NYMEX Light Sweet Crude Oil Future August 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 |
127.66 |
127.85 |
0.19 |
0.1% |
132.24 |
| High |
129.53 |
128.24 |
-1.29 |
-1.0% |
133.60 |
| Low |
125.42 |
124.25 |
-1.17 |
-0.9% |
124.87 |
| Close |
128.05 |
124.70 |
-3.35 |
-2.6% |
127.50 |
| Range |
4.11 |
3.99 |
-0.12 |
-2.9% |
8.73 |
| ATR |
3.86 |
3.87 |
0.01 |
0.2% |
0.00 |
| Volume |
85,407 |
95,055 |
9,648 |
11.3% |
563,100 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.70 |
135.19 |
126.89 |
|
| R3 |
133.71 |
131.20 |
125.80 |
|
| R2 |
129.72 |
129.72 |
125.43 |
|
| R1 |
127.21 |
127.21 |
125.07 |
126.47 |
| PP |
125.73 |
125.73 |
125.73 |
125.36 |
| S1 |
123.22 |
123.22 |
124.33 |
122.48 |
| S2 |
121.74 |
121.74 |
123.97 |
|
| S3 |
117.75 |
119.23 |
123.60 |
|
| S4 |
113.76 |
115.24 |
122.51 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.85 |
149.90 |
132.30 |
|
| R3 |
146.12 |
141.17 |
129.90 |
|
| R2 |
137.39 |
137.39 |
129.10 |
|
| R1 |
132.44 |
132.44 |
128.30 |
130.55 |
| PP |
128.66 |
128.66 |
128.66 |
127.71 |
| S1 |
123.71 |
123.71 |
126.70 |
121.82 |
| S2 |
119.93 |
119.93 |
125.90 |
|
| S3 |
111.20 |
114.98 |
125.10 |
|
| S4 |
102.47 |
106.25 |
122.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.14 |
124.25 |
8.89 |
7.1% |
4.77 |
3.8% |
5% |
False |
True |
100,645 |
| 10 |
135.49 |
124.25 |
11.24 |
9.0% |
4.49 |
3.6% |
4% |
False |
True |
110,437 |
| 20 |
135.49 |
119.67 |
15.82 |
12.7% |
3.82 |
3.1% |
32% |
False |
False |
77,222 |
| 40 |
135.49 |
106.05 |
29.44 |
23.6% |
3.41 |
2.7% |
63% |
False |
False |
48,478 |
| 60 |
135.49 |
97.33 |
38.16 |
30.6% |
3.36 |
2.7% |
72% |
False |
False |
36,070 |
| 80 |
135.49 |
91.40 |
44.09 |
35.4% |
3.06 |
2.5% |
76% |
False |
False |
28,384 |
| 100 |
135.49 |
84.33 |
51.16 |
41.0% |
2.81 |
2.3% |
79% |
False |
False |
23,395 |
| 120 |
135.49 |
84.33 |
51.16 |
41.0% |
2.55 |
2.0% |
79% |
False |
False |
19,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.20 |
|
2.618 |
138.69 |
|
1.618 |
134.70 |
|
1.000 |
132.23 |
|
0.618 |
130.71 |
|
HIGH |
128.24 |
|
0.618 |
126.72 |
|
0.500 |
126.25 |
|
0.382 |
125.77 |
|
LOW |
124.25 |
|
0.618 |
121.78 |
|
1.000 |
120.26 |
|
1.618 |
117.79 |
|
2.618 |
113.80 |
|
4.250 |
107.29 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.25 |
126.89 |
| PP |
125.73 |
126.16 |
| S1 |
125.22 |
125.43 |
|