NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.37 |
136.43 |
1.06 |
0.8% |
135.85 |
| High |
135.37 |
137.50 |
2.13 |
1.6% |
136.40 |
| Low |
135.37 |
136.43 |
1.06 |
0.8% |
134.00 |
| Close |
135.37 |
136.94 |
1.57 |
1.2% |
135.37 |
| Range |
0.00 |
1.07 |
1.07 |
|
2.40 |
| ATR |
2.32 |
2.31 |
-0.01 |
-0.6% |
0.00 |
| Volume |
856 |
473 |
-383 |
-44.7% |
2,963 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.17 |
139.62 |
137.53 |
|
| R3 |
139.10 |
138.55 |
137.23 |
|
| R2 |
138.03 |
138.03 |
137.14 |
|
| R1 |
137.48 |
137.48 |
137.04 |
137.76 |
| PP |
136.96 |
136.96 |
136.96 |
137.09 |
| S1 |
136.41 |
136.41 |
136.84 |
136.69 |
| S2 |
135.89 |
135.89 |
136.74 |
|
| S3 |
134.82 |
135.34 |
136.65 |
|
| S4 |
133.75 |
134.27 |
136.35 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.46 |
141.31 |
136.69 |
|
| R3 |
140.06 |
138.91 |
136.03 |
|
| R2 |
137.66 |
137.66 |
135.81 |
|
| R1 |
136.51 |
136.51 |
135.59 |
135.89 |
| PP |
135.26 |
135.26 |
135.26 |
134.94 |
| S1 |
134.11 |
134.11 |
135.15 |
133.49 |
| S2 |
132.86 |
132.86 |
134.93 |
|
| S3 |
130.46 |
131.71 |
134.71 |
|
| S4 |
128.06 |
129.31 |
134.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.50 |
134.00 |
3.50 |
2.6% |
1.17 |
0.9% |
84% |
True |
False |
577 |
| 10 |
137.50 |
131.75 |
5.75 |
4.2% |
0.90 |
0.7% |
90% |
True |
False |
967 |
| 20 |
137.50 |
122.85 |
14.65 |
10.7% |
0.76 |
0.6% |
96% |
True |
False |
889 |
| 40 |
137.50 |
108.15 |
29.35 |
21.4% |
0.97 |
0.7% |
98% |
True |
False |
779 |
| 60 |
137.50 |
95.99 |
41.51 |
30.3% |
0.67 |
0.5% |
99% |
True |
False |
625 |
| 80 |
137.50 |
95.99 |
41.51 |
30.3% |
0.53 |
0.4% |
99% |
True |
False |
579 |
| 100 |
137.50 |
86.06 |
51.44 |
37.6% |
0.45 |
0.3% |
99% |
True |
False |
522 |
| 120 |
137.50 |
84.00 |
53.50 |
39.1% |
0.39 |
0.3% |
99% |
True |
False |
486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.05 |
|
2.618 |
140.30 |
|
1.618 |
139.23 |
|
1.000 |
138.57 |
|
0.618 |
138.16 |
|
HIGH |
137.50 |
|
0.618 |
137.09 |
|
0.500 |
136.97 |
|
0.382 |
136.84 |
|
LOW |
136.43 |
|
0.618 |
135.77 |
|
1.000 |
135.36 |
|
1.618 |
134.70 |
|
2.618 |
133.63 |
|
4.250 |
131.88 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.97 |
136.54 |
| PP |
136.96 |
136.15 |
| S1 |
136.95 |
135.75 |
|