NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
127.86 |
124.30 |
-3.56 |
-2.8% |
129.50 |
| High |
128.00 |
124.58 |
-3.42 |
-2.7% |
129.56 |
| Low |
124.89 |
122.90 |
-1.99 |
-1.6% |
124.85 |
| Close |
124.84 |
122.92 |
-1.92 |
-1.5% |
126.71 |
| Range |
3.11 |
1.68 |
-1.43 |
-46.0% |
4.71 |
| ATR |
2.47 |
2.43 |
-0.04 |
-1.5% |
0.00 |
| Volume |
2,262 |
1,653 |
-609 |
-26.9% |
10,497 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.51 |
127.39 |
123.84 |
|
| R3 |
126.83 |
125.71 |
123.38 |
|
| R2 |
125.15 |
125.15 |
123.23 |
|
| R1 |
124.03 |
124.03 |
123.07 |
123.75 |
| PP |
123.47 |
123.47 |
123.47 |
123.33 |
| S1 |
122.35 |
122.35 |
122.77 |
122.07 |
| S2 |
121.79 |
121.79 |
122.61 |
|
| S3 |
120.11 |
120.67 |
122.46 |
|
| S4 |
118.43 |
118.99 |
122.00 |
|
|
| 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 |
129.08 |
122.90 |
6.18 |
5.0% |
2.11 |
1.7% |
0% |
False |
True |
2,350 |
| 10 |
136.08 |
122.90 |
13.18 |
10.7% |
2.60 |
2.1% |
0% |
False |
True |
2,941 |
| 20 |
136.08 |
117.90 |
18.18 |
14.8% |
2.08 |
1.7% |
28% |
False |
False |
2,293 |
| 40 |
136.08 |
101.30 |
34.78 |
28.3% |
1.59 |
1.3% |
62% |
False |
False |
1,414 |
| 60 |
136.08 |
96.69 |
39.39 |
32.0% |
1.41 |
1.1% |
67% |
False |
False |
1,132 |
| 80 |
136.08 |
90.95 |
45.13 |
36.7% |
1.14 |
0.9% |
71% |
False |
False |
1,021 |
| 100 |
136.08 |
84.44 |
51.64 |
42.0% |
0.94 |
0.8% |
75% |
False |
False |
942 |
| 120 |
136.08 |
84.44 |
51.64 |
42.0% |
0.83 |
0.7% |
75% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.72 |
|
2.618 |
128.98 |
|
1.618 |
127.30 |
|
1.000 |
126.26 |
|
0.618 |
125.62 |
|
HIGH |
124.58 |
|
0.618 |
123.94 |
|
0.500 |
123.74 |
|
0.382 |
123.54 |
|
LOW |
122.90 |
|
0.618 |
121.86 |
|
1.000 |
121.22 |
|
1.618 |
120.18 |
|
2.618 |
118.50 |
|
4.250 |
115.76 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.74 |
125.50 |
| PP |
123.47 |
124.64 |
| S1 |
123.19 |
123.78 |
|