NYMEX Light Sweet Crude Oil Future July 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 |
131.79 |
136.54 |
4.75 |
3.6% |
127.63 |
| High |
138.30 |
137.46 |
-0.84 |
-0.6% |
139.12 |
| Low |
131.35 |
131.55 |
0.20 |
0.2% |
121.61 |
| Close |
136.38 |
136.74 |
0.36 |
0.3% |
138.54 |
| Range |
6.95 |
5.91 |
-1.04 |
-15.0% |
17.51 |
| ATR |
5.04 |
5.11 |
0.06 |
1.2% |
0.00 |
| Volume |
394,361 |
374,434 |
-19,927 |
-5.1% |
1,584,186 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.98 |
150.77 |
139.99 |
|
| R3 |
147.07 |
144.86 |
138.37 |
|
| R2 |
141.16 |
141.16 |
137.82 |
|
| R1 |
138.95 |
138.95 |
137.28 |
140.06 |
| PP |
135.25 |
135.25 |
135.25 |
135.80 |
| S1 |
133.04 |
133.04 |
136.20 |
134.15 |
| S2 |
129.34 |
129.34 |
135.66 |
|
| S3 |
123.43 |
127.13 |
135.11 |
|
| S4 |
117.52 |
121.22 |
133.49 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
185.62 |
179.59 |
148.17 |
|
| R3 |
168.11 |
162.08 |
143.36 |
|
| R2 |
150.60 |
150.60 |
141.75 |
|
| R1 |
144.57 |
144.57 |
140.15 |
147.59 |
| PP |
133.09 |
133.09 |
133.09 |
134.60 |
| S1 |
127.06 |
127.06 |
136.93 |
130.08 |
| S2 |
115.58 |
115.58 |
135.33 |
|
| S3 |
98.07 |
109.55 |
133.72 |
|
| S4 |
80.56 |
92.04 |
128.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.12 |
127.81 |
11.31 |
8.3% |
7.32 |
5.4% |
79% |
False |
False |
391,894 |
| 10 |
139.12 |
121.61 |
17.51 |
12.8% |
5.85 |
4.3% |
86% |
False |
False |
363,455 |
| 20 |
139.12 |
121.61 |
17.51 |
12.8% |
5.08 |
3.7% |
86% |
False |
False |
342,094 |
| 40 |
139.12 |
109.59 |
29.53 |
21.6% |
4.28 |
3.1% |
92% |
False |
False |
223,256 |
| 60 |
139.12 |
97.58 |
41.54 |
30.4% |
3.93 |
2.9% |
94% |
False |
False |
162,064 |
| 80 |
139.12 |
96.06 |
43.06 |
31.5% |
3.72 |
2.7% |
94% |
False |
False |
125,729 |
| 100 |
139.12 |
85.45 |
53.67 |
39.2% |
3.39 |
2.5% |
96% |
False |
False |
102,009 |
| 120 |
139.12 |
85.17 |
53.95 |
39.5% |
3.09 |
2.3% |
96% |
False |
False |
85,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.58 |
|
2.618 |
152.93 |
|
1.618 |
147.02 |
|
1.000 |
143.37 |
|
0.618 |
141.11 |
|
HIGH |
137.46 |
|
0.618 |
135.20 |
|
0.500 |
134.51 |
|
0.382 |
133.81 |
|
LOW |
131.55 |
|
0.618 |
127.90 |
|
1.000 |
125.64 |
|
1.618 |
121.99 |
|
2.618 |
116.08 |
|
4.250 |
106.43 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.00 |
136.01 |
| PP |
135.25 |
135.28 |
| S1 |
134.51 |
134.55 |
|