NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
127.50 |
124.23 |
-3.27 |
-2.6% |
131.68 |
| High |
127.98 |
125.08 |
-2.90 |
-2.3% |
133.65 |
| Low |
123.87 |
121.84 |
-2.03 |
-1.6% |
124.67 |
| Close |
124.31 |
122.30 |
-2.01 |
-1.6% |
127.35 |
| Range |
4.11 |
3.24 |
-0.87 |
-21.2% |
8.98 |
| ATR |
3.99 |
3.94 |
-0.05 |
-1.3% |
0.00 |
| Volume |
304,809 |
301,116 |
-3,693 |
-1.2% |
1,867,177 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.79 |
130.79 |
124.08 |
|
| R3 |
129.55 |
127.55 |
123.19 |
|
| R2 |
126.31 |
126.31 |
122.89 |
|
| R1 |
124.31 |
124.31 |
122.60 |
123.69 |
| PP |
123.07 |
123.07 |
123.07 |
122.77 |
| S1 |
121.07 |
121.07 |
122.00 |
120.45 |
| S2 |
119.83 |
119.83 |
121.71 |
|
| S3 |
116.59 |
117.83 |
121.41 |
|
| S4 |
113.35 |
114.59 |
120.52 |
|
|
| 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 |
121.84 |
11.28 |
9.2% |
4.42 |
3.6% |
4% |
False |
True |
341,880 |
| 10 |
135.09 |
121.84 |
13.25 |
10.8% |
4.37 |
3.6% |
3% |
False |
True |
356,956 |
| 20 |
135.09 |
120.65 |
14.44 |
11.8% |
3.89 |
3.2% |
11% |
False |
False |
278,188 |
| 40 |
135.09 |
107.49 |
27.60 |
22.6% |
3.53 |
2.9% |
54% |
False |
False |
172,481 |
| 60 |
135.09 |
97.58 |
37.51 |
30.7% |
3.60 |
2.9% |
66% |
False |
False |
126,006 |
| 80 |
135.09 |
91.62 |
43.47 |
35.5% |
3.34 |
2.7% |
71% |
False |
False |
97,558 |
| 100 |
135.09 |
85.17 |
49.92 |
40.8% |
3.07 |
2.5% |
74% |
False |
False |
79,359 |
| 120 |
135.09 |
85.17 |
49.92 |
40.8% |
2.83 |
2.3% |
74% |
False |
False |
66,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.85 |
|
2.618 |
133.56 |
|
1.618 |
130.32 |
|
1.000 |
128.32 |
|
0.618 |
127.08 |
|
HIGH |
125.08 |
|
0.618 |
123.84 |
|
0.500 |
123.46 |
|
0.382 |
123.08 |
|
LOW |
121.84 |
|
0.618 |
119.84 |
|
1.000 |
118.60 |
|
1.618 |
116.60 |
|
2.618 |
113.36 |
|
4.250 |
108.07 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.46 |
125.60 |
| PP |
123.07 |
124.50 |
| S1 |
122.69 |
123.40 |
|