NYMEX Light Sweet Crude Oil Future October 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 |
129.60 |
126.49 |
-3.11 |
-2.4% |
131.95 |
| High |
132.32 |
128.08 |
-4.24 |
-3.2% |
133.00 |
| Low |
126.32 |
124.93 |
-1.39 |
-1.1% |
124.93 |
| Close |
126.62 |
127.27 |
0.65 |
0.5% |
127.27 |
| Range |
6.00 |
3.15 |
-2.85 |
-47.5% |
8.07 |
| ATR |
3.64 |
3.61 |
-0.04 |
-1.0% |
0.00 |
| Volume |
26,344 |
21,974 |
-4,370 |
-16.6% |
97,448 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.21 |
134.89 |
129.00 |
|
| R3 |
133.06 |
131.74 |
128.14 |
|
| R2 |
129.91 |
129.91 |
127.85 |
|
| R1 |
128.59 |
128.59 |
127.56 |
129.25 |
| PP |
126.76 |
126.76 |
126.76 |
127.09 |
| S1 |
125.44 |
125.44 |
126.98 |
126.10 |
| S2 |
123.61 |
123.61 |
126.69 |
|
| S3 |
120.46 |
122.29 |
126.40 |
|
| S4 |
117.31 |
119.14 |
125.54 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.61 |
148.01 |
131.71 |
|
| R3 |
144.54 |
139.94 |
129.49 |
|
| R2 |
136.47 |
136.47 |
128.75 |
|
| R1 |
131.87 |
131.87 |
128.01 |
130.14 |
| PP |
128.40 |
128.40 |
128.40 |
127.53 |
| S1 |
123.80 |
123.80 |
126.53 |
122.07 |
| S2 |
120.33 |
120.33 |
125.79 |
|
| S3 |
112.26 |
115.73 |
125.05 |
|
| S4 |
104.19 |
107.66 |
122.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.15 |
124.93 |
8.22 |
6.5% |
4.29 |
3.4% |
28% |
False |
True |
26,957 |
| 10 |
135.78 |
123.80 |
11.98 |
9.4% |
4.03 |
3.2% |
29% |
False |
False |
21,259 |
| 20 |
135.78 |
109.31 |
26.47 |
20.8% |
3.68 |
2.9% |
68% |
False |
False |
14,818 |
| 40 |
135.78 |
101.91 |
33.87 |
26.6% |
2.97 |
2.3% |
75% |
False |
False |
10,071 |
| 60 |
135.78 |
96.67 |
39.11 |
30.7% |
2.76 |
2.2% |
78% |
False |
False |
8,076 |
| 80 |
135.78 |
86.44 |
49.34 |
38.8% |
2.42 |
1.9% |
83% |
False |
False |
6,419 |
| 100 |
135.78 |
84.60 |
51.18 |
40.2% |
2.09 |
1.6% |
83% |
False |
False |
5,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.47 |
|
2.618 |
136.33 |
|
1.618 |
133.18 |
|
1.000 |
131.23 |
|
0.618 |
130.03 |
|
HIGH |
128.08 |
|
0.618 |
126.88 |
|
0.500 |
126.51 |
|
0.382 |
126.13 |
|
LOW |
124.93 |
|
0.618 |
122.98 |
|
1.000 |
121.78 |
|
1.618 |
119.83 |
|
2.618 |
116.68 |
|
4.250 |
111.54 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.02 |
128.63 |
| PP |
126.76 |
128.17 |
| S1 |
126.51 |
127.72 |
|