NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.65 |
126.00 |
-3.65 |
-2.8% |
131.92 |
| High |
132.04 |
127.82 |
-4.22 |
-3.2% |
132.66 |
| Low |
126.00 |
124.50 |
-1.50 |
-1.2% |
124.50 |
| Close |
126.34 |
126.91 |
0.57 |
0.5% |
126.91 |
| Range |
6.04 |
3.32 |
-2.72 |
-45.0% |
8.16 |
| ATR |
3.86 |
3.82 |
-0.04 |
-1.0% |
0.00 |
| Volume |
47,319 |
44,180 |
-3,139 |
-6.6% |
183,100 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.37 |
134.96 |
128.74 |
|
| R3 |
133.05 |
131.64 |
127.82 |
|
| R2 |
129.73 |
129.73 |
127.52 |
|
| R1 |
128.32 |
128.32 |
127.21 |
129.03 |
| PP |
126.41 |
126.41 |
126.41 |
126.76 |
| S1 |
125.00 |
125.00 |
126.61 |
125.71 |
| S2 |
123.09 |
123.09 |
126.30 |
|
| S3 |
119.77 |
121.68 |
126.00 |
|
| S4 |
116.45 |
118.36 |
125.08 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.50 |
147.87 |
131.40 |
|
| R3 |
144.34 |
139.71 |
129.15 |
|
| R2 |
136.18 |
136.18 |
128.41 |
|
| R1 |
131.55 |
131.55 |
127.66 |
129.79 |
| PP |
128.02 |
128.02 |
128.02 |
127.14 |
| S1 |
123.39 |
123.39 |
126.16 |
121.63 |
| S2 |
119.86 |
119.86 |
125.41 |
|
| S3 |
111.70 |
115.23 |
124.67 |
|
| S4 |
103.54 |
107.07 |
122.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.91 |
124.50 |
8.41 |
6.6% |
4.27 |
3.4% |
29% |
False |
True |
54,155 |
| 10 |
136.25 |
122.90 |
13.35 |
10.5% |
4.34 |
3.4% |
30% |
False |
False |
48,444 |
| 20 |
136.25 |
108.34 |
27.91 |
22.0% |
3.91 |
3.1% |
67% |
False |
False |
39,558 |
| 40 |
136.25 |
100.02 |
36.23 |
28.5% |
3.27 |
2.6% |
74% |
False |
False |
29,817 |
| 60 |
136.25 |
95.83 |
40.42 |
31.8% |
3.21 |
2.5% |
77% |
False |
False |
28,812 |
| 80 |
136.25 |
85.60 |
50.65 |
39.9% |
3.00 |
2.4% |
82% |
False |
False |
26,398 |
| 100 |
136.25 |
83.90 |
52.35 |
41.2% |
2.81 |
2.2% |
82% |
False |
False |
24,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.93 |
|
2.618 |
136.51 |
|
1.618 |
133.19 |
|
1.000 |
131.14 |
|
0.618 |
129.87 |
|
HIGH |
127.82 |
|
0.618 |
126.55 |
|
0.500 |
126.16 |
|
0.382 |
125.77 |
|
LOW |
124.50 |
|
0.618 |
122.45 |
|
1.000 |
121.18 |
|
1.618 |
119.13 |
|
2.618 |
115.81 |
|
4.250 |
110.39 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.66 |
128.27 |
| PP |
126.41 |
127.82 |
| S1 |
126.16 |
127.36 |
|