NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
127.50 |
127.70 |
0.20 |
0.2% |
131.95 |
| High |
129.10 |
128.41 |
-0.69 |
-0.5% |
133.00 |
| Low |
125.42 |
124.58 |
-0.84 |
-0.7% |
124.93 |
| Close |
128.04 |
124.92 |
-3.12 |
-2.4% |
127.27 |
| Range |
3.68 |
3.83 |
0.15 |
4.1% |
8.07 |
| ATR |
3.61 |
3.63 |
0.02 |
0.4% |
0.00 |
| Volume |
28,986 |
14,858 |
-14,128 |
-48.7% |
97,448 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.46 |
135.02 |
127.03 |
|
| R3 |
133.63 |
131.19 |
125.97 |
|
| R2 |
129.80 |
129.80 |
125.62 |
|
| R1 |
127.36 |
127.36 |
125.27 |
126.67 |
| PP |
125.97 |
125.97 |
125.97 |
125.62 |
| S1 |
123.53 |
123.53 |
124.57 |
122.84 |
| S2 |
122.14 |
122.14 |
124.22 |
|
| S3 |
118.31 |
119.70 |
123.87 |
|
| S4 |
114.48 |
115.87 |
122.81 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.61 |
148.01 |
131.71 |
|
| R3 |
144.54 |
139.94 |
129.49 |
|
| R2 |
136.47 |
136.47 |
128.75 |
|
| R1 |
131.87 |
131.87 |
128.01 |
130.14 |
| PP |
128.40 |
128.40 |
128.40 |
127.53 |
| S1 |
123.80 |
123.80 |
126.53 |
122.07 |
| S2 |
120.33 |
120.33 |
125.79 |
|
| S3 |
112.26 |
115.73 |
125.05 |
|
| S4 |
104.19 |
107.66 |
122.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.32 |
124.58 |
7.74 |
6.2% |
4.24 |
3.4% |
4% |
False |
True |
22,049 |
| 10 |
135.78 |
124.58 |
11.20 |
9.0% |
4.31 |
3.4% |
3% |
False |
True |
23,851 |
| 20 |
135.78 |
117.55 |
18.23 |
14.6% |
3.61 |
2.9% |
40% |
False |
False |
16,367 |
| 40 |
135.78 |
104.51 |
31.27 |
25.0% |
3.09 |
2.5% |
65% |
False |
False |
10,987 |
| 60 |
135.78 |
96.67 |
39.11 |
31.3% |
2.82 |
2.3% |
72% |
False |
False |
8,677 |
| 80 |
135.78 |
90.06 |
45.72 |
36.6% |
2.47 |
2.0% |
76% |
False |
False |
6,949 |
| 100 |
135.78 |
84.60 |
51.18 |
41.0% |
2.16 |
1.7% |
79% |
False |
False |
5,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.69 |
|
2.618 |
138.44 |
|
1.618 |
134.61 |
|
1.000 |
132.24 |
|
0.618 |
130.78 |
|
HIGH |
128.41 |
|
0.618 |
126.95 |
|
0.500 |
126.50 |
|
0.382 |
126.04 |
|
LOW |
124.58 |
|
0.618 |
122.21 |
|
1.000 |
120.75 |
|
1.618 |
118.38 |
|
2.618 |
114.55 |
|
4.250 |
108.30 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.50 |
126.84 |
| PP |
125.97 |
126.20 |
| S1 |
125.45 |
125.56 |
|