NYMEX Light Sweet Crude Oil Future August 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 |
124.72 |
122.47 |
-2.25 |
-1.8% |
132.24 |
| High |
125.36 |
128.70 |
3.34 |
2.7% |
133.60 |
| Low |
122.16 |
122.05 |
-0.11 |
-0.1% |
124.87 |
| Close |
122.68 |
128.18 |
5.50 |
4.5% |
127.50 |
| Range |
3.20 |
6.65 |
3.45 |
107.8% |
8.73 |
| ATR |
3.83 |
4.03 |
0.20 |
5.3% |
0.00 |
| Volume |
86,848 |
107,320 |
20,472 |
23.6% |
563,100 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.26 |
143.87 |
131.84 |
|
| R3 |
139.61 |
137.22 |
130.01 |
|
| R2 |
132.96 |
132.96 |
129.40 |
|
| R1 |
130.57 |
130.57 |
128.79 |
131.77 |
| PP |
126.31 |
126.31 |
126.31 |
126.91 |
| S1 |
123.92 |
123.92 |
127.57 |
125.12 |
| S2 |
119.66 |
119.66 |
126.96 |
|
| S3 |
113.01 |
117.27 |
126.35 |
|
| S4 |
106.36 |
110.62 |
124.52 |
|
|
| 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 |
129.53 |
122.05 |
7.48 |
5.8% |
4.30 |
3.4% |
82% |
False |
True |
98,287 |
| 10 |
133.70 |
122.05 |
11.65 |
9.1% |
4.39 |
3.4% |
53% |
False |
True |
107,445 |
| 20 |
135.49 |
120.61 |
14.88 |
11.6% |
3.99 |
3.1% |
51% |
False |
False |
83,305 |
| 40 |
135.49 |
107.41 |
28.08 |
21.9% |
3.50 |
2.7% |
74% |
False |
False |
52,559 |
| 60 |
135.49 |
97.33 |
38.16 |
29.8% |
3.45 |
2.7% |
81% |
False |
False |
38,918 |
| 80 |
135.49 |
93.34 |
42.15 |
32.9% |
3.15 |
2.5% |
83% |
False |
False |
30,714 |
| 100 |
135.49 |
84.33 |
51.16 |
39.9% |
2.89 |
2.3% |
86% |
False |
False |
25,290 |
| 120 |
135.49 |
84.33 |
51.16 |
39.9% |
2.59 |
2.0% |
86% |
False |
False |
21,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.96 |
|
2.618 |
146.11 |
|
1.618 |
139.46 |
|
1.000 |
135.35 |
|
0.618 |
132.81 |
|
HIGH |
128.70 |
|
0.618 |
126.16 |
|
0.500 |
125.38 |
|
0.382 |
124.59 |
|
LOW |
122.05 |
|
0.618 |
117.94 |
|
1.000 |
115.40 |
|
1.618 |
111.29 |
|
2.618 |
104.64 |
|
4.250 |
93.79 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.25 |
127.25 |
| PP |
126.31 |
126.31 |
| S1 |
125.38 |
125.38 |
|