NYMEX Light Sweet Crude Oil Future September 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 |
135.45 |
132.60 |
-2.85 |
-2.1% |
127.65 |
| High |
138.39 |
138.98 |
0.59 |
0.4% |
139.02 |
| Low |
131.60 |
132.21 |
0.61 |
0.5% |
122.27 |
| Close |
132.12 |
137.32 |
5.20 |
3.9% |
138.62 |
| Range |
6.79 |
6.77 |
-0.02 |
-0.3% |
16.75 |
| ATR |
4.63 |
4.79 |
0.16 |
3.4% |
0.00 |
| Volume |
56,043 |
67,867 |
11,824 |
21.1% |
222,025 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.48 |
153.67 |
141.04 |
|
| R3 |
149.71 |
146.90 |
139.18 |
|
| R2 |
142.94 |
142.94 |
138.56 |
|
| R1 |
140.13 |
140.13 |
137.94 |
141.54 |
| PP |
136.17 |
136.17 |
136.17 |
136.87 |
| S1 |
133.36 |
133.36 |
136.70 |
134.77 |
| S2 |
129.40 |
129.40 |
136.08 |
|
| S3 |
122.63 |
126.59 |
135.46 |
|
| S4 |
115.86 |
119.82 |
133.60 |
|
|
| 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 |
12.2% |
7.15 |
5.2% |
90% |
False |
False |
65,998 |
| 10 |
139.02 |
122.27 |
16.75 |
12.2% |
5.69 |
4.1% |
90% |
False |
False |
56,278 |
| 20 |
139.02 |
120.49 |
18.53 |
13.5% |
4.84 |
3.5% |
91% |
False |
False |
50,014 |
| 40 |
139.02 |
108.40 |
30.62 |
22.3% |
3.92 |
2.9% |
94% |
False |
False |
32,980 |
| 60 |
139.02 |
96.72 |
42.30 |
30.8% |
3.59 |
2.6% |
96% |
False |
False |
24,907 |
| 80 |
139.02 |
95.83 |
43.19 |
31.5% |
3.29 |
2.4% |
96% |
False |
False |
20,296 |
| 100 |
139.02 |
85.11 |
53.91 |
39.3% |
2.95 |
2.1% |
97% |
False |
False |
16,816 |
| 120 |
139.02 |
84.70 |
54.32 |
39.6% |
2.63 |
1.9% |
97% |
False |
False |
14,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.75 |
|
2.618 |
156.70 |
|
1.618 |
149.93 |
|
1.000 |
145.75 |
|
0.618 |
143.16 |
|
HIGH |
138.98 |
|
0.618 |
136.39 |
|
0.500 |
135.60 |
|
0.382 |
134.80 |
|
LOW |
132.21 |
|
0.618 |
128.03 |
|
1.000 |
125.44 |
|
1.618 |
121.26 |
|
2.618 |
114.49 |
|
4.250 |
103.44 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.75 |
136.64 |
| PP |
136.17 |
135.97 |
| S1 |
135.60 |
135.29 |
|