NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
128.43 |
137.32 |
8.89 |
6.9% |
127.11 |
| High |
138.28 |
137.83 |
-0.45 |
-0.3% |
138.28 |
| Low |
128.26 |
133.99 |
5.73 |
4.5% |
122.40 |
| Close |
138.15 |
134.62 |
-3.53 |
-2.6% |
138.15 |
| Range |
10.02 |
3.84 |
-6.18 |
-61.7% |
15.88 |
| ATR |
3.90 |
3.91 |
0.02 |
0.5% |
0.00 |
| Volume |
14,411 |
35,045 |
20,634 |
143.2% |
56,302 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.00 |
144.65 |
136.73 |
|
| R3 |
143.16 |
140.81 |
135.68 |
|
| R2 |
139.32 |
139.32 |
135.32 |
|
| R1 |
136.97 |
136.97 |
134.97 |
136.23 |
| PP |
135.48 |
135.48 |
135.48 |
135.11 |
| S1 |
133.13 |
133.13 |
134.27 |
132.39 |
| S2 |
131.64 |
131.64 |
133.92 |
|
| S3 |
127.80 |
129.29 |
133.56 |
|
| S4 |
123.96 |
125.45 |
132.51 |
|
|
| 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 |
11.8% |
5.15 |
3.8% |
77% |
False |
False |
16,549 |
| 10 |
138.28 |
122.40 |
15.88 |
11.8% |
4.67 |
3.5% |
77% |
False |
False |
14,288 |
| 20 |
138.28 |
121.15 |
17.13 |
12.7% |
3.86 |
2.9% |
79% |
False |
False |
11,678 |
| 40 |
138.28 |
107.52 |
30.76 |
22.8% |
2.88 |
2.1% |
88% |
False |
False |
7,349 |
| 60 |
138.28 |
96.27 |
42.01 |
31.2% |
2.42 |
1.8% |
91% |
False |
False |
5,711 |
| 80 |
138.28 |
93.75 |
44.53 |
33.1% |
2.10 |
1.6% |
92% |
False |
False |
4,652 |
| 100 |
138.28 |
85.48 |
52.80 |
39.2% |
1.85 |
1.4% |
93% |
False |
False |
3,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.15 |
|
2.618 |
147.88 |
|
1.618 |
144.04 |
|
1.000 |
141.67 |
|
0.618 |
140.20 |
|
HIGH |
137.83 |
|
0.618 |
136.36 |
|
0.500 |
135.91 |
|
0.382 |
135.46 |
|
LOW |
133.99 |
|
0.618 |
131.62 |
|
1.000 |
130.15 |
|
1.618 |
127.78 |
|
2.618 |
123.94 |
|
4.250 |
117.67 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.91 |
133.19 |
| PP |
135.48 |
131.77 |
| S1 |
135.05 |
130.34 |
|