NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
135.99 |
135.98 |
-0.01 |
0.0% |
134.68 |
| High |
136.31 |
139.20 |
2.89 |
2.1% |
138.52 |
| Low |
135.00 |
135.83 |
0.83 |
0.6% |
131.83 |
| Close |
136.00 |
136.65 |
0.65 |
0.5% |
136.00 |
| Range |
1.31 |
3.37 |
2.06 |
157.3% |
6.69 |
| ATR |
3.46 |
3.45 |
-0.01 |
-0.2% |
0.00 |
| Volume |
3,021 |
2,680 |
-341 |
-11.3% |
16,159 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.34 |
145.36 |
138.50 |
|
| R3 |
143.97 |
141.99 |
137.58 |
|
| R2 |
140.60 |
140.60 |
137.27 |
|
| R1 |
138.62 |
138.62 |
136.96 |
139.61 |
| PP |
137.23 |
137.23 |
137.23 |
137.72 |
| S1 |
135.25 |
135.25 |
136.34 |
136.24 |
| S2 |
133.86 |
133.86 |
136.03 |
|
| S3 |
130.49 |
131.88 |
135.72 |
|
| S4 |
127.12 |
128.51 |
134.80 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.52 |
152.45 |
139.68 |
|
| R3 |
148.83 |
145.76 |
137.84 |
|
| R2 |
142.14 |
142.14 |
137.23 |
|
| R1 |
139.07 |
139.07 |
136.61 |
140.61 |
| PP |
135.45 |
135.45 |
135.45 |
136.22 |
| S1 |
132.38 |
132.38 |
135.39 |
133.92 |
| S2 |
128.76 |
128.76 |
134.77 |
|
| S3 |
122.07 |
125.69 |
134.16 |
|
| S4 |
115.38 |
119.00 |
132.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.20 |
131.83 |
7.37 |
5.4% |
3.46 |
2.5% |
65% |
True |
False |
2,863 |
| 10 |
139.20 |
122.90 |
16.30 |
11.9% |
3.57 |
2.6% |
84% |
True |
False |
2,549 |
| 20 |
139.20 |
122.90 |
16.30 |
11.9% |
3.03 |
2.2% |
84% |
True |
False |
2,707 |
| 40 |
139.20 |
108.57 |
30.63 |
22.4% |
2.06 |
1.5% |
92% |
True |
False |
1,814 |
| 60 |
139.20 |
96.69 |
42.51 |
31.1% |
1.85 |
1.4% |
94% |
True |
False |
1,382 |
| 80 |
139.20 |
95.30 |
43.90 |
32.1% |
1.48 |
1.1% |
94% |
True |
False |
1,210 |
| 100 |
139.20 |
86.00 |
53.20 |
38.9% |
1.24 |
0.9% |
95% |
True |
False |
1,114 |
| 120 |
139.20 |
84.44 |
54.76 |
40.1% |
1.05 |
0.8% |
95% |
True |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.52 |
|
2.618 |
148.02 |
|
1.618 |
144.65 |
|
1.000 |
142.57 |
|
0.618 |
141.28 |
|
HIGH |
139.20 |
|
0.618 |
137.91 |
|
0.500 |
137.52 |
|
0.382 |
137.12 |
|
LOW |
135.83 |
|
0.618 |
133.75 |
|
1.000 |
132.46 |
|
1.618 |
130.38 |
|
2.618 |
127.01 |
|
4.250 |
121.51 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.52 |
136.53 |
| PP |
137.23 |
136.40 |
| S1 |
136.94 |
136.28 |
|