NYMEX Light Sweet Crude Oil Future August 2008
| 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 |
122.47 |
136.09 |
13.62 |
11.1% |
127.66 |
| High |
128.70 |
139.22 |
10.52 |
8.2% |
139.22 |
| Low |
122.05 |
128.14 |
6.09 |
5.0% |
122.05 |
| Close |
128.18 |
138.70 |
10.52 |
8.2% |
138.70 |
| Range |
6.65 |
11.08 |
4.43 |
66.6% |
17.17 |
| ATR |
4.03 |
4.53 |
0.50 |
12.5% |
0.00 |
| Volume |
107,320 |
126,201 |
18,881 |
17.6% |
500,831 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.59 |
164.73 |
144.79 |
|
| R3 |
157.51 |
153.65 |
141.75 |
|
| R2 |
146.43 |
146.43 |
140.73 |
|
| R1 |
142.57 |
142.57 |
139.72 |
144.50 |
| PP |
135.35 |
135.35 |
135.35 |
136.32 |
| S1 |
131.49 |
131.49 |
137.68 |
133.42 |
| S2 |
124.27 |
124.27 |
136.67 |
|
| S3 |
113.19 |
120.41 |
135.65 |
|
| S4 |
102.11 |
109.33 |
132.61 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
184.83 |
178.94 |
148.14 |
|
| R3 |
167.66 |
161.77 |
143.42 |
|
| R2 |
150.49 |
150.49 |
141.85 |
|
| R1 |
144.60 |
144.60 |
140.27 |
147.55 |
| PP |
133.32 |
133.32 |
133.32 |
134.80 |
| S1 |
127.43 |
127.43 |
137.13 |
130.38 |
| S2 |
116.15 |
116.15 |
135.55 |
|
| S3 |
98.98 |
110.26 |
133.98 |
|
| S4 |
81.81 |
93.09 |
129.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.22 |
122.05 |
17.17 |
12.4% |
5.81 |
4.2% |
97% |
True |
False |
100,166 |
| 10 |
139.22 |
122.05 |
17.17 |
12.4% |
5.16 |
3.7% |
97% |
True |
False |
106,393 |
| 20 |
139.22 |
120.61 |
18.61 |
13.4% |
4.43 |
3.2% |
97% |
True |
False |
86,935 |
| 40 |
139.22 |
107.90 |
31.32 |
22.6% |
3.74 |
2.7% |
98% |
True |
False |
55,336 |
| 60 |
139.22 |
97.33 |
41.89 |
30.2% |
3.61 |
2.6% |
99% |
True |
False |
40,861 |
| 80 |
139.22 |
93.61 |
45.61 |
32.9% |
3.28 |
2.4% |
99% |
True |
False |
32,259 |
| 100 |
139.22 |
84.33 |
54.89 |
39.6% |
2.98 |
2.1% |
99% |
True |
False |
26,529 |
| 120 |
139.22 |
84.33 |
54.89 |
39.6% |
2.68 |
1.9% |
99% |
True |
False |
22,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
186.31 |
|
2.618 |
168.23 |
|
1.618 |
157.15 |
|
1.000 |
150.30 |
|
0.618 |
146.07 |
|
HIGH |
139.22 |
|
0.618 |
134.99 |
|
0.500 |
133.68 |
|
0.382 |
132.37 |
|
LOW |
128.14 |
|
0.618 |
121.29 |
|
1.000 |
117.06 |
|
1.618 |
110.21 |
|
2.618 |
99.13 |
|
4.250 |
81.05 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.03 |
136.01 |
| PP |
135.35 |
133.32 |
| S1 |
133.68 |
130.64 |
|