NYMEX Light Sweet Crude Oil Future December 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 |
126.35 |
127.36 |
1.01 |
0.8% |
131.92 |
| High |
129.11 |
128.41 |
-0.70 |
-0.5% |
132.66 |
| Low |
124.99 |
124.45 |
-0.54 |
-0.4% |
124.50 |
| Close |
127.82 |
124.90 |
-2.92 |
-2.3% |
126.91 |
| Range |
4.12 |
3.96 |
-0.16 |
-3.9% |
8.16 |
| ATR |
3.84 |
3.85 |
0.01 |
0.2% |
0.00 |
| Volume |
26,992 |
31,035 |
4,043 |
15.0% |
183,100 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.80 |
135.31 |
127.08 |
|
| R3 |
133.84 |
131.35 |
125.99 |
|
| R2 |
129.88 |
129.88 |
125.63 |
|
| R1 |
127.39 |
127.39 |
125.26 |
126.66 |
| PP |
125.92 |
125.92 |
125.92 |
125.55 |
| S1 |
123.43 |
123.43 |
124.54 |
122.70 |
| S2 |
121.96 |
121.96 |
124.17 |
|
| S3 |
118.00 |
119.47 |
123.81 |
|
| S4 |
114.04 |
115.51 |
122.72 |
|
|
| 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 |
132.04 |
124.45 |
7.59 |
6.1% |
4.36 |
3.5% |
6% |
False |
True |
37,181 |
| 10 |
136.25 |
124.45 |
11.80 |
9.4% |
4.58 |
3.7% |
4% |
False |
True |
47,516 |
| 20 |
136.25 |
116.24 |
20.01 |
16.0% |
3.86 |
3.1% |
43% |
False |
False |
40,014 |
| 40 |
136.25 |
103.65 |
32.60 |
26.1% |
3.33 |
2.7% |
65% |
False |
False |
30,246 |
| 60 |
136.25 |
95.83 |
40.42 |
32.4% |
3.27 |
2.6% |
72% |
False |
False |
28,426 |
| 80 |
136.25 |
89.35 |
46.90 |
37.6% |
3.04 |
2.4% |
76% |
False |
False |
26,622 |
| 100 |
136.25 |
83.90 |
52.35 |
41.9% |
2.84 |
2.3% |
78% |
False |
False |
24,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.24 |
|
2.618 |
138.78 |
|
1.618 |
134.82 |
|
1.000 |
132.37 |
|
0.618 |
130.86 |
|
HIGH |
128.41 |
|
0.618 |
126.90 |
|
0.500 |
126.43 |
|
0.382 |
125.96 |
|
LOW |
124.45 |
|
0.618 |
122.00 |
|
1.000 |
120.49 |
|
1.618 |
118.04 |
|
2.618 |
114.08 |
|
4.250 |
107.62 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.43 |
126.78 |
| PP |
125.92 |
126.15 |
| S1 |
125.41 |
125.53 |
|