NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
126.25 |
127.44 |
1.19 |
0.9% |
128.47 |
| High |
126.25 |
127.74 |
1.49 |
1.2% |
129.65 |
| Low |
126.25 |
126.98 |
0.73 |
0.6% |
124.75 |
| Close |
127.44 |
124.75 |
-2.69 |
-2.1% |
126.50 |
| Range |
0.00 |
0.76 |
0.76 |
|
4.90 |
| ATR |
1.86 |
1.78 |
-0.08 |
-4.2% |
0.00 |
| Volume |
767 |
803 |
36 |
4.7% |
3,782 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.77 |
127.52 |
125.17 |
|
| R3 |
128.01 |
126.76 |
124.96 |
|
| R2 |
127.25 |
127.25 |
124.89 |
|
| R1 |
126.00 |
126.00 |
124.82 |
126.25 |
| PP |
126.49 |
126.49 |
126.49 |
126.61 |
| S1 |
125.24 |
125.24 |
124.68 |
125.49 |
| S2 |
125.73 |
125.73 |
124.61 |
|
| S3 |
124.97 |
124.48 |
124.54 |
|
| S4 |
124.21 |
123.72 |
124.33 |
|
|
| 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 |
3.9% |
0.82 |
0.7% |
0% |
False |
False |
888 |
| 10 |
135.70 |
124.75 |
10.95 |
8.8% |
1.60 |
1.3% |
0% |
False |
False |
879 |
| 20 |
135.70 |
117.37 |
18.33 |
14.7% |
1.34 |
1.1% |
40% |
False |
False |
818 |
| 40 |
135.70 |
103.52 |
32.18 |
25.8% |
0.72 |
0.6% |
66% |
False |
False |
592 |
| 60 |
135.70 |
95.99 |
39.71 |
31.8% |
0.50 |
0.4% |
72% |
False |
False |
533 |
| 80 |
135.70 |
88.85 |
46.85 |
37.6% |
0.43 |
0.3% |
77% |
False |
False |
491 |
| 100 |
135.70 |
84.00 |
51.70 |
41.4% |
0.34 |
0.3% |
79% |
False |
False |
453 |
| 120 |
135.70 |
84.00 |
51.70 |
41.4% |
0.30 |
0.2% |
79% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.97 |
|
2.618 |
129.73 |
|
1.618 |
128.97 |
|
1.000 |
128.50 |
|
0.618 |
128.21 |
|
HIGH |
127.74 |
|
0.618 |
127.45 |
|
0.500 |
127.36 |
|
0.382 |
127.27 |
|
LOW |
126.98 |
|
0.618 |
126.51 |
|
1.000 |
126.22 |
|
1.618 |
125.75 |
|
2.618 |
124.99 |
|
4.250 |
123.75 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.36 |
126.25 |
| PP |
126.49 |
125.75 |
| S1 |
125.62 |
125.25 |
|