NYMEX Light Sweet Crude Oil Future December 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 |
137.63 |
135.99 |
-1.64 |
-1.2% |
136.75 |
| High |
137.90 |
140.71 |
2.81 |
2.0% |
139.04 |
| Low |
134.69 |
134.70 |
0.01 |
0.0% |
131.72 |
| Close |
136.06 |
136.60 |
0.54 |
0.4% |
136.06 |
| Range |
3.21 |
6.01 |
2.80 |
87.2% |
7.32 |
| ATR |
4.64 |
4.74 |
0.10 |
2.1% |
0.00 |
| Volume |
44,677 |
31,793 |
-12,884 |
-28.8% |
259,690 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.37 |
151.99 |
139.91 |
|
| R3 |
149.36 |
145.98 |
138.25 |
|
| R2 |
143.35 |
143.35 |
137.70 |
|
| R1 |
139.97 |
139.97 |
137.15 |
141.66 |
| PP |
137.34 |
137.34 |
137.34 |
138.18 |
| S1 |
133.96 |
133.96 |
136.05 |
135.65 |
| S2 |
131.33 |
131.33 |
135.50 |
|
| S3 |
125.32 |
127.95 |
134.95 |
|
| S4 |
119.31 |
121.94 |
133.29 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.57 |
154.13 |
140.09 |
|
| R3 |
150.25 |
146.81 |
138.07 |
|
| R2 |
142.93 |
142.93 |
137.40 |
|
| R1 |
139.49 |
139.49 |
136.73 |
137.55 |
| PP |
135.61 |
135.61 |
135.61 |
134.64 |
| S1 |
132.17 |
132.17 |
135.39 |
130.23 |
| S2 |
128.29 |
128.29 |
134.72 |
|
| S3 |
120.97 |
124.85 |
134.05 |
|
| S4 |
113.65 |
117.53 |
132.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.71 |
131.72 |
8.99 |
6.6% |
5.49 |
4.0% |
54% |
True |
False |
40,352 |
| 10 |
140.71 |
122.37 |
18.34 |
13.4% |
5.55 |
4.1% |
78% |
True |
False |
43,864 |
| 20 |
140.71 |
122.37 |
18.34 |
13.4% |
4.98 |
3.6% |
78% |
True |
False |
45,861 |
| 40 |
140.71 |
107.00 |
33.71 |
24.7% |
4.11 |
3.0% |
88% |
True |
False |
36,233 |
| 60 |
140.71 |
96.62 |
44.09 |
32.3% |
3.61 |
2.6% |
91% |
True |
False |
30,806 |
| 80 |
140.71 |
94.90 |
45.81 |
33.5% |
3.45 |
2.5% |
91% |
True |
False |
29,745 |
| 100 |
140.71 |
85.60 |
55.11 |
40.3% |
3.17 |
2.3% |
93% |
True |
False |
27,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.25 |
|
2.618 |
156.44 |
|
1.618 |
150.43 |
|
1.000 |
146.72 |
|
0.618 |
144.42 |
|
HIGH |
140.71 |
|
0.618 |
138.41 |
|
0.500 |
137.71 |
|
0.382 |
137.00 |
|
LOW |
134.70 |
|
0.618 |
130.99 |
|
1.000 |
128.69 |
|
1.618 |
124.98 |
|
2.618 |
118.97 |
|
4.250 |
109.16 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.71 |
137.01 |
| PP |
137.34 |
136.87 |
| S1 |
136.97 |
136.74 |
|