NYMEX Light Sweet Crude Oil Future September 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 |
137.52 |
135.45 |
-2.07 |
-1.5% |
127.65 |
| High |
138.39 |
138.39 |
0.00 |
0.0% |
139.02 |
| Low |
133.34 |
131.60 |
-1.74 |
-1.3% |
122.27 |
| Close |
134.85 |
132.12 |
-2.73 |
-2.0% |
138.62 |
| Range |
5.05 |
6.79 |
1.74 |
34.5% |
16.75 |
| ATR |
4.46 |
4.63 |
0.17 |
3.7% |
0.00 |
| Volume |
102,950 |
56,043 |
-46,907 |
-45.6% |
222,025 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.41 |
150.05 |
135.85 |
|
| R3 |
147.62 |
143.26 |
133.99 |
|
| R2 |
140.83 |
140.83 |
133.36 |
|
| R1 |
136.47 |
136.47 |
132.74 |
135.26 |
| PP |
134.04 |
134.04 |
134.04 |
133.43 |
| S1 |
129.68 |
129.68 |
131.50 |
128.47 |
| S2 |
127.25 |
127.25 |
130.88 |
|
| S3 |
120.46 |
122.89 |
130.25 |
|
| S4 |
113.67 |
116.10 |
128.39 |
|
|
| 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 |
12.7% |
6.41 |
4.9% |
59% |
False |
False |
60,143 |
| 10 |
139.02 |
122.27 |
16.75 |
12.7% |
5.50 |
4.2% |
59% |
False |
False |
53,786 |
| 20 |
139.02 |
120.49 |
18.53 |
14.0% |
4.59 |
3.5% |
63% |
False |
False |
47,483 |
| 40 |
139.02 |
108.40 |
30.62 |
23.2% |
3.81 |
2.9% |
77% |
False |
False |
31,550 |
| 60 |
139.02 |
96.72 |
42.30 |
32.0% |
3.57 |
2.7% |
84% |
False |
False |
23,919 |
| 80 |
139.02 |
94.46 |
44.56 |
33.7% |
3.24 |
2.5% |
85% |
False |
False |
19,489 |
| 100 |
139.02 |
84.70 |
54.32 |
41.1% |
2.91 |
2.2% |
87% |
False |
False |
16,168 |
| 120 |
139.02 |
84.70 |
54.32 |
41.1% |
2.58 |
2.0% |
87% |
False |
False |
13,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.25 |
|
2.618 |
156.17 |
|
1.618 |
149.38 |
|
1.000 |
145.18 |
|
0.618 |
142.59 |
|
HIGH |
138.39 |
|
0.618 |
135.80 |
|
0.500 |
135.00 |
|
0.382 |
134.19 |
|
LOW |
131.60 |
|
0.618 |
127.40 |
|
1.000 |
124.81 |
|
1.618 |
120.61 |
|
2.618 |
113.82 |
|
4.250 |
102.74 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.00 |
133.67 |
| PP |
134.04 |
133.15 |
| S1 |
133.08 |
132.64 |
|