The effect of compression on a melt composed of 20 chains of C-120 polyethylene between two impenetrable solid walls has been studied by a Monte Carlo simulation on a high coordination lattice. The compression is controlled by changing the wall separation between two plates in the confined geometry from similar to 3R(g) to similar to 2R(g), which produced the overall densities ranging from 0.70 to 0.95 g/cm(3). The density near the walls increases with the compression, which is attributed to an increase of the trans conformation. The effect of the local conformational change near the walls is delivered into the middle region with an oscillation of the bead density profile and an increase of the gauche conformation. For the molecular shape, anisotropy is observed in the whole region of the confined geometry, and the extent of the anisotropy is larger near the interfacial area. The more ordered structure at small scale is observed at the higher compression and the lower temperature. The short time center-of-mass diffusivity along the direction parallel to the wall is much more suppressed than the perpendicular component with the compression, though the parallel component is always larger than the normal component at a specific compression.