NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.50 |
133.36 |
-4.14 |
-3.0% |
135.99 |
| High |
138.61 |
137.88 |
-0.73 |
-0.5% |
140.71 |
| Low |
133.05 |
132.90 |
-0.15 |
-0.1% |
132.90 |
| Close |
133.50 |
135.66 |
2.16 |
1.6% |
135.66 |
| Range |
5.56 |
4.98 |
-0.58 |
-10.4% |
7.81 |
| ATR |
4.65 |
4.67 |
0.02 |
0.5% |
0.00 |
| Volume |
43,198 |
36,962 |
-6,236 |
-14.4% |
175,393 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.42 |
148.02 |
138.40 |
|
| R3 |
145.44 |
143.04 |
137.03 |
|
| R2 |
140.46 |
140.46 |
136.57 |
|
| R1 |
138.06 |
138.06 |
136.12 |
139.26 |
| PP |
135.48 |
135.48 |
135.48 |
136.08 |
| S1 |
133.08 |
133.08 |
135.20 |
134.28 |
| S2 |
130.50 |
130.50 |
134.75 |
|
| S3 |
125.52 |
128.10 |
134.29 |
|
| S4 |
120.54 |
123.12 |
132.92 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.85 |
155.57 |
139.96 |
|
| R3 |
152.04 |
147.76 |
137.81 |
|
| R2 |
144.23 |
144.23 |
137.09 |
|
| R1 |
139.95 |
139.95 |
136.38 |
138.19 |
| PP |
136.42 |
136.42 |
136.42 |
135.54 |
| S1 |
132.14 |
132.14 |
134.94 |
130.38 |
| S2 |
128.61 |
128.61 |
134.23 |
|
| S3 |
120.80 |
124.33 |
133.51 |
|
| S4 |
112.99 |
116.52 |
131.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.71 |
132.90 |
7.81 |
5.8% |
4.72 |
3.5% |
35% |
False |
True |
35,078 |
| 10 |
140.71 |
131.72 |
8.99 |
6.6% |
5.00 |
3.7% |
44% |
False |
False |
43,508 |
| 20 |
140.71 |
122.37 |
18.34 |
13.5% |
4.93 |
3.6% |
72% |
False |
False |
44,000 |
| 40 |
140.71 |
107.00 |
33.71 |
24.8% |
4.30 |
3.2% |
85% |
False |
False |
37,840 |
| 60 |
140.71 |
96.62 |
44.09 |
32.5% |
3.75 |
2.8% |
89% |
False |
False |
31,741 |
| 80 |
140.71 |
95.83 |
44.88 |
33.1% |
3.57 |
2.6% |
89% |
False |
False |
30,670 |
| 100 |
140.71 |
85.60 |
55.11 |
40.6% |
3.28 |
2.4% |
91% |
False |
False |
28,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.05 |
|
2.618 |
150.92 |
|
1.618 |
145.94 |
|
1.000 |
142.86 |
|
0.618 |
140.96 |
|
HIGH |
137.88 |
|
0.618 |
135.98 |
|
0.500 |
135.39 |
|
0.382 |
134.80 |
|
LOW |
132.90 |
|
0.618 |
129.82 |
|
1.000 |
127.92 |
|
1.618 |
124.84 |
|
2.618 |
119.86 |
|
4.250 |
111.74 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.57 |
135.76 |
| PP |
135.48 |
135.72 |
| S1 |
135.39 |
135.69 |
|