NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.50 |
137.61 |
0.11 |
0.1% |
135.98 |
| High |
137.50 |
138.30 |
0.80 |
0.6% |
139.20 |
| Low |
136.60 |
137.44 |
0.84 |
0.6% |
133.32 |
| Close |
137.10 |
137.70 |
0.60 |
0.4% |
135.53 |
| Range |
0.90 |
0.86 |
-0.04 |
-4.4% |
5.88 |
| ATR |
3.34 |
3.19 |
-0.15 |
-4.6% |
0.00 |
| Volume |
2,138 |
930 |
-1,208 |
-56.5% |
12,095 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.39 |
139.91 |
138.17 |
|
| R3 |
139.53 |
139.05 |
137.94 |
|
| R2 |
138.67 |
138.67 |
137.86 |
|
| R1 |
138.19 |
138.19 |
137.78 |
138.43 |
| PP |
137.81 |
137.81 |
137.81 |
137.94 |
| S1 |
137.33 |
137.33 |
137.62 |
137.57 |
| S2 |
136.95 |
136.95 |
137.54 |
|
| S3 |
136.09 |
136.47 |
137.46 |
|
| S4 |
135.23 |
135.61 |
137.23 |
|
|
| 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 |
138.30 |
133.32 |
4.98 |
3.6% |
2.20 |
1.6% |
88% |
True |
False |
2,179 |
| 10 |
139.20 |
131.83 |
7.37 |
5.4% |
2.82 |
2.1% |
80% |
False |
False |
2,412 |
| 20 |
139.20 |
122.90 |
16.30 |
11.8% |
2.75 |
2.0% |
91% |
False |
False |
2,375 |
| 40 |
139.20 |
108.57 |
30.63 |
22.2% |
2.26 |
1.6% |
95% |
False |
False |
2,059 |
| 60 |
139.20 |
97.38 |
41.82 |
30.4% |
1.96 |
1.4% |
96% |
False |
False |
1,552 |
| 80 |
139.20 |
96.69 |
42.51 |
30.9% |
1.62 |
1.2% |
96% |
False |
False |
1,320 |
| 100 |
139.20 |
86.00 |
53.20 |
38.6% |
1.36 |
1.0% |
97% |
False |
False |
1,219 |
| 120 |
139.20 |
84.44 |
54.76 |
39.8% |
1.14 |
0.8% |
97% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.96 |
|
2.618 |
140.55 |
|
1.618 |
139.69 |
|
1.000 |
139.16 |
|
0.618 |
138.83 |
|
HIGH |
138.30 |
|
0.618 |
137.97 |
|
0.500 |
137.87 |
|
0.382 |
137.77 |
|
LOW |
137.44 |
|
0.618 |
136.91 |
|
1.000 |
136.58 |
|
1.618 |
136.05 |
|
2.618 |
135.19 |
|
4.250 |
133.79 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.87 |
137.40 |
| PP |
137.81 |
137.10 |
| S1 |
137.76 |
136.81 |
|