NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.75 |
126.59 |
-4.16 |
-3.2% |
131.68 |
| High |
133.12 |
128.30 |
-4.82 |
-3.6% |
133.65 |
| Low |
126.11 |
124.67 |
-1.44 |
-1.1% |
124.67 |
| Close |
126.62 |
127.35 |
0.73 |
0.6% |
127.35 |
| Range |
7.01 |
3.63 |
-3.38 |
-48.2% |
8.98 |
| ATR |
4.00 |
3.97 |
-0.03 |
-0.7% |
0.00 |
| Volume |
369,868 |
424,268 |
54,400 |
14.7% |
1,867,177 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.66 |
136.14 |
129.35 |
|
| R3 |
134.03 |
132.51 |
128.35 |
|
| R2 |
130.40 |
130.40 |
128.02 |
|
| R1 |
128.88 |
128.88 |
127.68 |
129.64 |
| PP |
126.77 |
126.77 |
126.77 |
127.16 |
| S1 |
125.25 |
125.25 |
127.02 |
126.01 |
| S2 |
123.14 |
123.14 |
126.68 |
|
| S3 |
119.51 |
121.62 |
126.35 |
|
| S4 |
115.88 |
117.99 |
125.35 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.50 |
150.40 |
132.29 |
|
| R3 |
146.52 |
141.42 |
129.82 |
|
| R2 |
137.54 |
137.54 |
129.00 |
|
| R1 |
132.44 |
132.44 |
128.17 |
130.50 |
| PP |
128.56 |
128.56 |
128.56 |
127.59 |
| S1 |
123.46 |
123.46 |
126.53 |
121.52 |
| S2 |
119.58 |
119.58 |
125.70 |
|
| S3 |
110.60 |
114.48 |
124.88 |
|
| S4 |
101.62 |
105.50 |
122.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.65 |
124.67 |
8.98 |
7.1% |
4.72 |
3.7% |
30% |
False |
True |
373,435 |
| 10 |
135.09 |
124.67 |
10.42 |
8.2% |
4.31 |
3.4% |
26% |
False |
True |
343,686 |
| 20 |
135.09 |
115.00 |
20.09 |
15.8% |
3.90 |
3.1% |
61% |
False |
False |
247,831 |
| 40 |
135.09 |
105.11 |
29.98 |
23.5% |
3.46 |
2.7% |
74% |
False |
False |
152,658 |
| 60 |
135.09 |
97.58 |
37.51 |
29.5% |
3.55 |
2.8% |
79% |
False |
False |
111,803 |
| 80 |
135.09 |
86.28 |
48.81 |
38.3% |
3.30 |
2.6% |
84% |
False |
False |
86,361 |
| 100 |
135.09 |
85.17 |
49.92 |
39.2% |
3.00 |
2.4% |
84% |
False |
False |
70,321 |
| 120 |
135.09 |
85.17 |
49.92 |
39.2% |
2.78 |
2.2% |
84% |
False |
False |
59,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.73 |
|
2.618 |
137.80 |
|
1.618 |
134.17 |
|
1.000 |
131.93 |
|
0.618 |
130.54 |
|
HIGH |
128.30 |
|
0.618 |
126.91 |
|
0.500 |
126.49 |
|
0.382 |
126.06 |
|
LOW |
124.67 |
|
0.618 |
122.43 |
|
1.000 |
121.04 |
|
1.618 |
118.80 |
|
2.618 |
115.17 |
|
4.250 |
109.24 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.06 |
128.90 |
| PP |
126.77 |
128.38 |
| S1 |
126.49 |
127.87 |
|