NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
140.00 |
143.75 |
3.75 |
2.7% |
137.50 |
| High |
142.63 |
143.75 |
1.12 |
0.8% |
142.63 |
| Low |
140.00 |
141.55 |
1.55 |
1.1% |
133.51 |
| Close |
141.33 |
141.56 |
0.23 |
0.2% |
141.33 |
| Range |
2.63 |
2.20 |
-0.43 |
-16.3% |
9.12 |
| ATR |
3.34 |
3.28 |
-0.07 |
-2.0% |
0.00 |
| Volume |
2,287 |
2,650 |
363 |
15.9% |
10,667 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.89 |
147.42 |
142.77 |
|
| R3 |
146.69 |
145.22 |
142.17 |
|
| R2 |
144.49 |
144.49 |
141.96 |
|
| R1 |
143.02 |
143.02 |
141.76 |
142.66 |
| PP |
142.29 |
142.29 |
142.29 |
142.10 |
| S1 |
140.82 |
140.82 |
141.36 |
140.46 |
| S2 |
140.09 |
140.09 |
141.16 |
|
| S3 |
137.89 |
138.62 |
140.96 |
|
| S4 |
135.69 |
136.42 |
140.35 |
|
|
| 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 |
143.75 |
133.51 |
10.24 |
7.2% |
2.40 |
1.7% |
79% |
True |
False |
2,235 |
| 10 |
143.75 |
133.32 |
10.43 |
7.4% |
2.35 |
1.7% |
79% |
True |
False |
2,273 |
| 20 |
143.75 |
122.90 |
20.85 |
14.7% |
2.96 |
2.1% |
89% |
True |
False |
2,411 |
| 40 |
143.75 |
115.01 |
28.74 |
20.3% |
2.49 |
1.8% |
92% |
True |
False |
2,283 |
| 60 |
143.75 |
101.30 |
42.45 |
30.0% |
2.02 |
1.4% |
95% |
True |
False |
1,690 |
| 80 |
143.75 |
96.69 |
47.06 |
33.2% |
1.74 |
1.2% |
95% |
True |
False |
1,428 |
| 100 |
143.75 |
86.00 |
57.75 |
40.8% |
1.47 |
1.0% |
96% |
True |
False |
1,290 |
| 120 |
143.75 |
84.44 |
59.31 |
41.9% |
1.23 |
0.9% |
96% |
True |
False |
1,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.10 |
|
2.618 |
149.51 |
|
1.618 |
147.31 |
|
1.000 |
145.95 |
|
0.618 |
145.11 |
|
HIGH |
143.75 |
|
0.618 |
142.91 |
|
0.500 |
142.65 |
|
0.382 |
142.39 |
|
LOW |
141.55 |
|
0.618 |
140.19 |
|
1.000 |
139.35 |
|
1.618 |
137.99 |
|
2.618 |
135.79 |
|
4.250 |
132.20 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.65 |
141.40 |
| PP |
142.29 |
141.25 |
| S1 |
141.92 |
141.09 |
|