NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
123.67 |
131.13 |
7.46 |
6.0% |
125.26 |
| High |
127.99 |
137.90 |
9.91 |
7.7% |
137.90 |
| Low |
123.39 |
130.44 |
7.05 |
5.7% |
122.90 |
| Close |
127.99 |
137.56 |
9.57 |
7.5% |
137.56 |
| Range |
4.60 |
7.46 |
2.86 |
62.2% |
15.00 |
| ATR |
2.62 |
3.14 |
0.52 |
19.9% |
0.00 |
| Volume |
1,371 |
1,372 |
1 |
0.1% |
8,850 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.68 |
155.08 |
141.66 |
|
| R3 |
150.22 |
147.62 |
139.61 |
|
| R2 |
142.76 |
142.76 |
138.93 |
|
| R1 |
140.16 |
140.16 |
138.24 |
141.46 |
| PP |
135.30 |
135.30 |
135.30 |
135.95 |
| S1 |
132.70 |
132.70 |
136.88 |
134.00 |
| S2 |
127.84 |
127.84 |
136.19 |
|
| S3 |
120.38 |
125.24 |
135.51 |
|
| S4 |
112.92 |
117.78 |
133.46 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.79 |
172.67 |
145.81 |
|
| R3 |
162.79 |
157.67 |
141.69 |
|
| R2 |
147.79 |
147.79 |
140.31 |
|
| R1 |
142.67 |
142.67 |
138.94 |
145.23 |
| PP |
132.79 |
132.79 |
132.79 |
134.07 |
| S1 |
127.67 |
127.67 |
136.19 |
130.23 |
| S2 |
117.79 |
117.79 |
134.81 |
|
| S3 |
102.79 |
112.67 |
133.44 |
|
| S4 |
87.79 |
97.67 |
129.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.90 |
122.90 |
15.00 |
10.9% |
3.94 |
2.9% |
98% |
True |
False |
1,770 |
| 10 |
137.90 |
122.90 |
15.00 |
10.9% |
2.68 |
1.9% |
98% |
True |
False |
2,492 |
| 20 |
137.90 |
121.97 |
15.93 |
11.6% |
2.50 |
1.8% |
98% |
True |
False |
2,253 |
| 40 |
137.90 |
105.06 |
32.84 |
23.9% |
1.72 |
1.2% |
99% |
True |
False |
1,437 |
| 60 |
137.90 |
96.69 |
41.21 |
30.0% |
1.60 |
1.2% |
99% |
True |
False |
1,148 |
| 80 |
137.90 |
91.25 |
46.65 |
33.9% |
1.28 |
0.9% |
99% |
True |
False |
1,050 |
| 100 |
137.90 |
84.44 |
53.46 |
38.9% |
1.06 |
0.8% |
99% |
True |
False |
957 |
| 120 |
137.90 |
84.44 |
53.46 |
38.9% |
0.90 |
0.7% |
99% |
True |
False |
858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.61 |
|
2.618 |
157.43 |
|
1.618 |
149.97 |
|
1.000 |
145.36 |
|
0.618 |
142.51 |
|
HIGH |
137.90 |
|
0.618 |
135.05 |
|
0.500 |
134.17 |
|
0.382 |
133.29 |
|
LOW |
130.44 |
|
0.618 |
125.83 |
|
1.000 |
122.98 |
|
1.618 |
118.37 |
|
2.618 |
110.91 |
|
4.250 |
98.74 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.43 |
135.17 |
| PP |
135.30 |
132.79 |
| S1 |
134.17 |
130.40 |
|