NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
122.69 |
128.68 |
5.99 |
4.9% |
127.65 |
| High |
128.71 |
139.02 |
10.31 |
8.0% |
139.02 |
| Low |
122.27 |
128.31 |
6.04 |
4.9% |
122.27 |
| Close |
128.34 |
138.62 |
10.28 |
8.0% |
138.62 |
| Range |
6.44 |
10.71 |
4.27 |
66.3% |
16.75 |
| ATR |
3.92 |
4.40 |
0.49 |
12.4% |
0.00 |
| Volume |
49,781 |
53,352 |
3,571 |
7.2% |
222,025 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.45 |
163.74 |
144.51 |
|
| R3 |
156.74 |
153.03 |
141.57 |
|
| R2 |
146.03 |
146.03 |
140.58 |
|
| R1 |
142.32 |
142.32 |
139.60 |
144.18 |
| PP |
135.32 |
135.32 |
135.32 |
136.24 |
| S1 |
131.61 |
131.61 |
137.64 |
133.47 |
| S2 |
124.61 |
124.61 |
136.66 |
|
| S3 |
113.90 |
120.90 |
135.67 |
|
| S4 |
103.19 |
110.19 |
132.73 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183.55 |
177.84 |
147.83 |
|
| R3 |
166.80 |
161.09 |
143.23 |
|
| R2 |
150.05 |
150.05 |
141.69 |
|
| R1 |
144.34 |
144.34 |
140.16 |
147.20 |
| PP |
133.30 |
133.30 |
133.30 |
134.73 |
| S1 |
127.59 |
127.59 |
137.08 |
130.45 |
| S2 |
116.55 |
116.55 |
135.55 |
|
| S3 |
99.80 |
110.84 |
134.01 |
|
| S4 |
83.05 |
94.09 |
129.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.02 |
122.27 |
16.75 |
12.1% |
5.65 |
4.1% |
98% |
True |
False |
44,405 |
| 10 |
139.02 |
122.27 |
16.75 |
12.1% |
4.92 |
3.5% |
98% |
True |
False |
50,435 |
| 20 |
139.02 |
120.49 |
18.53 |
13.4% |
4.30 |
3.1% |
98% |
True |
False |
42,169 |
| 40 |
139.02 |
107.40 |
31.62 |
22.8% |
3.65 |
2.6% |
99% |
True |
False |
27,877 |
| 60 |
139.02 |
96.72 |
42.30 |
30.5% |
3.50 |
2.5% |
99% |
True |
False |
21,480 |
| 80 |
139.02 |
93.67 |
45.35 |
32.7% |
3.13 |
2.3% |
99% |
True |
False |
17,631 |
| 100 |
139.02 |
84.70 |
54.32 |
39.2% |
2.81 |
2.0% |
99% |
True |
False |
14,598 |
| 120 |
139.02 |
84.70 |
54.32 |
39.2% |
2.50 |
1.8% |
99% |
True |
False |
12,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
184.54 |
|
2.618 |
167.06 |
|
1.618 |
156.35 |
|
1.000 |
149.73 |
|
0.618 |
145.64 |
|
HIGH |
139.02 |
|
0.618 |
134.93 |
|
0.500 |
133.67 |
|
0.382 |
132.40 |
|
LOW |
128.31 |
|
0.618 |
121.69 |
|
1.000 |
117.60 |
|
1.618 |
110.98 |
|
2.618 |
100.27 |
|
4.250 |
82.79 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.97 |
135.96 |
| PP |
135.32 |
133.30 |
| S1 |
133.67 |
130.65 |
|