NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.32 |
132.35 |
-2.97 |
-2.2% |
127.11 |
| High |
137.75 |
139.14 |
1.39 |
1.0% |
138.28 |
| Low |
132.06 |
132.35 |
0.29 |
0.2% |
122.40 |
| Close |
132.16 |
137.51 |
5.35 |
4.0% |
138.15 |
| Range |
5.69 |
6.79 |
1.10 |
19.3% |
15.88 |
| ATR |
4.04 |
4.25 |
0.21 |
5.2% |
0.00 |
| Volume |
15,087 |
19,743 |
4,656 |
30.9% |
56,302 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.70 |
153.90 |
141.24 |
|
| R3 |
149.91 |
147.11 |
139.38 |
|
| R2 |
143.12 |
143.12 |
138.75 |
|
| R1 |
140.32 |
140.32 |
138.13 |
141.72 |
| PP |
136.33 |
136.33 |
136.33 |
137.04 |
| S1 |
133.53 |
133.53 |
136.89 |
134.93 |
| S2 |
129.54 |
129.54 |
136.27 |
|
| S3 |
122.75 |
126.74 |
135.64 |
|
| S4 |
115.96 |
119.95 |
133.78 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.58 |
175.25 |
146.88 |
|
| R3 |
164.70 |
159.37 |
142.52 |
|
| R2 |
148.82 |
148.82 |
141.06 |
|
| R1 |
143.49 |
143.49 |
139.61 |
146.16 |
| PP |
132.94 |
132.94 |
132.94 |
134.28 |
| S1 |
127.61 |
127.61 |
136.69 |
130.28 |
| S2 |
117.06 |
117.06 |
135.24 |
|
| S3 |
101.18 |
111.73 |
133.78 |
|
| S4 |
85.30 |
95.85 |
129.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.14 |
122.40 |
16.74 |
12.2% |
6.46 |
4.7% |
90% |
True |
False |
18,905 |
| 10 |
139.14 |
122.40 |
16.74 |
12.2% |
5.03 |
3.7% |
90% |
True |
False |
15,409 |
| 20 |
139.14 |
121.15 |
17.99 |
13.1% |
4.30 |
3.1% |
91% |
True |
False |
12,687 |
| 40 |
139.14 |
107.60 |
31.54 |
22.9% |
3.13 |
2.3% |
95% |
True |
False |
8,188 |
| 60 |
139.14 |
96.27 |
42.87 |
31.2% |
2.58 |
1.9% |
96% |
True |
False |
6,220 |
| 80 |
139.14 |
95.15 |
43.99 |
32.0% |
2.23 |
1.6% |
96% |
True |
False |
5,061 |
| 100 |
139.14 |
85.48 |
53.66 |
39.0% |
1.94 |
1.4% |
97% |
True |
False |
4,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.00 |
|
2.618 |
156.92 |
|
1.618 |
150.13 |
|
1.000 |
145.93 |
|
0.618 |
143.34 |
|
HIGH |
139.14 |
|
0.618 |
136.55 |
|
0.500 |
135.75 |
|
0.382 |
134.94 |
|
LOW |
132.35 |
|
0.618 |
128.15 |
|
1.000 |
125.56 |
|
1.618 |
121.36 |
|
2.618 |
114.57 |
|
4.250 |
103.49 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.92 |
136.87 |
| PP |
136.33 |
136.24 |
| S1 |
135.75 |
135.60 |
|