NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
127.63 |
127.50 |
-0.13 |
-0.1% |
131.68 |
| High |
129.35 |
127.98 |
-1.37 |
-1.1% |
133.65 |
| Low |
125.22 |
123.87 |
-1.35 |
-1.1% |
124.67 |
| Close |
127.76 |
124.31 |
-3.45 |
-2.7% |
127.35 |
| Range |
4.13 |
4.11 |
-0.02 |
-0.5% |
8.98 |
| ATR |
3.99 |
3.99 |
0.01 |
0.2% |
0.00 |
| Volume |
309,342 |
304,809 |
-4,533 |
-1.5% |
1,867,177 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.72 |
135.12 |
126.57 |
|
| R3 |
133.61 |
131.01 |
125.44 |
|
| R2 |
129.50 |
129.50 |
125.06 |
|
| R1 |
126.90 |
126.90 |
124.69 |
126.15 |
| PP |
125.39 |
125.39 |
125.39 |
125.01 |
| S1 |
122.79 |
122.79 |
123.93 |
122.04 |
| S2 |
121.28 |
121.28 |
123.56 |
|
| S3 |
117.17 |
118.68 |
123.18 |
|
| S4 |
113.06 |
114.57 |
122.05 |
|
|
| 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 |
133.12 |
123.87 |
9.25 |
7.4% |
4.90 |
3.9% |
5% |
False |
True |
346,977 |
| 10 |
135.09 |
123.87 |
11.22 |
9.0% |
4.60 |
3.7% |
4% |
False |
True |
358,400 |
| 20 |
135.09 |
120.12 |
14.97 |
12.0% |
3.91 |
3.1% |
28% |
False |
False |
269,588 |
| 40 |
135.09 |
106.59 |
28.50 |
22.9% |
3.54 |
2.8% |
62% |
False |
False |
166,117 |
| 60 |
135.09 |
97.58 |
37.51 |
30.2% |
3.60 |
2.9% |
71% |
False |
False |
121,427 |
| 80 |
135.09 |
90.49 |
44.60 |
35.9% |
3.34 |
2.7% |
76% |
False |
False |
93,919 |
| 100 |
135.09 |
85.17 |
49.92 |
40.2% |
3.05 |
2.5% |
78% |
False |
False |
76,387 |
| 120 |
135.09 |
85.17 |
49.92 |
40.2% |
2.83 |
2.3% |
78% |
False |
False |
64,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.45 |
|
2.618 |
138.74 |
|
1.618 |
134.63 |
|
1.000 |
132.09 |
|
0.618 |
130.52 |
|
HIGH |
127.98 |
|
0.618 |
126.41 |
|
0.500 |
125.93 |
|
0.382 |
125.44 |
|
LOW |
123.87 |
|
0.618 |
121.33 |
|
1.000 |
119.76 |
|
1.618 |
117.22 |
|
2.618 |
113.11 |
|
4.250 |
106.40 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.93 |
126.61 |
| PP |
125.39 |
125.84 |
| S1 |
124.85 |
125.08 |
|