NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
137.32 |
135.32 |
-2.00 |
-1.5% |
127.11 |
| High |
137.83 |
137.75 |
-0.08 |
-0.1% |
138.28 |
| Low |
133.99 |
132.06 |
-1.93 |
-1.4% |
122.40 |
| Close |
134.62 |
132.16 |
-2.46 |
-1.8% |
138.15 |
| Range |
3.84 |
5.69 |
1.85 |
48.2% |
15.88 |
| ATR |
3.91 |
4.04 |
0.13 |
3.2% |
0.00 |
| Volume |
35,045 |
15,087 |
-19,958 |
-56.9% |
56,302 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.06 |
147.30 |
135.29 |
|
| R3 |
145.37 |
141.61 |
133.72 |
|
| R2 |
139.68 |
139.68 |
133.20 |
|
| R1 |
135.92 |
135.92 |
132.68 |
134.96 |
| PP |
133.99 |
133.99 |
133.99 |
133.51 |
| S1 |
130.23 |
130.23 |
131.64 |
129.27 |
| S2 |
128.30 |
128.30 |
131.12 |
|
| S3 |
122.61 |
124.54 |
130.60 |
|
| S4 |
116.92 |
118.85 |
129.03 |
|
|
| 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 |
12.0% |
5.68 |
4.3% |
61% |
False |
False |
17,857 |
| 10 |
138.28 |
122.40 |
15.88 |
12.0% |
4.79 |
3.6% |
61% |
False |
False |
14,320 |
| 20 |
138.28 |
121.15 |
17.13 |
13.0% |
4.05 |
3.1% |
64% |
False |
False |
12,075 |
| 40 |
138.28 |
107.60 |
30.68 |
23.2% |
3.01 |
2.3% |
80% |
False |
False |
7,711 |
| 60 |
138.28 |
96.27 |
42.01 |
31.8% |
2.49 |
1.9% |
85% |
False |
False |
5,932 |
| 80 |
138.28 |
93.75 |
44.53 |
33.7% |
2.16 |
1.6% |
86% |
False |
False |
4,828 |
| 100 |
138.28 |
85.48 |
52.80 |
40.0% |
1.88 |
1.4% |
88% |
False |
False |
3,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.93 |
|
2.618 |
152.65 |
|
1.618 |
146.96 |
|
1.000 |
143.44 |
|
0.618 |
141.27 |
|
HIGH |
137.75 |
|
0.618 |
135.58 |
|
0.500 |
134.91 |
|
0.382 |
134.23 |
|
LOW |
132.06 |
|
0.618 |
128.54 |
|
1.000 |
126.37 |
|
1.618 |
122.85 |
|
2.618 |
117.16 |
|
4.250 |
107.88 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134.91 |
133.27 |
| PP |
133.99 |
132.90 |
| S1 |
133.08 |
132.53 |
|