NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
136.75 |
135.08 |
-1.67 |
-1.2% |
126.35 |
High |
137.93 |
137.91 |
-0.02 |
0.0% |
138.28 |
Low |
132.97 |
131.72 |
-1.25 |
-0.9% |
122.37 |
Close |
134.43 |
132.07 |
-2.36 |
-1.8% |
137.88 |
Range |
4.96 |
6.19 |
1.23 |
24.8% |
15.91 |
ATR |
4.43 |
4.55 |
0.13 |
2.8% |
0.00 |
Volume |
89,719 |
37,890 |
-51,829 |
-57.8% |
174,157 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.47 |
148.46 |
135.47 |
|
R3 |
146.28 |
142.27 |
133.77 |
|
R2 |
140.09 |
140.09 |
133.20 |
|
R1 |
136.08 |
136.08 |
132.64 |
134.99 |
PP |
133.90 |
133.90 |
133.90 |
133.36 |
S1 |
129.89 |
129.89 |
131.50 |
128.80 |
S2 |
127.71 |
127.71 |
130.94 |
|
S3 |
121.52 |
123.70 |
130.37 |
|
S4 |
115.33 |
117.51 |
128.67 |
|
|
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 |
12.0% |
6.04 |
4.6% |
61% |
False |
False |
48,747 |
10 |
138.28 |
122.37 |
15.91 |
12.0% |
5.20 |
3.9% |
61% |
False |
False |
42,964 |
20 |
138.28 |
120.05 |
18.23 |
13.8% |
4.60 |
3.5% |
66% |
False |
False |
43,934 |
40 |
138.28 |
107.00 |
31.28 |
23.7% |
3.81 |
2.9% |
80% |
False |
False |
33,792 |
60 |
138.28 |
95.83 |
42.45 |
32.1% |
3.59 |
2.7% |
85% |
False |
False |
29,842 |
80 |
138.28 |
93.63 |
44.65 |
33.8% |
3.30 |
2.5% |
86% |
False |
False |
28,614 |
100 |
138.28 |
83.90 |
54.38 |
41.2% |
3.05 |
2.3% |
89% |
False |
False |
26,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.22 |
2.618 |
154.12 |
1.618 |
147.93 |
1.000 |
144.10 |
0.618 |
141.74 |
HIGH |
137.91 |
0.618 |
135.55 |
0.500 |
134.82 |
0.382 |
134.08 |
LOW |
131.72 |
0.618 |
127.89 |
1.000 |
125.53 |
1.618 |
121.70 |
2.618 |
115.51 |
4.250 |
105.41 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
134.82 |
133.14 |
PP |
133.90 |
132.78 |
S1 |
132.99 |
132.43 |
|