NYMEX Light Sweet Crude Oil Future August 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 |
132.35 |
137.17 |
4.82 |
3.6% |
127.66 |
| High |
138.85 |
138.09 |
-0.76 |
-0.5% |
139.22 |
| Low |
131.91 |
132.25 |
0.34 |
0.3% |
122.05 |
| Close |
136.98 |
137.38 |
0.40 |
0.3% |
138.70 |
| Range |
6.94 |
5.84 |
-1.10 |
-15.9% |
17.17 |
| ATR |
4.92 |
4.99 |
0.07 |
1.3% |
0.00 |
| Volume |
163,347 |
147,040 |
-16,307 |
-10.0% |
500,831 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.43 |
151.24 |
140.59 |
|
| R3 |
147.59 |
145.40 |
138.99 |
|
| R2 |
141.75 |
141.75 |
138.45 |
|
| R1 |
139.56 |
139.56 |
137.92 |
140.66 |
| PP |
135.91 |
135.91 |
135.91 |
136.45 |
| S1 |
133.72 |
133.72 |
136.84 |
134.82 |
| S2 |
130.07 |
130.07 |
136.31 |
|
| S3 |
124.23 |
127.88 |
135.77 |
|
| S4 |
118.39 |
122.04 |
134.17 |
|
|
| 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 |
128.14 |
11.08 |
8.1% |
7.25 |
5.3% |
83% |
False |
False |
160,861 |
| 10 |
139.22 |
122.05 |
17.17 |
12.5% |
5.78 |
4.2% |
89% |
False |
False |
129,574 |
| 20 |
139.22 |
122.05 |
17.17 |
12.5% |
5.00 |
3.6% |
89% |
False |
False |
111,738 |
| 40 |
139.22 |
108.95 |
30.27 |
22.0% |
4.17 |
3.0% |
94% |
False |
False |
71,018 |
| 60 |
139.22 |
97.33 |
41.89 |
30.5% |
3.70 |
2.7% |
96% |
False |
False |
51,585 |
| 80 |
139.22 |
95.79 |
43.43 |
31.6% |
3.50 |
2.5% |
96% |
False |
False |
40,566 |
| 100 |
139.22 |
85.90 |
53.32 |
38.8% |
3.15 |
2.3% |
97% |
False |
False |
33,174 |
| 120 |
139.22 |
84.33 |
54.89 |
40.0% |
2.85 |
2.1% |
97% |
False |
False |
28,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.91 |
|
2.618 |
153.38 |
|
1.618 |
147.54 |
|
1.000 |
143.93 |
|
0.618 |
141.70 |
|
HIGH |
138.09 |
|
0.618 |
135.86 |
|
0.500 |
135.17 |
|
0.382 |
134.48 |
|
LOW |
132.25 |
|
0.618 |
128.64 |
|
1.000 |
126.41 |
|
1.618 |
122.80 |
|
2.618 |
116.96 |
|
4.250 |
107.43 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.64 |
136.62 |
| PP |
135.91 |
135.85 |
| S1 |
135.17 |
135.09 |
|