NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
125.30 |
126.25 |
0.95 |
0.8% |
128.47 |
| High |
125.30 |
126.25 |
0.95 |
0.8% |
129.65 |
| Low |
124.75 |
126.25 |
1.50 |
1.2% |
124.75 |
| Close |
126.50 |
127.44 |
0.94 |
0.7% |
126.50 |
| Range |
0.55 |
0.00 |
-0.55 |
-100.0% |
4.90 |
| ATR |
1.98 |
1.86 |
-0.12 |
-6.2% |
0.00 |
| Volume |
807 |
767 |
-40 |
-5.0% |
3,782 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.65 |
127.04 |
127.44 |
|
| R3 |
126.65 |
127.04 |
127.44 |
|
| R2 |
126.65 |
126.65 |
127.44 |
|
| R1 |
127.04 |
127.04 |
127.44 |
126.85 |
| PP |
126.65 |
126.65 |
126.65 |
126.55 |
| S1 |
127.04 |
127.04 |
127.44 |
126.85 |
| S2 |
126.65 |
126.65 |
127.44 |
|
| S3 |
126.65 |
127.04 |
127.44 |
|
| S4 |
126.65 |
127.04 |
127.44 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.67 |
138.98 |
129.20 |
|
| R3 |
136.77 |
134.08 |
127.85 |
|
| R2 |
131.87 |
131.87 |
127.40 |
|
| R1 |
129.18 |
129.18 |
126.95 |
128.08 |
| PP |
126.97 |
126.97 |
126.97 |
126.41 |
| S1 |
124.28 |
124.28 |
126.05 |
123.18 |
| S2 |
122.07 |
122.07 |
125.60 |
|
| S3 |
117.17 |
119.38 |
125.15 |
|
| S4 |
112.27 |
114.48 |
123.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.65 |
124.75 |
4.90 |
3.8% |
0.66 |
0.5% |
55% |
False |
False |
909 |
| 10 |
135.70 |
124.75 |
10.95 |
8.6% |
1.52 |
1.2% |
25% |
False |
False |
836 |
| 20 |
135.70 |
115.35 |
20.35 |
16.0% |
1.32 |
1.0% |
59% |
False |
False |
807 |
| 40 |
135.70 |
103.52 |
32.18 |
25.3% |
0.70 |
0.6% |
74% |
False |
False |
573 |
| 60 |
135.70 |
95.99 |
39.71 |
31.2% |
0.49 |
0.4% |
79% |
False |
False |
521 |
| 80 |
135.70 |
86.75 |
48.95 |
38.4% |
0.42 |
0.3% |
83% |
False |
False |
481 |
| 100 |
135.70 |
84.00 |
51.70 |
40.6% |
0.34 |
0.3% |
84% |
False |
False |
446 |
| 120 |
135.70 |
84.00 |
51.70 |
40.6% |
0.29 |
0.2% |
84% |
False |
False |
430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.25 |
|
2.618 |
126.25 |
|
1.618 |
126.25 |
|
1.000 |
126.25 |
|
0.618 |
126.25 |
|
HIGH |
126.25 |
|
0.618 |
126.25 |
|
0.500 |
126.25 |
|
0.382 |
126.25 |
|
LOW |
126.25 |
|
0.618 |
126.25 |
|
1.000 |
126.25 |
|
1.618 |
126.25 |
|
2.618 |
126.25 |
|
4.250 |
126.25 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.04 |
127.36 |
| PP |
126.65 |
127.28 |
| S1 |
126.25 |
127.20 |
|