NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
128.86 |
125.49 |
-3.37 |
-2.6% |
129.50 |
| High |
129.08 |
127.55 |
-1.53 |
-1.2% |
129.56 |
| Low |
128.86 |
124.85 |
-4.01 |
-3.1% |
124.85 |
| Close |
126.19 |
126.71 |
0.52 |
0.4% |
126.71 |
| Range |
0.22 |
2.70 |
2.48 |
1,127.3% |
4.71 |
| ATR |
2.36 |
2.39 |
0.02 |
1.0% |
0.00 |
| Volume |
3,252 |
2,394 |
-858 |
-26.4% |
10,497 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.47 |
133.29 |
128.20 |
|
| R3 |
131.77 |
130.59 |
127.45 |
|
| R2 |
129.07 |
129.07 |
127.21 |
|
| R1 |
127.89 |
127.89 |
126.96 |
128.48 |
| PP |
126.37 |
126.37 |
126.37 |
126.67 |
| S1 |
125.19 |
125.19 |
126.46 |
125.78 |
| S2 |
123.67 |
123.67 |
126.22 |
|
| S3 |
120.97 |
122.49 |
125.97 |
|
| S4 |
118.27 |
119.79 |
125.23 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.17 |
138.65 |
129.30 |
|
| R3 |
136.46 |
133.94 |
128.01 |
|
| R2 |
131.75 |
131.75 |
127.57 |
|
| R1 |
129.23 |
129.23 |
127.14 |
128.14 |
| PP |
127.04 |
127.04 |
127.04 |
126.49 |
| S1 |
124.52 |
124.52 |
126.28 |
123.43 |
| S2 |
122.33 |
122.33 |
125.85 |
|
| S3 |
117.62 |
119.81 |
125.41 |
|
| S4 |
112.91 |
115.10 |
124.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.55 |
124.85 |
7.70 |
6.1% |
1.42 |
1.1% |
24% |
False |
True |
3,215 |
| 10 |
136.08 |
124.85 |
11.23 |
8.9% |
2.31 |
1.8% |
17% |
False |
True |
2,755 |
| 20 |
136.08 |
112.00 |
24.08 |
19.0% |
1.88 |
1.5% |
61% |
False |
False |
2,050 |
| 40 |
136.08 |
100.96 |
35.12 |
27.7% |
1.49 |
1.2% |
73% |
False |
False |
1,295 |
| 60 |
136.08 |
96.69 |
39.39 |
31.1% |
1.29 |
1.0% |
76% |
False |
False |
1,064 |
| 80 |
136.08 |
86.00 |
50.08 |
39.5% |
1.06 |
0.8% |
81% |
False |
False |
1,018 |
| 100 |
136.08 |
84.44 |
51.64 |
40.8% |
0.86 |
0.7% |
82% |
False |
False |
899 |
| 120 |
136.08 |
84.44 |
51.64 |
40.8% |
0.78 |
0.6% |
82% |
False |
False |
816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.03 |
|
2.618 |
134.62 |
|
1.618 |
131.92 |
|
1.000 |
130.25 |
|
0.618 |
129.22 |
|
HIGH |
127.55 |
|
0.618 |
126.52 |
|
0.500 |
126.20 |
|
0.382 |
125.88 |
|
LOW |
124.85 |
|
0.618 |
123.18 |
|
1.000 |
122.15 |
|
1.618 |
120.48 |
|
2.618 |
117.78 |
|
4.250 |
113.38 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.54 |
126.97 |
| PP |
126.37 |
126.88 |
| S1 |
126.20 |
126.80 |
|