NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
128.33 |
136.75 |
8.42 |
6.6% |
126.35 |
High |
138.28 |
137.93 |
-0.35 |
-0.3% |
138.28 |
Low |
128.00 |
132.97 |
4.97 |
3.9% |
122.37 |
Close |
137.88 |
134.43 |
-3.45 |
-2.5% |
137.88 |
Range |
10.28 |
4.96 |
-5.32 |
-51.8% |
15.91 |
ATR |
4.39 |
4.43 |
0.04 |
0.9% |
0.00 |
Volume |
46,301 |
89,719 |
43,418 |
93.8% |
174,157 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.99 |
147.17 |
137.16 |
|
R3 |
145.03 |
142.21 |
135.79 |
|
R2 |
140.07 |
140.07 |
135.34 |
|
R1 |
137.25 |
137.25 |
134.88 |
136.18 |
PP |
135.11 |
135.11 |
135.11 |
134.58 |
S1 |
132.29 |
132.29 |
133.98 |
131.22 |
S2 |
130.15 |
130.15 |
133.52 |
|
S3 |
125.19 |
127.33 |
133.07 |
|
S4 |
120.23 |
122.37 |
131.70 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
180.57 |
175.14 |
146.63 |
|
R3 |
164.66 |
159.23 |
142.26 |
|
R2 |
148.75 |
148.75 |
140.80 |
|
R1 |
143.32 |
143.32 |
139.34 |
146.04 |
PP |
132.84 |
132.84 |
132.84 |
134.20 |
S1 |
127.41 |
127.41 |
136.42 |
130.13 |
S2 |
116.93 |
116.93 |
134.96 |
|
S3 |
101.02 |
111.50 |
133.50 |
|
S4 |
85.11 |
95.59 |
129.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
138.28 |
122.37 |
15.91 |
11.8% |
5.60 |
4.2% |
76% |
False |
False |
47,376 |
10 |
138.28 |
122.37 |
15.91 |
11.8% |
5.04 |
3.8% |
76% |
False |
False |
44,697 |
20 |
138.28 |
120.05 |
18.23 |
13.6% |
4.43 |
3.3% |
79% |
False |
False |
44,095 |
40 |
138.28 |
105.64 |
32.64 |
24.3% |
3.71 |
2.8% |
88% |
False |
False |
33,212 |
60 |
138.28 |
95.83 |
42.45 |
31.6% |
3.52 |
2.6% |
91% |
False |
False |
29,674 |
80 |
138.28 |
92.81 |
45.47 |
33.8% |
3.24 |
2.4% |
92% |
False |
False |
28,364 |
100 |
138.28 |
83.90 |
54.38 |
40.5% |
3.01 |
2.2% |
93% |
False |
False |
26,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.01 |
2.618 |
150.92 |
1.618 |
145.96 |
1.000 |
142.89 |
0.618 |
141.00 |
HIGH |
137.93 |
0.618 |
136.04 |
0.500 |
135.45 |
0.382 |
134.86 |
LOW |
132.97 |
0.618 |
129.90 |
1.000 |
128.01 |
1.618 |
124.94 |
2.618 |
119.98 |
4.250 |
111.89 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
135.45 |
133.06 |
PP |
135.11 |
131.69 |
S1 |
134.77 |
130.33 |
|