NYMEX Light Sweet Crude Oil Future November 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 |
122.43 |
128.43 |
6.00 |
4.9% |
127.11 |
| High |
128.34 |
138.28 |
9.94 |
7.7% |
138.28 |
| Low |
122.40 |
128.26 |
5.86 |
4.8% |
122.40 |
| Close |
128.21 |
138.15 |
9.94 |
7.8% |
138.15 |
| Range |
5.94 |
10.02 |
4.08 |
68.7% |
15.88 |
| ATR |
3.42 |
3.90 |
0.47 |
13.9% |
0.00 |
| Volume |
10,241 |
14,411 |
4,170 |
40.7% |
56,302 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.96 |
161.57 |
143.66 |
|
| R3 |
154.94 |
151.55 |
140.91 |
|
| R2 |
144.92 |
144.92 |
139.99 |
|
| R1 |
141.53 |
141.53 |
139.07 |
143.23 |
| PP |
134.90 |
134.90 |
134.90 |
135.74 |
| S1 |
131.51 |
131.51 |
137.23 |
133.21 |
| S2 |
124.88 |
124.88 |
136.31 |
|
| S3 |
114.86 |
121.49 |
135.39 |
|
| S4 |
104.84 |
111.47 |
132.64 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.58 |
175.25 |
146.88 |
|
| R3 |
164.70 |
159.37 |
142.52 |
|
| R2 |
148.82 |
148.82 |
141.06 |
|
| R1 |
143.49 |
143.49 |
139.61 |
146.16 |
| PP |
132.94 |
132.94 |
132.94 |
134.28 |
| S1 |
127.61 |
127.61 |
136.69 |
130.28 |
| S2 |
117.06 |
117.06 |
135.24 |
|
| S3 |
101.18 |
111.73 |
133.78 |
|
| S4 |
85.30 |
95.85 |
129.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.28 |
122.40 |
15.88 |
11.5% |
5.07 |
3.7% |
99% |
True |
False |
11,260 |
| 10 |
138.28 |
122.40 |
15.88 |
11.5% |
4.57 |
3.3% |
99% |
True |
False |
13,003 |
| 20 |
138.28 |
121.15 |
17.13 |
12.4% |
3.74 |
2.7% |
99% |
True |
False |
10,250 |
| 40 |
138.28 |
105.95 |
32.33 |
23.4% |
2.79 |
2.0% |
100% |
True |
False |
6,534 |
| 60 |
138.28 |
96.27 |
42.01 |
30.4% |
2.36 |
1.7% |
100% |
True |
False |
5,159 |
| 80 |
138.28 |
93.04 |
45.24 |
32.7% |
2.05 |
1.5% |
100% |
True |
False |
4,221 |
| 100 |
138.28 |
85.48 |
52.80 |
38.2% |
1.82 |
1.3% |
100% |
True |
False |
3,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
180.87 |
|
2.618 |
164.51 |
|
1.618 |
154.49 |
|
1.000 |
148.30 |
|
0.618 |
144.47 |
|
HIGH |
138.28 |
|
0.618 |
134.45 |
|
0.500 |
133.27 |
|
0.382 |
132.09 |
|
LOW |
128.26 |
|
0.618 |
122.07 |
|
1.000 |
118.24 |
|
1.618 |
112.05 |
|
2.618 |
102.03 |
|
4.250 |
85.68 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.52 |
135.55 |
| PP |
134.90 |
132.94 |
| S1 |
133.27 |
130.34 |
|