NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
127.63 |
124.80 |
-2.83 |
-2.2% |
132.08 |
| High |
127.68 |
125.54 |
-2.14 |
-1.7% |
132.92 |
| Low |
124.60 |
122.65 |
-1.95 |
-1.6% |
125.00 |
| Close |
124.93 |
122.94 |
-1.99 |
-1.6% |
127.10 |
| Range |
3.08 |
2.89 |
-0.19 |
-6.2% |
7.92 |
| ATR |
3.25 |
3.23 |
-0.03 |
-0.8% |
0.00 |
| Volume |
8,549 |
14,503 |
5,954 |
69.6% |
51,540 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.38 |
130.55 |
124.53 |
|
| R3 |
129.49 |
127.66 |
123.73 |
|
| R2 |
126.60 |
126.60 |
123.47 |
|
| R1 |
124.77 |
124.77 |
123.20 |
124.24 |
| PP |
123.71 |
123.71 |
123.71 |
123.45 |
| S1 |
121.88 |
121.88 |
122.68 |
121.35 |
| S2 |
120.82 |
120.82 |
122.41 |
|
| S3 |
117.93 |
118.99 |
122.15 |
|
| S4 |
115.04 |
116.10 |
121.35 |
|
|
| 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 |
122.65 |
9.79 |
8.0% |
3.61 |
2.9% |
3% |
False |
True |
11,913 |
| 10 |
136.06 |
122.65 |
13.41 |
10.9% |
4.10 |
3.3% |
2% |
False |
True |
13,347 |
| 20 |
136.06 |
118.10 |
17.96 |
14.6% |
3.22 |
2.6% |
27% |
False |
False |
9,390 |
| 40 |
136.06 |
104.74 |
31.32 |
25.5% |
2.46 |
2.0% |
58% |
False |
False |
6,088 |
| 60 |
136.06 |
96.27 |
39.79 |
32.4% |
2.11 |
1.7% |
67% |
False |
False |
4,839 |
| 80 |
136.06 |
90.98 |
45.08 |
36.7% |
1.87 |
1.5% |
71% |
False |
False |
3,932 |
| 100 |
136.06 |
85.48 |
50.58 |
41.1% |
1.67 |
1.4% |
74% |
False |
False |
3,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.82 |
|
2.618 |
133.11 |
|
1.618 |
130.22 |
|
1.000 |
128.43 |
|
0.618 |
127.33 |
|
HIGH |
125.54 |
|
0.618 |
124.44 |
|
0.500 |
124.10 |
|
0.382 |
123.75 |
|
LOW |
122.65 |
|
0.618 |
120.86 |
|
1.000 |
119.76 |
|
1.618 |
117.97 |
|
2.618 |
115.08 |
|
4.250 |
110.37 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.10 |
125.86 |
| PP |
123.71 |
124.88 |
| S1 |
123.33 |
123.91 |
|