NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
126.49 |
127.50 |
1.01 |
0.8% |
131.95 |
| High |
128.08 |
129.10 |
1.02 |
0.8% |
133.00 |
| Low |
124.93 |
125.42 |
0.49 |
0.4% |
124.93 |
| Close |
127.27 |
128.04 |
0.77 |
0.6% |
127.27 |
| Range |
3.15 |
3.68 |
0.53 |
16.8% |
8.07 |
| ATR |
3.61 |
3.61 |
0.01 |
0.1% |
0.00 |
| Volume |
21,974 |
28,986 |
7,012 |
31.9% |
97,448 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.56 |
136.98 |
130.06 |
|
| R3 |
134.88 |
133.30 |
129.05 |
|
| R2 |
131.20 |
131.20 |
128.71 |
|
| R1 |
129.62 |
129.62 |
128.38 |
130.41 |
| PP |
127.52 |
127.52 |
127.52 |
127.92 |
| S1 |
125.94 |
125.94 |
127.70 |
126.73 |
| S2 |
123.84 |
123.84 |
127.37 |
|
| S3 |
120.16 |
122.26 |
127.03 |
|
| S4 |
116.48 |
118.58 |
126.02 |
|
|
| 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 |
133.00 |
124.93 |
8.07 |
6.3% |
4.43 |
3.5% |
39% |
False |
False |
25,286 |
| 10 |
135.78 |
124.93 |
10.85 |
8.5% |
4.11 |
3.2% |
29% |
False |
False |
23,286 |
| 20 |
135.78 |
114.00 |
21.78 |
17.0% |
3.62 |
2.8% |
64% |
False |
False |
15,871 |
| 40 |
135.78 |
104.51 |
31.27 |
24.4% |
3.03 |
2.4% |
75% |
False |
False |
10,683 |
| 60 |
135.78 |
96.67 |
39.11 |
30.5% |
2.79 |
2.2% |
80% |
False |
False |
8,466 |
| 80 |
135.78 |
88.10 |
47.68 |
37.2% |
2.45 |
1.9% |
84% |
False |
False |
6,776 |
| 100 |
135.78 |
84.60 |
51.18 |
40.0% |
2.12 |
1.7% |
85% |
False |
False |
5,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.74 |
|
2.618 |
138.73 |
|
1.618 |
135.05 |
|
1.000 |
132.78 |
|
0.618 |
131.37 |
|
HIGH |
129.10 |
|
0.618 |
127.69 |
|
0.500 |
127.26 |
|
0.382 |
126.83 |
|
LOW |
125.42 |
|
0.618 |
123.15 |
|
1.000 |
121.74 |
|
1.618 |
119.47 |
|
2.618 |
115.79 |
|
4.250 |
109.78 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.78 |
128.63 |
| PP |
127.52 |
128.43 |
| S1 |
127.26 |
128.24 |
|