NYMEX Light Sweet Crude Oil Future December 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 |
132.23 |
137.70 |
5.47 |
4.1% |
126.35 |
| High |
139.04 |
138.32 |
-0.72 |
-0.5% |
138.28 |
| Low |
132.00 |
133.30 |
1.30 |
1.0% |
122.37 |
| Close |
137.43 |
137.91 |
0.48 |
0.3% |
137.88 |
| Range |
7.04 |
5.02 |
-2.02 |
-28.7% |
15.91 |
| ATR |
4.73 |
4.75 |
0.02 |
0.4% |
0.00 |
| Volume |
45,503 |
41,901 |
-3,602 |
-7.9% |
174,157 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.57 |
149.76 |
140.67 |
|
| R3 |
146.55 |
144.74 |
139.29 |
|
| R2 |
141.53 |
141.53 |
138.83 |
|
| R1 |
139.72 |
139.72 |
138.37 |
140.63 |
| PP |
136.51 |
136.51 |
136.51 |
136.96 |
| S1 |
134.70 |
134.70 |
137.45 |
135.61 |
| S2 |
131.49 |
131.49 |
136.99 |
|
| S3 |
126.47 |
129.68 |
136.53 |
|
| S4 |
121.45 |
124.66 |
135.15 |
|
|
| 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 |
128.00 |
11.04 |
8.0% |
6.70 |
4.9% |
90% |
False |
False |
52,262 |
| 10 |
139.04 |
122.37 |
16.67 |
12.1% |
5.37 |
3.9% |
93% |
False |
False |
43,335 |
| 20 |
139.04 |
120.05 |
18.99 |
13.8% |
4.97 |
3.6% |
94% |
False |
False |
45,090 |
| 40 |
139.04 |
107.00 |
32.04 |
23.2% |
4.00 |
2.9% |
96% |
False |
False |
35,386 |
| 60 |
139.04 |
95.83 |
43.21 |
31.3% |
3.59 |
2.6% |
97% |
False |
False |
30,446 |
| 80 |
139.04 |
94.78 |
44.26 |
32.1% |
3.40 |
2.5% |
97% |
False |
False |
29,247 |
| 100 |
139.04 |
84.50 |
54.54 |
39.5% |
3.12 |
2.3% |
98% |
False |
False |
26,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.66 |
|
2.618 |
151.46 |
|
1.618 |
146.44 |
|
1.000 |
143.34 |
|
0.618 |
141.42 |
|
HIGH |
138.32 |
|
0.618 |
136.40 |
|
0.500 |
135.81 |
|
0.382 |
135.22 |
|
LOW |
133.30 |
|
0.618 |
130.20 |
|
1.000 |
128.28 |
|
1.618 |
125.18 |
|
2.618 |
120.16 |
|
4.250 |
111.97 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.21 |
137.07 |
| PP |
136.51 |
136.22 |
| S1 |
135.81 |
135.38 |
|