.000 |
132.09 |
|
1.618 |
130.79 |
|
2.618 |
128.68 |
|
4.250 |
125.23 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.45 |
137.16 |
| PP |
135.35 |
136.62 |
| S1 |
135.26 |
136.08 |
|