NYMEX Light Sweet Crude Oil Future September 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 |
132.60 |
137.51 |
4.91 |
3.7% |
127.65 |
| High |
138.98 |
138.36 |
-0.62 |
-0.4% |
139.02 |
| Low |
132.21 |
132.65 |
0.44 |
0.3% |
122.27 |
| Close |
137.32 |
137.68 |
0.36 |
0.3% |
138.62 |
| Range |
6.77 |
5.71 |
-1.06 |
-15.7% |
16.75 |
| ATR |
4.79 |
4.86 |
0.07 |
1.4% |
0.00 |
| Volume |
67,867 |
64,746 |
-3,121 |
-4.6% |
222,025 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.36 |
151.23 |
140.82 |
|
| R3 |
147.65 |
145.52 |
139.25 |
|
| R2 |
141.94 |
141.94 |
138.73 |
|
| R1 |
139.81 |
139.81 |
138.20 |
140.88 |
| PP |
136.23 |
136.23 |
136.23 |
136.76 |
| S1 |
134.10 |
134.10 |
137.16 |
135.17 |
| S2 |
130.52 |
130.52 |
136.63 |
|
| S3 |
124.81 |
128.39 |
136.11 |
|
| S4 |
119.10 |
122.68 |
134.54 |
|
|
| 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 |
128.31 |
10.71 |
7.8% |
7.01 |
5.1% |
87% |
False |
False |
68,991 |
| 10 |
139.02 |
122.27 |
16.75 |
12.2% |
5.60 |
4.1% |
92% |
False |
False |
56,930 |
| 20 |
139.02 |
122.27 |
16.75 |
12.2% |
4.85 |
3.5% |
92% |
False |
False |
52,139 |
| 40 |
139.02 |
108.40 |
30.62 |
22.2% |
4.04 |
2.9% |
96% |
False |
False |
34,421 |
| 60 |
139.02 |
96.72 |
42.30 |
30.7% |
3.61 |
2.6% |
97% |
False |
False |
25,865 |
| 80 |
139.02 |
95.83 |
43.19 |
31.4% |
3.33 |
2.4% |
97% |
False |
False |
21,056 |
| 100 |
139.02 |
85.68 |
53.34 |
38.7% |
3.00 |
2.2% |
97% |
False |
False |
17,440 |
| 120 |
139.02 |
84.70 |
54.32 |
39.5% |
2.68 |
1.9% |
98% |
False |
False |
14,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.63 |
|
2.618 |
153.31 |
|
1.618 |
147.60 |
|
1.000 |
144.07 |
|
0.618 |
141.89 |
|
HIGH |
138.36 |
|
0.618 |
136.18 |
|
0.500 |
135.51 |
|
0.382 |
134.83 |
|
LOW |
132.65 |
|
0.618 |
129.12 |
|
1.000 |
126.94 |
|
1.618 |
123.41 |
|
2.618 |
117.70 |
|
4.250 |
108.38 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.96 |
136.88 |
| PP |
136.23 |
136.09 |
| S1 |
135.51 |
135.29 |
|