NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
136.90 |
137.08 |
0.18 |
0.1% |
135.98 |
| High |
136.90 |
137.08 |
0.18 |
0.1% |
139.20 |
| Low |
133.32 |
135.31 |
1.99 |
1.5% |
133.32 |
| Close |
133.47 |
135.53 |
2.06 |
1.5% |
135.53 |
| Range |
3.58 |
1.77 |
-1.81 |
-50.6% |
5.88 |
| ATR |
3.44 |
3.45 |
0.01 |
0.4% |
0.00 |
| Volume |
2,971 |
2,778 |
-193 |
-6.5% |
12,095 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.28 |
140.18 |
136.50 |
|
| R3 |
139.51 |
138.41 |
136.02 |
|
| R2 |
137.74 |
137.74 |
135.85 |
|
| R1 |
136.64 |
136.64 |
135.69 |
136.31 |
| PP |
135.97 |
135.97 |
135.97 |
135.81 |
| S1 |
134.87 |
134.87 |
135.37 |
134.54 |
| S2 |
134.20 |
134.20 |
135.21 |
|
| S3 |
132.43 |
133.10 |
135.04 |
|
| S4 |
130.66 |
131.33 |
134.56 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.66 |
150.47 |
138.76 |
|
| R3 |
147.78 |
144.59 |
137.15 |
|
| R2 |
141.90 |
141.90 |
136.61 |
|
| R1 |
138.71 |
138.71 |
136.07 |
137.37 |
| PP |
136.02 |
136.02 |
136.02 |
135.34 |
| S1 |
132.83 |
132.83 |
134.99 |
131.49 |
| S2 |
130.14 |
130.14 |
134.45 |
|
| S3 |
124.26 |
126.95 |
133.91 |
|
| S4 |
118.38 |
121.07 |
132.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.20 |
133.32 |
5.88 |
4.3% |
2.81 |
2.1% |
38% |
False |
False |
2,419 |
| 10 |
139.20 |
131.83 |
7.37 |
5.4% |
2.95 |
2.2% |
50% |
False |
False |
2,825 |
| 20 |
139.20 |
122.90 |
16.30 |
12.0% |
2.81 |
2.1% |
77% |
False |
False |
2,659 |
| 40 |
139.20 |
108.57 |
30.63 |
22.6% |
2.25 |
1.7% |
88% |
False |
False |
2,015 |
| 60 |
139.20 |
97.38 |
41.82 |
30.9% |
1.98 |
1.5% |
91% |
False |
False |
1,510 |
| 80 |
139.20 |
96.69 |
42.51 |
31.4% |
1.60 |
1.2% |
91% |
False |
False |
1,290 |
| 100 |
139.20 |
86.00 |
53.20 |
39.3% |
1.34 |
1.0% |
93% |
False |
False |
1,194 |
| 120 |
139.20 |
84.44 |
54.76 |
40.4% |
1.14 |
0.8% |
93% |
False |
False |
1,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.60 |
|
2.618 |
141.71 |
|
1.618 |
139.94 |
|
1.000 |
138.85 |
|
0.618 |
138.17 |
|
HIGH |
137.08 |
|
0.618 |
136.40 |
|
0.500 |
136.20 |
|
0.382 |
135.99 |
|
LOW |
135.31 |
|
0.618 |
134.22 |
|
1.000 |
133.54 |
|
1.618 |
132.45 |
|
2.618 |
130.68 |
|
4.250 |
127.79 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.20 |
135.61 |
| PP |
135.97 |
135.58 |
| S1 |
135.75 |
135.56 |
|