NYMEX Light Sweet Crude Oil Future December 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 |
122.50 |
128.33 |
5.83 |
4.8% |
126.35 |
| High |
128.38 |
138.28 |
9.90 |
7.7% |
138.28 |
| Low |
122.37 |
128.00 |
5.63 |
4.6% |
122.37 |
| Close |
128.10 |
137.88 |
9.78 |
7.6% |
137.88 |
| Range |
6.01 |
10.28 |
4.27 |
71.0% |
15.91 |
| ATR |
3.93 |
4.39 |
0.45 |
11.5% |
0.00 |
| Volume |
35,220 |
46,301 |
11,081 |
31.5% |
174,157 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.56 |
162.00 |
143.53 |
|
| R3 |
155.28 |
151.72 |
140.71 |
|
| R2 |
145.00 |
145.00 |
139.76 |
|
| R1 |
141.44 |
141.44 |
138.82 |
143.22 |
| PP |
134.72 |
134.72 |
134.72 |
135.61 |
| S1 |
131.16 |
131.16 |
136.94 |
132.94 |
| S2 |
124.44 |
124.44 |
136.00 |
|
| S3 |
114.16 |
120.88 |
135.05 |
|
| S4 |
103.88 |
110.60 |
132.23 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
180.57 |
175.14 |
146.63 |
|
| R3 |
164.66 |
159.23 |
142.26 |
|
| R2 |
148.75 |
148.75 |
140.80 |
|
| R1 |
143.32 |
143.32 |
139.34 |
146.04 |
| PP |
132.84 |
132.84 |
132.84 |
134.20 |
| S1 |
127.41 |
127.41 |
136.42 |
130.13 |
| S2 |
116.93 |
116.93 |
134.96 |
|
| S3 |
101.02 |
111.50 |
133.50 |
|
| S4 |
85.11 |
95.59 |
129.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.28 |
122.37 |
15.91 |
11.5% |
5.43 |
3.9% |
97% |
True |
False |
34,831 |
| 10 |
138.28 |
122.37 |
15.91 |
11.5% |
4.85 |
3.5% |
97% |
True |
False |
44,493 |
| 20 |
138.28 |
120.05 |
18.23 |
13.2% |
4.33 |
3.1% |
98% |
True |
False |
41,454 |
| 40 |
138.28 |
105.18 |
33.10 |
24.0% |
3.62 |
2.6% |
99% |
True |
False |
31,493 |
| 60 |
138.28 |
95.83 |
42.45 |
30.8% |
3.47 |
2.5% |
99% |
True |
False |
28,720 |
| 80 |
138.28 |
92.25 |
46.03 |
33.4% |
3.20 |
2.3% |
99% |
True |
False |
27,400 |
| 100 |
138.28 |
83.90 |
54.38 |
39.4% |
2.98 |
2.2% |
99% |
True |
False |
25,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
181.97 |
|
2.618 |
165.19 |
|
1.618 |
154.91 |
|
1.000 |
148.56 |
|
0.618 |
144.63 |
|
HIGH |
138.28 |
|
0.618 |
134.35 |
|
0.500 |
133.14 |
|
0.382 |
131.93 |
|
LOW |
128.00 |
|
0.618 |
121.65 |
|
1.000 |
117.72 |
|
1.618 |
111.37 |
|
2.618 |
101.09 |
|
4.250 |
84.31 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.30 |
135.36 |
| PP |
134.72 |
132.84 |
| S1 |
133.14 |
130.33 |
|