NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
124.30 |
123.67 |
-0.63 |
-0.5% |
129.50 |
| High |
124.58 |
127.99 |
3.41 |
2.7% |
129.56 |
| Low |
122.90 |
123.39 |
0.49 |
0.4% |
124.85 |
| Close |
122.92 |
127.99 |
5.07 |
4.1% |
126.71 |
| Range |
1.68 |
4.60 |
2.92 |
173.8% |
4.71 |
| ATR |
2.43 |
2.62 |
0.19 |
7.8% |
0.00 |
| Volume |
1,653 |
1,371 |
-282 |
-17.1% |
10,497 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.26 |
138.72 |
130.52 |
|
| R3 |
135.66 |
134.12 |
129.26 |
|
| R2 |
131.06 |
131.06 |
128.83 |
|
| R1 |
129.52 |
129.52 |
128.41 |
130.29 |
| PP |
126.46 |
126.46 |
126.46 |
126.84 |
| S1 |
124.92 |
124.92 |
127.57 |
125.69 |
| S2 |
121.86 |
121.86 |
127.15 |
|
| S3 |
117.26 |
120.32 |
126.73 |
|
| S4 |
112.66 |
115.72 |
125.46 |
|
|
| 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 |
128.10 |
122.90 |
5.20 |
4.1% |
2.99 |
2.3% |
98% |
False |
False |
1,974 |
| 10 |
136.08 |
122.90 |
13.18 |
10.3% |
2.53 |
2.0% |
39% |
False |
False |
2,706 |
| 20 |
136.08 |
119.92 |
16.16 |
12.6% |
2.22 |
1.7% |
50% |
False |
False |
2,286 |
| 40 |
136.08 |
104.00 |
32.08 |
25.1% |
1.58 |
1.2% |
75% |
False |
False |
1,415 |
| 60 |
136.08 |
96.69 |
39.39 |
30.8% |
1.47 |
1.2% |
79% |
False |
False |
1,146 |
| 80 |
136.08 |
90.95 |
45.13 |
35.3% |
1.19 |
0.9% |
82% |
False |
False |
1,036 |
| 100 |
136.08 |
84.44 |
51.64 |
40.3% |
0.98 |
0.8% |
84% |
False |
False |
947 |
| 120 |
136.08 |
84.44 |
51.64 |
40.3% |
0.85 |
0.7% |
84% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.54 |
|
2.618 |
140.03 |
|
1.618 |
135.43 |
|
1.000 |
132.59 |
|
0.618 |
130.83 |
|
HIGH |
127.99 |
|
0.618 |
126.23 |
|
0.500 |
125.69 |
|
0.382 |
125.15 |
|
LOW |
123.39 |
|
0.618 |
120.55 |
|
1.000 |
118.79 |
|
1.618 |
115.95 |
|
2.618 |
111.35 |
|
4.250 |
103.84 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.22 |
127.14 |
| PP |
126.46 |
126.30 |
| S1 |
125.69 |
125.45 |
|