NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
135.98 |
135.44 |
-0.54 |
-0.4% |
134.68 |
| High |
139.20 |
136.45 |
-2.75 |
-2.0% |
138.52 |
| Low |
135.83 |
135.05 |
-0.78 |
-0.6% |
131.83 |
| Close |
136.65 |
135.77 |
-0.88 |
-0.6% |
136.00 |
| Range |
3.37 |
1.40 |
-1.97 |
-58.5% |
6.69 |
| ATR |
3.45 |
3.32 |
-0.13 |
-3.8% |
0.00 |
| Volume |
2,680 |
1,586 |
-1,094 |
-40.8% |
16,159 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.96 |
139.26 |
136.54 |
|
| R3 |
138.56 |
137.86 |
136.16 |
|
| R2 |
137.16 |
137.16 |
136.03 |
|
| R1 |
136.46 |
136.46 |
135.90 |
136.81 |
| PP |
135.76 |
135.76 |
135.76 |
135.93 |
| S1 |
135.06 |
135.06 |
135.64 |
135.41 |
| S2 |
134.36 |
134.36 |
135.51 |
|
| S3 |
132.96 |
133.66 |
135.39 |
|
| S4 |
131.56 |
132.26 |
135.00 |
|
|
| 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% |
3.44 |
2.5% |
53% |
False |
False |
2,645 |
| 10 |
139.20 |
122.90 |
16.30 |
12.0% |
3.40 |
2.5% |
79% |
False |
False |
2,482 |
| 20 |
139.20 |
122.90 |
16.30 |
12.0% |
3.05 |
2.2% |
79% |
False |
False |
2,716 |
| 40 |
139.20 |
108.57 |
30.63 |
22.6% |
2.10 |
1.5% |
89% |
False |
False |
1,849 |
| 60 |
139.20 |
96.69 |
42.51 |
31.3% |
1.87 |
1.4% |
92% |
False |
False |
1,399 |
| 80 |
139.20 |
96.36 |
42.84 |
31.6% |
1.49 |
1.1% |
92% |
False |
False |
1,221 |
| 100 |
139.20 |
86.00 |
53.20 |
39.2% |
1.25 |
0.9% |
94% |
False |
False |
1,125 |
| 120 |
139.20 |
84.44 |
54.76 |
40.3% |
1.06 |
0.8% |
94% |
False |
False |
1,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.40 |
|
2.618 |
140.12 |
|
1.618 |
138.72 |
|
1.000 |
137.85 |
|
0.618 |
137.32 |
|
HIGH |
136.45 |
|
0.618 |
135.92 |
|
0.500 |
135.75 |
|
0.382 |
135.58 |
|
LOW |
135.05 |
|
0.618 |
134.18 |
|
1.000 |
133.65 |
|
1.618 |
132.78 |
|
2.618 |
131.38 |
|
4.250 |
129.10 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.76 |
137.10 |
| PP |
135.76 |
136.66 |
| S1 |
135.75 |
136.21 |
|