NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
132.35 |
137.72 |
5.37 |
4.1% |
127.11 |
| High |
139.14 |
138.19 |
-0.95 |
-0.7% |
138.28 |
| Low |
132.35 |
133.56 |
1.21 |
0.9% |
122.40 |
| Close |
137.51 |
137.96 |
0.45 |
0.3% |
138.15 |
| Range |
6.79 |
4.63 |
-2.16 |
-31.8% |
15.88 |
| ATR |
4.25 |
4.28 |
0.03 |
0.6% |
0.00 |
| Volume |
19,743 |
14,568 |
-5,175 |
-26.2% |
56,302 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.46 |
148.84 |
140.51 |
|
| R3 |
145.83 |
144.21 |
139.23 |
|
| R2 |
141.20 |
141.20 |
138.81 |
|
| R1 |
139.58 |
139.58 |
138.38 |
140.39 |
| PP |
136.57 |
136.57 |
136.57 |
136.98 |
| S1 |
134.95 |
134.95 |
137.54 |
135.76 |
| S2 |
131.94 |
131.94 |
137.11 |
|
| S3 |
127.31 |
130.32 |
136.69 |
|
| S4 |
122.68 |
125.69 |
135.41 |
|
|
| 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 |
139.14 |
128.26 |
10.88 |
7.9% |
6.19 |
4.5% |
89% |
False |
False |
19,770 |
| 10 |
139.14 |
122.40 |
16.74 |
12.1% |
4.89 |
3.5% |
93% |
False |
False |
15,363 |
| 20 |
139.14 |
121.15 |
17.99 |
13.0% |
4.48 |
3.2% |
93% |
False |
False |
13,150 |
| 40 |
139.14 |
107.60 |
31.54 |
22.9% |
3.24 |
2.4% |
96% |
False |
False |
8,499 |
| 60 |
139.14 |
96.27 |
42.87 |
31.1% |
2.64 |
1.9% |
97% |
False |
False |
6,411 |
| 80 |
139.14 |
95.37 |
43.77 |
31.7% |
2.26 |
1.6% |
97% |
False |
False |
5,227 |
| 100 |
139.14 |
85.48 |
53.66 |
38.9% |
1.99 |
1.4% |
98% |
False |
False |
4,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.87 |
|
2.618 |
150.31 |
|
1.618 |
145.68 |
|
1.000 |
142.82 |
|
0.618 |
141.05 |
|
HIGH |
138.19 |
|
0.618 |
136.42 |
|
0.500 |
135.88 |
|
0.382 |
135.33 |
|
LOW |
133.56 |
|
0.618 |
130.70 |
|
1.000 |
128.93 |
|
1.618 |
126.07 |
|
2.618 |
121.44 |
|
4.250 |
113.88 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.27 |
137.17 |
| PP |
136.57 |
136.39 |
| S1 |
135.88 |
135.60 |
|