NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
133.96 |
131.75 |
-2.21 |
-1.6% |
126.25 |
| High |
133.96 |
131.75 |
-2.21 |
-1.6% |
135.55 |
| Low |
133.96 |
131.75 |
-2.21 |
-1.6% |
122.85 |
| Close |
133.96 |
131.75 |
-2.21 |
-1.6% |
137.24 |
| Range |
|
|
|
|
|
| ATR |
2.40 |
2.39 |
-0.01 |
-0.6% |
0.00 |
| Volume |
1,023 |
1,069 |
46 |
4.5% |
3,312 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
131.75 |
131.75 |
|
| R3 |
131.75 |
131.75 |
131.75 |
|
| R2 |
131.75 |
131.75 |
131.75 |
|
| R1 |
131.75 |
131.75 |
131.75 |
131.75 |
| PP |
131.75 |
131.75 |
131.75 |
131.75 |
| S1 |
131.75 |
131.75 |
131.75 |
131.75 |
| S2 |
131.75 |
131.75 |
131.75 |
|
| S3 |
131.75 |
131.75 |
131.75 |
|
| S4 |
131.75 |
131.75 |
131.75 |
|
|
| 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 |
9.6% |
0.40 |
0.3% |
70% |
False |
False |
766 |
| 10 |
135.55 |
122.85 |
12.70 |
9.6% |
0.61 |
0.5% |
70% |
False |
False |
827 |
| 20 |
135.70 |
121.82 |
13.88 |
10.5% |
1.08 |
0.8% |
72% |
False |
False |
805 |
| 40 |
135.70 |
107.85 |
27.85 |
21.1% |
0.77 |
0.6% |
86% |
False |
False |
639 |
| 60 |
135.70 |
95.99 |
39.71 |
30.1% |
0.52 |
0.4% |
90% |
False |
False |
537 |
| 80 |
135.70 |
92.96 |
42.74 |
32.4% |
0.43 |
0.3% |
91% |
False |
False |
533 |
| 100 |
135.70 |
84.00 |
51.70 |
39.2% |
0.36 |
0.3% |
92% |
False |
False |
463 |
| 120 |
135.70 |
84.00 |
51.70 |
39.2% |
0.31 |
0.2% |
92% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.75 |
|
2.618 |
131.75 |
|
1.618 |
131.75 |
|
1.000 |
131.75 |
|
0.618 |
131.75 |
|
HIGH |
131.75 |
|
0.618 |
131.75 |
|
0.500 |
131.75 |
|
0.382 |
131.75 |
|
LOW |
131.75 |
|
0.618 |
131.75 |
|
1.000 |
131.75 |
|
1.618 |
131.75 |
|
2.618 |
131.75 |
|
4.250 |
131.75 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.75 |
133.65 |
| PP |
131.75 |
133.02 |
| S1 |
131.75 |
132.38 |
|