NYMEX Light Sweet Crude Oil Future December 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 |
124.56 |
122.50 |
-2.06 |
-1.7% |
131.92 |
| High |
125.26 |
128.38 |
3.12 |
2.5% |
132.66 |
| Low |
122.48 |
122.37 |
-0.11 |
-0.1% |
124.50 |
| Close |
122.95 |
128.10 |
5.15 |
4.2% |
126.91 |
| Range |
2.78 |
6.01 |
3.23 |
116.2% |
8.16 |
| ATR |
3.78 |
3.93 |
0.16 |
4.2% |
0.00 |
| Volume |
34,609 |
35,220 |
611 |
1.8% |
183,100 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.31 |
142.22 |
131.41 |
|
| R3 |
138.30 |
136.21 |
129.75 |
|
| R2 |
132.29 |
132.29 |
129.20 |
|
| R1 |
130.20 |
130.20 |
128.65 |
131.25 |
| PP |
126.28 |
126.28 |
126.28 |
126.81 |
| S1 |
124.19 |
124.19 |
127.55 |
125.24 |
| S2 |
120.27 |
120.27 |
127.00 |
|
| S3 |
114.26 |
118.18 |
126.45 |
|
| S4 |
108.25 |
112.17 |
124.79 |
|
|
| 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 |
129.11 |
122.37 |
6.74 |
5.3% |
4.04 |
3.2% |
85% |
False |
True |
34,407 |
| 10 |
136.25 |
122.37 |
13.88 |
10.8% |
4.45 |
3.5% |
41% |
False |
True |
45,394 |
| 20 |
136.25 |
119.59 |
16.66 |
13.0% |
3.95 |
3.1% |
51% |
False |
False |
40,759 |
| 40 |
136.25 |
104.47 |
31.78 |
24.8% |
3.43 |
2.7% |
74% |
False |
False |
30,945 |
| 60 |
136.25 |
95.83 |
40.42 |
31.6% |
3.34 |
2.6% |
80% |
False |
False |
28,353 |
| 80 |
136.25 |
90.69 |
45.56 |
35.6% |
3.09 |
2.4% |
82% |
False |
False |
26,987 |
| 100 |
136.25 |
83.90 |
52.35 |
40.9% |
2.90 |
2.3% |
84% |
False |
False |
25,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.92 |
|
2.618 |
144.11 |
|
1.618 |
138.10 |
|
1.000 |
134.39 |
|
0.618 |
132.09 |
|
HIGH |
128.38 |
|
0.618 |
126.08 |
|
0.500 |
125.38 |
|
0.382 |
124.67 |
|
LOW |
122.37 |
|
0.618 |
118.66 |
|
1.000 |
116.36 |
|
1.618 |
112.65 |
|
2.618 |
106.64 |
|
4.250 |
96.83 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.19 |
127.20 |
| PP |
126.28 |
126.29 |
| S1 |
125.38 |
125.39 |
|