NYMEX Light Sweet Crude Oil Future February 2009
| 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 |
126.47 |
133.55 |
7.08 |
5.6% |
126.25 |
| High |
126.47 |
135.55 |
9.08 |
7.2% |
135.55 |
| Low |
126.47 |
133.55 |
7.08 |
5.6% |
122.85 |
| Close |
127.85 |
137.24 |
9.39 |
7.3% |
137.24 |
| Range |
0.00 |
2.00 |
2.00 |
|
12.70 |
| ATR |
1.92 |
2.33 |
0.41 |
21.5% |
0.00 |
| Volume |
577 |
405 |
-172 |
-29.8% |
3,312 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.45 |
141.34 |
138.34 |
|
| R3 |
139.45 |
139.34 |
137.79 |
|
| R2 |
137.45 |
137.45 |
137.61 |
|
| R1 |
137.34 |
137.34 |
137.42 |
137.40 |
| PP |
135.45 |
135.45 |
135.45 |
135.47 |
| S1 |
135.34 |
135.34 |
137.06 |
135.40 |
| S2 |
133.45 |
133.45 |
136.87 |
|
| S3 |
131.45 |
133.34 |
136.69 |
|
| S4 |
129.45 |
131.34 |
136.14 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.98 |
166.31 |
144.23 |
|
| R3 |
157.28 |
153.61 |
140.73 |
|
| R2 |
144.58 |
144.58 |
139.57 |
|
| R1 |
140.91 |
140.91 |
138.40 |
142.75 |
| PP |
131.88 |
131.88 |
131.88 |
132.80 |
| S1 |
128.21 |
128.21 |
136.08 |
130.05 |
| S2 |
119.18 |
119.18 |
134.91 |
|
| S3 |
106.48 |
115.51 |
133.75 |
|
| S4 |
93.78 |
102.81 |
130.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.55 |
122.85 |
12.70 |
9.3% |
0.55 |
0.4% |
113% |
True |
False |
662 |
| 10 |
135.55 |
122.85 |
12.70 |
9.3% |
0.70 |
0.5% |
113% |
True |
False |
845 |
| 20 |
135.70 |
121.78 |
13.92 |
10.1% |
1.18 |
0.9% |
111% |
False |
False |
806 |
| 40 |
135.70 |
105.34 |
30.36 |
22.1% |
0.77 |
0.6% |
105% |
False |
False |
619 |
| 60 |
135.70 |
95.99 |
39.71 |
28.9% |
0.53 |
0.4% |
104% |
False |
False |
550 |
| 80 |
135.70 |
91.39 |
44.31 |
32.3% |
0.43 |
0.3% |
103% |
False |
False |
509 |
| 100 |
135.70 |
84.00 |
51.70 |
37.7% |
0.36 |
0.3% |
103% |
False |
False |
451 |
| 120 |
135.70 |
84.00 |
51.70 |
37.7% |
0.32 |
0.2% |
103% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.05 |
|
2.618 |
140.79 |
|
1.618 |
138.79 |
|
1.000 |
137.55 |
|
0.618 |
136.79 |
|
HIGH |
135.55 |
|
0.618 |
134.79 |
|
0.500 |
134.55 |
|
0.382 |
134.31 |
|
LOW |
133.55 |
|
0.618 |
132.31 |
|
1.000 |
131.55 |
|
1.618 |
130.31 |
|
2.618 |
128.31 |
|
4.250 |
125.05 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.34 |
134.56 |
| PP |
135.45 |
131.88 |
| S1 |
134.55 |
129.20 |
|