NYMEX Light Sweet Crude Oil Future October 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 |
127.70 |
124.62 |
-3.08 |
-2.4% |
131.95 |
| High |
128.41 |
125.50 |
-2.91 |
-2.3% |
133.00 |
| Low |
124.58 |
122.40 |
-2.18 |
-1.7% |
124.93 |
| Close |
124.92 |
122.91 |
-2.01 |
-1.6% |
127.27 |
| Range |
3.83 |
3.10 |
-0.73 |
-19.1% |
8.07 |
| ATR |
3.63 |
3.59 |
-0.04 |
-1.0% |
0.00 |
| Volume |
14,858 |
22,158 |
7,300 |
49.1% |
97,448 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.90 |
131.01 |
124.62 |
|
| R3 |
129.80 |
127.91 |
123.76 |
|
| R2 |
126.70 |
126.70 |
123.48 |
|
| R1 |
124.81 |
124.81 |
123.19 |
124.21 |
| PP |
123.60 |
123.60 |
123.60 |
123.30 |
| S1 |
121.71 |
121.71 |
122.63 |
121.11 |
| S2 |
120.50 |
120.50 |
122.34 |
|
| S3 |
117.40 |
118.61 |
122.06 |
|
| S4 |
114.30 |
115.51 |
121.21 |
|
|
| 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 |
132.32 |
122.40 |
9.92 |
8.1% |
3.95 |
3.2% |
5% |
False |
True |
22,864 |
| 10 |
135.78 |
122.40 |
13.38 |
10.9% |
4.29 |
3.5% |
4% |
False |
True |
25,338 |
| 20 |
135.78 |
118.76 |
17.02 |
13.8% |
3.62 |
2.9% |
24% |
False |
False |
17,219 |
| 40 |
135.78 |
105.17 |
30.61 |
24.9% |
3.13 |
2.5% |
58% |
False |
False |
11,401 |
| 60 |
135.78 |
96.67 |
39.11 |
31.8% |
2.83 |
2.3% |
67% |
False |
False |
8,986 |
| 80 |
135.78 |
91.13 |
44.65 |
36.3% |
2.47 |
2.0% |
71% |
False |
False |
7,220 |
| 100 |
135.78 |
84.60 |
51.18 |
41.6% |
2.19 |
1.8% |
75% |
False |
False |
5,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.68 |
|
2.618 |
133.62 |
|
1.618 |
130.52 |
|
1.000 |
128.60 |
|
0.618 |
127.42 |
|
HIGH |
125.50 |
|
0.618 |
124.32 |
|
0.500 |
123.95 |
|
0.382 |
123.58 |
|
LOW |
122.40 |
|
0.618 |
120.48 |
|
1.000 |
119.30 |
|
1.618 |
117.38 |
|
2.618 |
114.28 |
|
4.250 |
109.23 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.95 |
125.75 |
| PP |
123.60 |
124.80 |
| S1 |
123.26 |
123.86 |
|