NYMEX Light Sweet Crude Oil Future September 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 |
127.97 |
125.07 |
-2.90 |
-2.3% |
132.39 |
| High |
128.35 |
125.40 |
-2.95 |
-2.3% |
133.39 |
| Low |
124.45 |
122.35 |
-2.10 |
-1.7% |
124.86 |
| Close |
124.88 |
122.85 |
-2.03 |
-1.6% |
127.42 |
| Range |
3.90 |
3.05 |
-0.85 |
-21.8% |
8.53 |
| ATR |
3.77 |
3.72 |
-0.05 |
-1.4% |
0.00 |
| Volume |
36,360 |
38,589 |
2,229 |
6.1% |
282,327 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.68 |
130.82 |
124.53 |
|
| R3 |
129.63 |
127.77 |
123.69 |
|
| R2 |
126.58 |
126.58 |
123.41 |
|
| R1 |
124.72 |
124.72 |
123.13 |
124.13 |
| PP |
123.53 |
123.53 |
123.53 |
123.24 |
| S1 |
121.67 |
121.67 |
122.57 |
121.08 |
| S2 |
120.48 |
120.48 |
122.29 |
|
| S3 |
117.43 |
118.62 |
122.01 |
|
| S4 |
114.38 |
115.57 |
121.17 |
|
|
| 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 |
132.86 |
122.35 |
10.51 |
8.6% |
4.22 |
3.4% |
5% |
False |
True |
46,559 |
| 10 |
135.79 |
122.35 |
13.44 |
10.9% |
4.09 |
3.3% |
4% |
False |
True |
53,810 |
| 20 |
135.79 |
120.49 |
15.30 |
12.5% |
3.69 |
3.0% |
15% |
False |
False |
39,520 |
| 40 |
135.79 |
106.06 |
29.73 |
24.2% |
3.33 |
2.7% |
56% |
False |
False |
25,905 |
| 60 |
135.79 |
96.72 |
39.07 |
31.8% |
3.27 |
2.7% |
67% |
False |
False |
20,153 |
| 80 |
135.79 |
91.21 |
44.58 |
36.3% |
2.95 |
2.4% |
71% |
False |
False |
16,434 |
| 100 |
135.79 |
84.70 |
51.09 |
41.6% |
2.68 |
2.2% |
75% |
False |
False |
13,582 |
| 120 |
135.79 |
84.70 |
51.09 |
41.6% |
2.37 |
1.9% |
75% |
False |
False |
11,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.36 |
|
2.618 |
133.38 |
|
1.618 |
130.33 |
|
1.000 |
128.45 |
|
0.618 |
127.28 |
|
HIGH |
125.40 |
|
0.618 |
124.23 |
|
0.500 |
123.88 |
|
0.382 |
123.52 |
|
LOW |
122.35 |
|
0.618 |
120.47 |
|
1.000 |
119.30 |
|
1.618 |
117.42 |
|
2.618 |
114.37 |
|
4.250 |
109.39 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.88 |
125.93 |
| PP |
123.53 |
124.90 |
| S1 |
123.19 |
123.88 |
|