NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
140.00 |
140.00 |
0.00 |
0.0% |
137.50 |
| High |
140.81 |
142.63 |
1.82 |
1.3% |
142.63 |
| Low |
138.43 |
140.00 |
1.57 |
1.1% |
133.51 |
| Close |
140.59 |
141.33 |
0.74 |
0.5% |
141.33 |
| Range |
2.38 |
2.63 |
0.25 |
10.5% |
9.12 |
| ATR |
3.40 |
3.34 |
-0.05 |
-1.6% |
0.00 |
| Volume |
2,849 |
2,287 |
-562 |
-19.7% |
10,667 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.21 |
147.90 |
142.78 |
|
| R3 |
146.58 |
145.27 |
142.05 |
|
| R2 |
143.95 |
143.95 |
141.81 |
|
| R1 |
142.64 |
142.64 |
141.57 |
143.30 |
| PP |
141.32 |
141.32 |
141.32 |
141.65 |
| S1 |
140.01 |
140.01 |
141.09 |
140.67 |
| S2 |
138.69 |
138.69 |
140.85 |
|
| S3 |
136.06 |
137.38 |
140.61 |
|
| S4 |
133.43 |
134.75 |
139.88 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.52 |
163.04 |
146.35 |
|
| R3 |
157.40 |
153.92 |
143.84 |
|
| R2 |
148.28 |
148.28 |
143.00 |
|
| R1 |
144.80 |
144.80 |
142.17 |
146.54 |
| PP |
139.16 |
139.16 |
139.16 |
140.03 |
| S1 |
135.68 |
135.68 |
140.49 |
137.42 |
| S2 |
130.04 |
130.04 |
139.66 |
|
| S3 |
120.92 |
126.56 |
138.82 |
|
| S4 |
111.80 |
117.44 |
136.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.63 |
133.51 |
9.12 |
6.5% |
2.14 |
1.5% |
86% |
True |
False |
2,133 |
| 10 |
142.63 |
133.32 |
9.31 |
6.6% |
2.47 |
1.7% |
86% |
True |
False |
2,276 |
| 20 |
142.63 |
122.90 |
19.73 |
14.0% |
2.99 |
2.1% |
93% |
True |
False |
2,388 |
| 40 |
142.63 |
112.00 |
30.63 |
21.7% |
2.44 |
1.7% |
96% |
True |
False |
2,219 |
| 60 |
142.63 |
100.96 |
41.67 |
29.5% |
1.99 |
1.4% |
97% |
True |
False |
1,659 |
| 80 |
142.63 |
96.69 |
45.94 |
32.5% |
1.72 |
1.2% |
97% |
True |
False |
1,395 |
| 100 |
142.63 |
86.00 |
56.63 |
40.1% |
1.45 |
1.0% |
98% |
True |
False |
1,292 |
| 120 |
142.63 |
84.44 |
58.19 |
41.2% |
1.22 |
0.9% |
98% |
True |
False |
1,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.81 |
|
2.618 |
149.52 |
|
1.618 |
146.89 |
|
1.000 |
145.26 |
|
0.618 |
144.26 |
|
HIGH |
142.63 |
|
0.618 |
141.63 |
|
0.500 |
141.32 |
|
0.382 |
141.00 |
|
LOW |
140.00 |
|
0.618 |
138.37 |
|
1.000 |
137.37 |
|
1.618 |
135.74 |
|
2.618 |
133.11 |
|
4.250 |
128.82 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.33 |
140.24 |
| PP |
141.32 |
139.16 |
| S1 |
141.32 |
138.07 |
|