NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.61 |
137.42 |
-0.19 |
-0.1% |
135.98 |
| High |
138.30 |
137.42 |
-0.88 |
-0.6% |
139.20 |
| Low |
137.44 |
133.51 |
-3.93 |
-2.9% |
133.32 |
| Close |
137.70 |
135.62 |
-2.08 |
-1.5% |
135.53 |
| Range |
0.86 |
3.91 |
3.05 |
354.7% |
5.88 |
| ATR |
3.19 |
3.26 |
0.07 |
2.2% |
0.00 |
| Volume |
930 |
2,463 |
1,533 |
164.8% |
12,095 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.25 |
145.34 |
137.77 |
|
| R3 |
143.34 |
141.43 |
136.70 |
|
| R2 |
139.43 |
139.43 |
136.34 |
|
| R1 |
137.52 |
137.52 |
135.98 |
136.52 |
| PP |
135.52 |
135.52 |
135.52 |
135.02 |
| S1 |
133.61 |
133.61 |
135.26 |
132.61 |
| S2 |
131.61 |
131.61 |
134.90 |
|
| S3 |
127.70 |
129.70 |
134.54 |
|
| S4 |
123.79 |
125.79 |
133.47 |
|
|
| 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 |
3.7% |
2.20 |
1.6% |
46% |
False |
False |
2,256 |
| 10 |
139.20 |
133.32 |
5.88 |
4.3% |
2.55 |
1.9% |
39% |
False |
False |
2,326 |
| 20 |
139.20 |
122.90 |
16.30 |
12.0% |
2.89 |
2.1% |
78% |
False |
False |
2,414 |
| 40 |
139.20 |
108.57 |
30.63 |
22.6% |
2.35 |
1.7% |
88% |
False |
False |
2,112 |
| 60 |
139.20 |
97.38 |
41.82 |
30.8% |
2.03 |
1.5% |
91% |
False |
False |
1,590 |
| 80 |
139.20 |
96.69 |
42.51 |
31.3% |
1.65 |
1.2% |
92% |
False |
False |
1,349 |
| 100 |
139.20 |
86.00 |
53.20 |
39.2% |
1.40 |
1.0% |
93% |
False |
False |
1,242 |
| 120 |
139.20 |
84.44 |
54.76 |
40.4% |
1.17 |
0.9% |
93% |
False |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.04 |
|
2.618 |
147.66 |
|
1.618 |
143.75 |
|
1.000 |
141.33 |
|
0.618 |
139.84 |
|
HIGH |
137.42 |
|
0.618 |
135.93 |
|
0.500 |
135.47 |
|
0.382 |
135.00 |
|
LOW |
133.51 |
|
0.618 |
131.09 |
|
1.000 |
129.60 |
|
1.618 |
127.18 |
|
2.618 |
123.27 |
|
4.250 |
116.89 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.57 |
135.91 |
| PP |
135.52 |
135.81 |
| S1 |
135.47 |
135.72 |
|