NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
126.59 |
127.63 |
1.04 |
0.8% |
131.68 |
| High |
128.30 |
129.35 |
1.05 |
0.8% |
133.65 |
| Low |
124.67 |
125.22 |
0.55 |
0.4% |
124.67 |
| Close |
127.35 |
127.76 |
0.41 |
0.3% |
127.35 |
| Range |
3.63 |
4.13 |
0.50 |
13.8% |
8.98 |
| ATR |
3.97 |
3.99 |
0.01 |
0.3% |
0.00 |
| Volume |
424,268 |
309,342 |
-114,926 |
-27.1% |
1,867,177 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.83 |
137.93 |
130.03 |
|
| R3 |
135.70 |
133.80 |
128.90 |
|
| R2 |
131.57 |
131.57 |
128.52 |
|
| R1 |
129.67 |
129.67 |
128.14 |
130.62 |
| PP |
127.44 |
127.44 |
127.44 |
127.92 |
| S1 |
125.54 |
125.54 |
127.38 |
126.49 |
| S2 |
123.31 |
123.31 |
127.00 |
|
| S3 |
119.18 |
121.41 |
126.62 |
|
| S4 |
115.05 |
117.28 |
125.49 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.50 |
150.40 |
132.29 |
|
| R3 |
146.52 |
141.42 |
129.82 |
|
| R2 |
137.54 |
137.54 |
129.00 |
|
| R1 |
132.44 |
132.44 |
128.17 |
130.50 |
| PP |
128.56 |
128.56 |
128.56 |
127.59 |
| S1 |
123.46 |
123.46 |
126.53 |
121.52 |
| S2 |
119.58 |
119.58 |
125.70 |
|
| S3 |
110.60 |
114.48 |
124.88 |
|
| S4 |
101.62 |
105.50 |
122.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.65 |
124.67 |
8.98 |
7.0% |
5.17 |
4.0% |
34% |
False |
False |
350,284 |
| 10 |
135.09 |
124.67 |
10.42 |
8.2% |
4.49 |
3.5% |
30% |
False |
False |
355,179 |
| 20 |
135.09 |
118.85 |
16.24 |
12.7% |
3.87 |
3.0% |
55% |
False |
False |
258,696 |
| 40 |
135.09 |
106.48 |
28.61 |
22.4% |
3.48 |
2.7% |
74% |
False |
False |
159,577 |
| 60 |
135.09 |
97.58 |
37.51 |
29.4% |
3.58 |
2.8% |
80% |
False |
False |
116,670 |
| 80 |
135.09 |
87.99 |
47.10 |
36.9% |
3.33 |
2.6% |
84% |
False |
False |
90,168 |
| 100 |
135.09 |
85.17 |
49.92 |
39.1% |
3.02 |
2.4% |
85% |
False |
False |
73,385 |
| 120 |
135.09 |
85.17 |
49.92 |
39.1% |
2.80 |
2.2% |
85% |
False |
False |
61,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.90 |
|
2.618 |
140.16 |
|
1.618 |
136.03 |
|
1.000 |
133.48 |
|
0.618 |
131.90 |
|
HIGH |
129.35 |
|
0.618 |
127.77 |
|
0.500 |
127.29 |
|
0.382 |
126.80 |
|
LOW |
125.22 |
|
0.618 |
122.67 |
|
1.000 |
121.09 |
|
1.618 |
118.54 |
|
2.618 |
114.41 |
|
4.250 |
107.67 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.60 |
128.90 |
| PP |
127.44 |
128.52 |
| S1 |
127.29 |
128.14 |
|