NYMEX Light Sweet Crude Oil Future October 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 |
122.84 |
128.36 |
5.52 |
4.5% |
127.50 |
| High |
128.90 |
138.61 |
9.71 |
7.5% |
138.61 |
| Low |
122.32 |
128.33 |
6.01 |
4.9% |
122.32 |
| Close |
128.30 |
138.40 |
10.10 |
7.9% |
138.40 |
| Range |
6.58 |
10.28 |
3.70 |
56.2% |
16.29 |
| ATR |
3.81 |
4.27 |
0.46 |
12.2% |
0.00 |
| Volume |
22,308 |
19,862 |
-2,446 |
-11.0% |
108,172 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.95 |
162.46 |
144.05 |
|
| R3 |
155.67 |
152.18 |
141.23 |
|
| R2 |
145.39 |
145.39 |
140.28 |
|
| R1 |
141.90 |
141.90 |
139.34 |
143.65 |
| PP |
135.11 |
135.11 |
135.11 |
135.99 |
| S1 |
131.62 |
131.62 |
137.46 |
133.37 |
| S2 |
124.83 |
124.83 |
136.52 |
|
| S3 |
114.55 |
121.34 |
135.57 |
|
| S4 |
104.27 |
111.06 |
132.75 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.98 |
176.48 |
147.36 |
|
| R3 |
165.69 |
160.19 |
142.88 |
|
| R2 |
149.40 |
149.40 |
141.39 |
|
| R1 |
143.90 |
143.90 |
139.89 |
146.65 |
| PP |
133.11 |
133.11 |
133.11 |
134.49 |
| S1 |
127.61 |
127.61 |
136.91 |
130.36 |
| S2 |
116.82 |
116.82 |
135.41 |
|
| S3 |
100.53 |
111.32 |
133.92 |
|
| S4 |
84.24 |
95.03 |
129.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.61 |
122.32 |
16.29 |
11.8% |
5.49 |
4.0% |
99% |
True |
False |
21,634 |
| 10 |
138.61 |
122.32 |
16.29 |
11.8% |
4.89 |
3.5% |
99% |
True |
False |
24,295 |
| 20 |
138.61 |
120.30 |
18.31 |
13.2% |
4.16 |
3.0% |
99% |
True |
False |
18,453 |
| 40 |
138.61 |
106.72 |
31.89 |
23.0% |
3.44 |
2.5% |
99% |
True |
False |
12,014 |
| 60 |
138.61 |
96.67 |
41.94 |
30.3% |
3.05 |
2.2% |
99% |
True |
False |
9,567 |
| 80 |
138.61 |
93.10 |
45.51 |
32.9% |
2.67 |
1.9% |
100% |
True |
False |
7,696 |
| 100 |
138.61 |
84.60 |
54.01 |
39.0% |
2.35 |
1.7% |
100% |
True |
False |
6,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
182.30 |
|
2.618 |
165.52 |
|
1.618 |
155.24 |
|
1.000 |
148.89 |
|
0.618 |
144.96 |
|
HIGH |
138.61 |
|
0.618 |
134.68 |
|
0.500 |
133.47 |
|
0.382 |
132.26 |
|
LOW |
128.33 |
|
0.618 |
121.98 |
|
1.000 |
118.05 |
|
1.618 |
111.70 |
|
2.618 |
101.42 |
|
4.250 |
84.64 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.76 |
135.76 |
| PP |
135.11 |
133.11 |
| S1 |
133.47 |
130.47 |
|