NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.21 |
126.63 |
-3.58 |
-2.7% |
132.39 |
| High |
132.86 |
128.30 |
-4.56 |
-3.4% |
133.39 |
| Low |
126.28 |
124.86 |
-1.42 |
-1.1% |
124.86 |
| Close |
126.75 |
127.42 |
0.67 |
0.5% |
127.42 |
| Range |
6.58 |
3.44 |
-3.14 |
-47.7% |
8.53 |
| ATR |
3.76 |
3.74 |
-0.02 |
-0.6% |
0.00 |
| Volume |
58,226 |
55,678 |
-2,548 |
-4.4% |
282,327 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.18 |
135.74 |
129.31 |
|
| R3 |
133.74 |
132.30 |
128.37 |
|
| R2 |
130.30 |
130.30 |
128.05 |
|
| R1 |
128.86 |
128.86 |
127.74 |
129.58 |
| PP |
126.86 |
126.86 |
126.86 |
127.22 |
| S1 |
125.42 |
125.42 |
127.10 |
126.14 |
| S2 |
123.42 |
123.42 |
126.79 |
|
| S3 |
119.98 |
121.98 |
126.47 |
|
| S4 |
116.54 |
118.54 |
125.53 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.15 |
149.31 |
132.11 |
|
| R3 |
145.62 |
140.78 |
129.77 |
|
| R2 |
137.09 |
137.09 |
128.98 |
|
| R1 |
132.25 |
132.25 |
128.20 |
130.41 |
| PP |
128.56 |
128.56 |
128.56 |
127.63 |
| S1 |
123.72 |
123.72 |
126.64 |
121.88 |
| S2 |
120.03 |
120.03 |
125.86 |
|
| S3 |
111.50 |
115.19 |
125.07 |
|
| S4 |
102.97 |
106.66 |
122.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.39 |
124.86 |
8.53 |
6.7% |
4.20 |
3.3% |
30% |
False |
True |
56,465 |
| 10 |
135.79 |
124.86 |
10.93 |
8.6% |
4.09 |
3.2% |
23% |
False |
True |
50,857 |
| 20 |
135.79 |
114.22 |
21.57 |
16.9% |
3.69 |
2.9% |
61% |
False |
False |
35,722 |
| 40 |
135.79 |
104.18 |
31.61 |
24.8% |
3.24 |
2.5% |
74% |
False |
False |
23,625 |
| 60 |
135.79 |
96.72 |
39.07 |
30.7% |
3.19 |
2.5% |
79% |
False |
False |
18,523 |
| 80 |
135.79 |
88.59 |
47.20 |
37.0% |
2.89 |
2.3% |
82% |
False |
False |
15,076 |
| 100 |
135.79 |
84.70 |
51.09 |
40.1% |
2.59 |
2.0% |
84% |
False |
False |
12,452 |
| 120 |
135.79 |
84.70 |
51.09 |
40.1% |
2.32 |
1.8% |
84% |
False |
False |
10,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.92 |
|
2.618 |
137.31 |
|
1.618 |
133.87 |
|
1.000 |
131.74 |
|
0.618 |
130.43 |
|
HIGH |
128.30 |
|
0.618 |
126.99 |
|
0.500 |
126.58 |
|
0.382 |
126.17 |
|
LOW |
124.86 |
|
0.618 |
122.73 |
|
1.000 |
121.42 |
|
1.618 |
119.29 |
|
2.618 |
115.85 |
|
4.250 |
110.24 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.14 |
128.86 |
| PP |
126.86 |
128.38 |
| S1 |
126.58 |
127.90 |
|