NYMEX Light Sweet Crude Oil Future November 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 |
124.80 |
122.43 |
-2.37 |
-1.9% |
132.08 |
| High |
125.54 |
128.34 |
2.80 |
2.2% |
132.92 |
| Low |
122.65 |
122.40 |
-0.25 |
-0.2% |
125.00 |
| Close |
122.94 |
128.21 |
5.27 |
4.3% |
127.10 |
| Range |
2.89 |
5.94 |
3.05 |
105.5% |
7.92 |
| ATR |
3.23 |
3.42 |
0.19 |
6.0% |
0.00 |
| Volume |
14,503 |
10,241 |
-4,262 |
-29.4% |
51,540 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.14 |
142.11 |
131.48 |
|
| R3 |
138.20 |
136.17 |
129.84 |
|
| R2 |
132.26 |
132.26 |
129.30 |
|
| R1 |
130.23 |
130.23 |
128.75 |
131.25 |
| PP |
126.32 |
126.32 |
126.32 |
126.82 |
| S1 |
124.29 |
124.29 |
127.67 |
125.31 |
| S2 |
120.38 |
120.38 |
127.12 |
|
| S3 |
114.44 |
118.35 |
126.58 |
|
| S4 |
108.50 |
112.41 |
124.94 |
|
|
| 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 |
129.06 |
122.40 |
6.66 |
5.2% |
3.58 |
2.8% |
87% |
False |
True |
10,956 |
| 10 |
136.06 |
122.40 |
13.66 |
10.7% |
4.15 |
3.2% |
43% |
False |
True |
13,078 |
| 20 |
136.06 |
120.18 |
15.88 |
12.4% |
3.35 |
2.6% |
51% |
False |
False |
9,744 |
| 40 |
136.06 |
105.93 |
30.13 |
23.5% |
2.54 |
2.0% |
74% |
False |
False |
6,258 |
| 60 |
136.06 |
96.27 |
39.79 |
31.0% |
2.19 |
1.7% |
80% |
False |
False |
4,952 |
| 80 |
136.06 |
91.29 |
44.77 |
34.9% |
1.93 |
1.5% |
82% |
False |
False |
4,054 |
| 100 |
136.06 |
85.48 |
50.58 |
39.5% |
1.72 |
1.3% |
84% |
False |
False |
3,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.59 |
|
2.618 |
143.89 |
|
1.618 |
137.95 |
|
1.000 |
134.28 |
|
0.618 |
132.01 |
|
HIGH |
128.34 |
|
0.618 |
126.07 |
|
0.500 |
125.37 |
|
0.382 |
124.67 |
|
LOW |
122.40 |
|
0.618 |
118.73 |
|
1.000 |
116.46 |
|
1.618 |
112.79 |
|
2.618 |
106.85 |
|
4.250 |
97.16 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.26 |
127.26 |
| PP |
126.32 |
126.32 |
| S1 |
125.37 |
125.37 |
|