NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
124.23 |
122.23 |
-2.00 |
-1.6% |
131.68 |
| High |
125.08 |
128.38 |
3.30 |
2.6% |
133.65 |
| Low |
121.84 |
121.61 |
-0.23 |
-0.2% |
124.67 |
| Close |
122.30 |
127.79 |
5.49 |
4.5% |
127.35 |
| Range |
3.24 |
6.77 |
3.53 |
109.0% |
8.98 |
| ATR |
3.94 |
4.14 |
0.20 |
5.1% |
0.00 |
| Volume |
301,116 |
335,547 |
34,431 |
11.4% |
1,867,177 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.24 |
143.78 |
131.51 |
|
| R3 |
139.47 |
137.01 |
129.65 |
|
| R2 |
132.70 |
132.70 |
129.03 |
|
| R1 |
130.24 |
130.24 |
128.41 |
131.47 |
| PP |
125.93 |
125.93 |
125.93 |
126.54 |
| S1 |
123.47 |
123.47 |
127.17 |
124.70 |
| S2 |
119.16 |
119.16 |
126.55 |
|
| S3 |
112.39 |
116.70 |
125.93 |
|
| S4 |
105.62 |
109.93 |
124.07 |
|
|
| 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 |
129.35 |
121.61 |
7.74 |
6.1% |
4.38 |
3.4% |
80% |
False |
True |
335,016 |
| 10 |
133.71 |
121.61 |
12.10 |
9.5% |
4.54 |
3.6% |
51% |
False |
True |
354,309 |
| 20 |
135.09 |
120.65 |
14.44 |
11.3% |
4.08 |
3.2% |
49% |
False |
False |
287,916 |
| 40 |
135.09 |
107.95 |
27.14 |
21.2% |
3.62 |
2.8% |
73% |
False |
False |
179,613 |
| 60 |
135.09 |
97.58 |
37.51 |
29.4% |
3.68 |
2.9% |
81% |
False |
False |
131,139 |
| 80 |
135.09 |
91.62 |
43.47 |
34.0% |
3.41 |
2.7% |
83% |
False |
False |
101,627 |
| 100 |
135.09 |
85.17 |
49.92 |
39.1% |
3.13 |
2.4% |
85% |
False |
False |
82,610 |
| 120 |
135.09 |
85.17 |
49.92 |
39.1% |
2.85 |
2.2% |
85% |
False |
False |
69,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.15 |
|
2.618 |
146.10 |
|
1.618 |
139.33 |
|
1.000 |
135.15 |
|
0.618 |
132.56 |
|
HIGH |
128.38 |
|
0.618 |
125.79 |
|
0.500 |
125.00 |
|
0.382 |
124.20 |
|
LOW |
121.61 |
|
0.618 |
117.43 |
|
1.000 |
114.84 |
|
1.618 |
110.66 |
|
2.618 |
103.89 |
|
4.250 |
92.84 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.86 |
126.86 |
| PP |
125.93 |
125.93 |
| S1 |
125.00 |
125.00 |
|