NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
128.68 |
137.52 |
8.84 |
6.9% |
127.65 |
| High |
139.02 |
138.39 |
-0.63 |
-0.5% |
139.02 |
| Low |
128.31 |
133.34 |
5.03 |
3.9% |
122.27 |
| Close |
138.62 |
134.85 |
-3.77 |
-2.7% |
138.62 |
| Range |
10.71 |
5.05 |
-5.66 |
-52.8% |
16.75 |
| ATR |
4.40 |
4.46 |
0.06 |
1.4% |
0.00 |
| Volume |
53,352 |
102,950 |
49,598 |
93.0% |
222,025 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.68 |
147.81 |
137.63 |
|
| R3 |
145.63 |
142.76 |
136.24 |
|
| R2 |
140.58 |
140.58 |
135.78 |
|
| R1 |
137.71 |
137.71 |
135.31 |
136.62 |
| PP |
135.53 |
135.53 |
135.53 |
134.98 |
| S1 |
132.66 |
132.66 |
134.39 |
131.57 |
| S2 |
130.48 |
130.48 |
133.92 |
|
| S3 |
125.43 |
127.61 |
133.46 |
|
| S4 |
120.38 |
122.56 |
132.07 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
183.55 |
177.84 |
147.83 |
|
| R3 |
166.80 |
161.09 |
143.23 |
|
| R2 |
150.05 |
150.05 |
141.69 |
|
| R1 |
144.34 |
144.34 |
140.16 |
147.20 |
| PP |
133.30 |
133.30 |
133.30 |
134.73 |
| S1 |
127.59 |
127.59 |
137.08 |
130.45 |
| S2 |
116.55 |
116.55 |
135.55 |
|
| S3 |
99.80 |
110.84 |
134.01 |
|
| S4 |
83.05 |
94.09 |
129.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.02 |
122.27 |
16.75 |
12.4% |
5.83 |
4.3% |
75% |
False |
False |
56,206 |
| 10 |
139.02 |
122.27 |
16.75 |
12.4% |
5.34 |
4.0% |
75% |
False |
False |
53,400 |
| 20 |
139.02 |
120.49 |
18.53 |
13.7% |
4.43 |
3.3% |
77% |
False |
False |
46,041 |
| 40 |
139.02 |
107.45 |
31.57 |
23.4% |
3.74 |
2.8% |
87% |
False |
False |
30,279 |
| 60 |
139.02 |
96.72 |
42.30 |
31.4% |
3.56 |
2.6% |
90% |
False |
False |
23,071 |
| 80 |
139.02 |
93.69 |
45.33 |
33.6% |
3.18 |
2.4% |
91% |
False |
False |
18,853 |
| 100 |
139.02 |
84.70 |
54.32 |
40.3% |
2.85 |
2.1% |
92% |
False |
False |
15,619 |
| 120 |
139.02 |
84.70 |
54.32 |
40.3% |
2.52 |
1.9% |
92% |
False |
False |
13,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.85 |
|
2.618 |
151.61 |
|
1.618 |
146.56 |
|
1.000 |
143.44 |
|
0.618 |
141.51 |
|
HIGH |
138.39 |
|
0.618 |
136.46 |
|
0.500 |
135.87 |
|
0.382 |
135.27 |
|
LOW |
133.34 |
|
0.618 |
130.22 |
|
1.000 |
128.29 |
|
1.618 |
125.17 |
|
2.618 |
120.12 |
|
4.250 |
111.88 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.87 |
133.45 |
| PP |
135.53 |
132.05 |
| S1 |
135.19 |
130.65 |
|