NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
135.48 |
132.35 |
-3.13 |
-2.3% |
127.66 |
| High |
138.38 |
138.85 |
0.47 |
0.3% |
139.22 |
| Low |
131.33 |
131.91 |
0.58 |
0.4% |
122.05 |
| Close |
131.86 |
136.98 |
5.12 |
3.9% |
138.70 |
| Range |
7.05 |
6.94 |
-0.11 |
-1.6% |
17.17 |
| ATR |
4.76 |
4.92 |
0.16 |
3.3% |
0.00 |
| Volume |
135,735 |
163,347 |
27,612 |
20.3% |
500,831 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.73 |
153.80 |
140.80 |
|
| R3 |
149.79 |
146.86 |
138.89 |
|
| R2 |
142.85 |
142.85 |
138.25 |
|
| R1 |
139.92 |
139.92 |
137.62 |
141.39 |
| PP |
135.91 |
135.91 |
135.91 |
136.65 |
| S1 |
132.98 |
132.98 |
136.34 |
134.45 |
| S2 |
128.97 |
128.97 |
135.71 |
|
| S3 |
122.03 |
126.04 |
135.07 |
|
| S4 |
115.09 |
119.10 |
133.16 |
|
|
| 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 |
12.5% |
7.41 |
5.4% |
87% |
False |
False |
152,917 |
| 10 |
139.22 |
122.05 |
17.17 |
12.5% |
5.88 |
4.3% |
87% |
False |
False |
126,552 |
| 20 |
139.22 |
120.61 |
18.61 |
13.6% |
4.99 |
3.6% |
88% |
False |
False |
106,706 |
| 40 |
139.22 |
108.95 |
30.27 |
22.1% |
4.06 |
3.0% |
93% |
False |
False |
67,701 |
| 60 |
139.22 |
97.33 |
41.89 |
30.6% |
3.70 |
2.7% |
95% |
False |
False |
49,297 |
| 80 |
139.22 |
95.79 |
43.43 |
31.7% |
3.46 |
2.5% |
95% |
False |
False |
38,768 |
| 100 |
139.22 |
85.15 |
54.07 |
39.5% |
3.11 |
2.3% |
96% |
False |
False |
31,747 |
| 120 |
139.22 |
84.33 |
54.89 |
40.1% |
2.80 |
2.0% |
96% |
False |
False |
26,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.35 |
|
2.618 |
157.02 |
|
1.618 |
150.08 |
|
1.000 |
145.79 |
|
0.618 |
143.14 |
|
HIGH |
138.85 |
|
0.618 |
136.20 |
|
0.500 |
135.38 |
|
0.382 |
134.56 |
|
LOW |
131.91 |
|
0.618 |
127.62 |
|
1.000 |
124.97 |
|
1.618 |
120.68 |
|
2.618 |
113.74 |
|
4.250 |
102.42 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.45 |
136.35 |
| PP |
135.91 |
135.72 |
| S1 |
135.38 |
135.09 |
|