NYMEX Light Sweet Crude Oil Future December 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 |
135.99 |
136.25 |
0.26 |
0.2% |
136.75 |
| High |
140.71 |
137.09 |
-3.62 |
-2.6% |
139.04 |
| Low |
134.70 |
134.18 |
-0.52 |
-0.4% |
131.72 |
| Close |
136.60 |
135.70 |
-0.90 |
-0.7% |
136.06 |
| Range |
6.01 |
2.91 |
-3.10 |
-51.6% |
7.32 |
| ATR |
4.74 |
4.61 |
-0.13 |
-2.8% |
0.00 |
| Volume |
31,793 |
33,011 |
1,218 |
3.8% |
259,690 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.39 |
142.95 |
137.30 |
|
| R3 |
141.48 |
140.04 |
136.50 |
|
| R2 |
138.57 |
138.57 |
136.23 |
|
| R1 |
137.13 |
137.13 |
135.97 |
136.40 |
| PP |
135.66 |
135.66 |
135.66 |
135.29 |
| S1 |
134.22 |
134.22 |
135.43 |
133.49 |
| S2 |
132.75 |
132.75 |
135.17 |
|
| S3 |
129.84 |
131.31 |
134.90 |
|
| S4 |
126.93 |
128.40 |
134.10 |
|
|
| 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 |
132.00 |
8.71 |
6.4% |
4.84 |
3.6% |
42% |
False |
False |
39,377 |
| 10 |
140.71 |
122.37 |
18.34 |
13.5% |
5.44 |
4.0% |
73% |
False |
False |
44,062 |
| 20 |
140.71 |
122.37 |
18.34 |
13.5% |
5.01 |
3.7% |
73% |
False |
False |
45,789 |
| 40 |
140.71 |
107.00 |
33.71 |
24.8% |
4.14 |
3.1% |
85% |
False |
False |
36,532 |
| 60 |
140.71 |
96.62 |
44.09 |
32.5% |
3.63 |
2.7% |
89% |
False |
False |
30,879 |
| 80 |
140.71 |
95.55 |
45.16 |
33.3% |
3.47 |
2.6% |
89% |
False |
False |
29,879 |
| 100 |
140.71 |
85.60 |
55.11 |
40.6% |
3.18 |
2.3% |
91% |
False |
False |
27,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.46 |
|
2.618 |
144.71 |
|
1.618 |
141.80 |
|
1.000 |
140.00 |
|
0.618 |
138.89 |
|
HIGH |
137.09 |
|
0.618 |
135.98 |
|
0.500 |
135.64 |
|
0.382 |
135.29 |
|
LOW |
134.18 |
|
0.618 |
132.38 |
|
1.000 |
131.27 |
|
1.618 |
129.47 |
|
2.618 |
126.56 |
|
4.250 |
121.81 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.68 |
137.45 |
| PP |
135.66 |
136.86 |
| S1 |
135.64 |
136.28 |
|