NYMEX Light Sweet Crude Oil Future November 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 |
127.11 |
127.63 |
0.52 |
0.4% |
132.08 |
| High |
129.06 |
127.68 |
-1.38 |
-1.1% |
132.92 |
| Low |
125.63 |
124.60 |
-1.03 |
-0.8% |
125.00 |
| Close |
127.94 |
124.93 |
-3.01 |
-2.4% |
127.10 |
| Range |
3.43 |
3.08 |
-0.35 |
-10.2% |
7.92 |
| ATR |
3.25 |
3.25 |
0.01 |
0.2% |
0.00 |
| Volume |
8,598 |
8,549 |
-49 |
-0.6% |
51,540 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.98 |
133.03 |
126.62 |
|
| R3 |
131.90 |
129.95 |
125.78 |
|
| R2 |
128.82 |
128.82 |
125.49 |
|
| R1 |
126.87 |
126.87 |
125.21 |
126.31 |
| PP |
125.74 |
125.74 |
125.74 |
125.45 |
| S1 |
123.79 |
123.79 |
124.65 |
123.23 |
| S2 |
122.66 |
122.66 |
124.37 |
|
| S3 |
119.58 |
120.71 |
124.08 |
|
| S4 |
116.50 |
117.63 |
123.24 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.10 |
147.52 |
131.46 |
|
| R3 |
144.18 |
139.60 |
129.28 |
|
| R2 |
136.26 |
136.26 |
128.55 |
|
| R1 |
131.68 |
131.68 |
127.83 |
130.01 |
| PP |
128.34 |
128.34 |
128.34 |
127.51 |
| S1 |
123.76 |
123.76 |
126.37 |
122.09 |
| S2 |
120.42 |
120.42 |
125.65 |
|
| S3 |
112.50 |
115.84 |
124.92 |
|
| S4 |
104.58 |
107.92 |
122.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.44 |
124.60 |
7.84 |
6.3% |
3.89 |
3.1% |
4% |
False |
True |
10,783 |
| 10 |
136.06 |
124.60 |
11.46 |
9.2% |
4.14 |
3.3% |
3% |
False |
True |
12,306 |
| 20 |
136.06 |
117.19 |
18.87 |
15.1% |
3.22 |
2.6% |
41% |
False |
False |
8,793 |
| 40 |
136.06 |
104.51 |
31.55 |
25.3% |
2.41 |
1.9% |
65% |
False |
False |
5,765 |
| 60 |
136.06 |
96.27 |
39.79 |
31.8% |
2.10 |
1.7% |
72% |
False |
False |
4,625 |
| 80 |
136.06 |
89.80 |
46.26 |
37.0% |
1.86 |
1.5% |
76% |
False |
False |
3,759 |
| 100 |
136.06 |
85.48 |
50.58 |
40.5% |
1.64 |
1.3% |
78% |
False |
False |
3,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.77 |
|
2.618 |
135.74 |
|
1.618 |
132.66 |
|
1.000 |
130.76 |
|
0.618 |
129.58 |
|
HIGH |
127.68 |
|
0.618 |
126.50 |
|
0.500 |
126.14 |
|
0.382 |
125.78 |
|
LOW |
124.60 |
|
0.618 |
122.70 |
|
1.000 |
121.52 |
|
1.618 |
119.62 |
|
2.618 |
116.54 |
|
4.250 |
111.51 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.14 |
126.83 |
| PP |
125.74 |
126.20 |
| S1 |
125.33 |
125.56 |
|