NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
124.62 |
122.84 |
-1.78 |
-1.4% |
131.95 |
| High |
125.50 |
128.90 |
3.40 |
2.7% |
133.00 |
| Low |
122.40 |
122.32 |
-0.08 |
-0.1% |
124.93 |
| Close |
122.91 |
128.30 |
5.39 |
4.4% |
127.27 |
| Range |
3.10 |
6.58 |
3.48 |
112.3% |
8.07 |
| ATR |
3.59 |
3.81 |
0.21 |
5.9% |
0.00 |
| Volume |
22,158 |
22,308 |
150 |
0.7% |
97,448 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.25 |
143.85 |
131.92 |
|
| R3 |
139.67 |
137.27 |
130.11 |
|
| R2 |
133.09 |
133.09 |
129.51 |
|
| R1 |
130.69 |
130.69 |
128.90 |
131.89 |
| PP |
126.51 |
126.51 |
126.51 |
127.11 |
| S1 |
124.11 |
124.11 |
127.70 |
125.31 |
| S2 |
119.93 |
119.93 |
127.09 |
|
| S3 |
113.35 |
117.53 |
126.49 |
|
| S4 |
106.77 |
110.95 |
124.68 |
|
|
| 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 |
129.10 |
122.32 |
6.78 |
5.3% |
4.07 |
3.2% |
88% |
False |
True |
22,056 |
| 10 |
135.78 |
122.32 |
13.46 |
10.5% |
4.40 |
3.4% |
44% |
False |
True |
25,175 |
| 20 |
135.78 |
120.00 |
15.78 |
12.3% |
3.79 |
3.0% |
53% |
False |
False |
17,950 |
| 40 |
135.78 |
106.12 |
29.66 |
23.1% |
3.22 |
2.5% |
75% |
False |
False |
11,742 |
| 60 |
135.78 |
96.67 |
39.11 |
30.5% |
2.92 |
2.3% |
81% |
False |
False |
9,272 |
| 80 |
135.78 |
91.35 |
44.43 |
34.6% |
2.54 |
2.0% |
83% |
False |
False |
7,465 |
| 100 |
135.78 |
84.60 |
51.18 |
39.9% |
2.25 |
1.8% |
85% |
False |
False |
6,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.87 |
|
2.618 |
146.13 |
|
1.618 |
139.55 |
|
1.000 |
135.48 |
|
0.618 |
132.97 |
|
HIGH |
128.90 |
|
0.618 |
126.39 |
|
0.500 |
125.61 |
|
0.382 |
124.83 |
|
LOW |
122.32 |
|
0.618 |
118.25 |
|
1.000 |
115.74 |
|
1.618 |
111.67 |
|
2.618 |
105.09 |
|
4.250 |
94.36 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.40 |
127.40 |
| PP |
126.51 |
126.51 |
| S1 |
125.61 |
125.61 |
|