NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
126.00 |
126.35 |
0.35 |
0.3% |
131.92 |
| High |
127.82 |
129.11 |
1.29 |
1.0% |
132.66 |
| Low |
124.50 |
124.99 |
0.49 |
0.4% |
124.50 |
| Close |
126.91 |
127.82 |
0.91 |
0.7% |
126.91 |
| Range |
3.32 |
4.12 |
0.80 |
24.1% |
8.16 |
| ATR |
3.82 |
3.84 |
0.02 |
0.6% |
0.00 |
| Volume |
44,180 |
26,992 |
-17,188 |
-38.9% |
183,100 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.67 |
137.86 |
130.09 |
|
| R3 |
135.55 |
133.74 |
128.95 |
|
| R2 |
131.43 |
131.43 |
128.58 |
|
| R1 |
129.62 |
129.62 |
128.20 |
130.53 |
| PP |
127.31 |
127.31 |
127.31 |
127.76 |
| S1 |
125.50 |
125.50 |
127.44 |
126.41 |
| S2 |
123.19 |
123.19 |
127.06 |
|
| S3 |
119.07 |
121.38 |
126.69 |
|
| S4 |
114.95 |
117.26 |
125.55 |
|
|
| 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 |
132.66 |
124.50 |
8.16 |
6.4% |
4.49 |
3.5% |
41% |
False |
False |
42,018 |
| 10 |
136.25 |
124.50 |
11.75 |
9.2% |
4.41 |
3.4% |
28% |
False |
False |
47,857 |
| 20 |
136.25 |
112.70 |
23.55 |
18.4% |
3.87 |
3.0% |
64% |
False |
False |
39,557 |
| 40 |
136.25 |
102.15 |
34.10 |
26.7% |
3.31 |
2.6% |
75% |
False |
False |
29,851 |
| 60 |
136.25 |
95.83 |
40.42 |
31.6% |
3.24 |
2.5% |
79% |
False |
False |
28,460 |
| 80 |
136.25 |
87.50 |
48.75 |
38.1% |
3.03 |
2.4% |
83% |
False |
False |
26,451 |
| 100 |
136.25 |
83.90 |
52.35 |
41.0% |
2.82 |
2.2% |
84% |
False |
False |
24,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.62 |
|
2.618 |
139.90 |
|
1.618 |
135.78 |
|
1.000 |
133.23 |
|
0.618 |
131.66 |
|
HIGH |
129.11 |
|
0.618 |
127.54 |
|
0.500 |
127.05 |
|
0.382 |
126.56 |
|
LOW |
124.99 |
|
0.618 |
122.44 |
|
1.000 |
120.87 |
|
1.618 |
118.32 |
|
2.618 |
114.20 |
|
4.250 |
107.48 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.56 |
128.27 |
| PP |
127.31 |
128.12 |
| S1 |
127.05 |
127.97 |
|