NYMEX Light Sweet Crude Oil Future February 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 |
122.85 |
126.47 |
3.62 |
2.9% |
128.47 |
| High |
122.85 |
126.47 |
3.62 |
2.9% |
129.65 |
| Low |
122.85 |
126.47 |
3.62 |
2.9% |
124.75 |
| Close |
122.85 |
127.85 |
5.00 |
4.1% |
126.50 |
| Range |
|
|
|
|
|
| ATR |
1.79 |
1.92 |
0.13 |
7.3% |
0.00 |
| Volume |
760 |
577 |
-183 |
-24.1% |
3,782 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.93 |
127.39 |
127.85 |
|
| R3 |
126.93 |
127.39 |
127.85 |
|
| R2 |
126.93 |
126.93 |
127.85 |
|
| R1 |
127.39 |
127.39 |
127.85 |
127.16 |
| PP |
126.93 |
126.93 |
126.93 |
126.82 |
| S1 |
127.39 |
127.39 |
127.85 |
127.16 |
| S2 |
126.93 |
126.93 |
127.85 |
|
| S3 |
126.93 |
127.39 |
127.85 |
|
| S4 |
126.93 |
127.39 |
127.85 |
|
|
| 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 |
127.74 |
122.85 |
4.89 |
3.8% |
0.26 |
0.2% |
102% |
False |
False |
742 |
| 10 |
135.70 |
122.85 |
12.85 |
10.1% |
0.88 |
0.7% |
39% |
False |
False |
900 |
| 20 |
135.70 |
119.30 |
16.40 |
12.8% |
1.19 |
0.9% |
52% |
False |
False |
859 |
| 40 |
135.70 |
104.84 |
30.86 |
24.1% |
0.72 |
0.6% |
75% |
False |
False |
614 |
| 60 |
135.70 |
95.99 |
39.71 |
31.1% |
0.50 |
0.4% |
80% |
False |
False |
554 |
| 80 |
135.70 |
90.70 |
45.00 |
35.2% |
0.40 |
0.3% |
83% |
False |
False |
507 |
| 100 |
135.70 |
84.00 |
51.70 |
40.4% |
0.34 |
0.3% |
85% |
False |
False |
449 |
| 120 |
135.70 |
84.00 |
51.70 |
40.4% |
0.30 |
0.2% |
85% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.47 |
|
2.618 |
126.47 |
|
1.618 |
126.47 |
|
1.000 |
126.47 |
|
0.618 |
126.47 |
|
HIGH |
126.47 |
|
0.618 |
126.47 |
|
0.500 |
126.47 |
|
0.382 |
126.47 |
|
LOW |
126.47 |
|
0.618 |
126.47 |
|
1.000 |
126.47 |
|
1.618 |
126.47 |
|
2.618 |
126.47 |
|
4.250 |
126.47 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.39 |
127.00 |
| PP |
126.93 |
126.15 |
| S1 |
126.47 |
125.30 |
|