NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.08 |
132.23 |
-2.85 |
-2.1% |
126.35 |
| High |
137.91 |
139.04 |
1.13 |
0.8% |
138.28 |
| Low |
131.72 |
132.00 |
0.28 |
0.2% |
122.37 |
| Close |
132.07 |
137.43 |
5.36 |
4.1% |
137.88 |
| Range |
6.19 |
7.04 |
0.85 |
13.7% |
15.91 |
| ATR |
4.55 |
4.73 |
0.18 |
3.9% |
0.00 |
| Volume |
37,890 |
45,503 |
7,613 |
20.1% |
174,157 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.28 |
154.39 |
141.30 |
|
| R3 |
150.24 |
147.35 |
139.37 |
|
| R2 |
143.20 |
143.20 |
138.72 |
|
| R1 |
140.31 |
140.31 |
138.08 |
141.76 |
| PP |
136.16 |
136.16 |
136.16 |
136.88 |
| S1 |
133.27 |
133.27 |
136.78 |
134.72 |
| S2 |
129.12 |
129.12 |
136.14 |
|
| S3 |
122.08 |
126.23 |
135.49 |
|
| S4 |
115.04 |
119.19 |
133.56 |
|
|
| 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 |
139.04 |
122.37 |
16.67 |
12.1% |
6.90 |
5.0% |
90% |
True |
False |
50,926 |
| 10 |
139.04 |
122.37 |
16.67 |
12.1% |
5.47 |
4.0% |
90% |
True |
False |
43,876 |
| 20 |
139.04 |
120.05 |
18.99 |
13.8% |
4.79 |
3.5% |
92% |
True |
False |
44,376 |
| 40 |
139.04 |
107.00 |
32.04 |
23.3% |
3.94 |
2.9% |
95% |
True |
False |
34,684 |
| 60 |
139.04 |
95.83 |
43.21 |
31.4% |
3.58 |
2.6% |
96% |
True |
False |
30,250 |
| 80 |
139.04 |
93.63 |
45.41 |
33.0% |
3.38 |
2.5% |
96% |
True |
False |
28,958 |
| 100 |
139.04 |
83.90 |
55.14 |
40.1% |
3.10 |
2.3% |
97% |
True |
False |
26,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.96 |
|
2.618 |
157.47 |
|
1.618 |
150.43 |
|
1.000 |
146.08 |
|
0.618 |
143.39 |
|
HIGH |
139.04 |
|
0.618 |
136.35 |
|
0.500 |
135.52 |
|
0.382 |
134.69 |
|
LOW |
132.00 |
|
0.618 |
127.65 |
|
1.000 |
124.96 |
|
1.618 |
120.61 |
|
2.618 |
113.57 |
|
4.250 |
102.08 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.79 |
136.75 |
| PP |
136.16 |
136.06 |
| S1 |
135.52 |
135.38 |
|