NYMEX Light Sweet Crude Oil Future November 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 |
129.46 |
126.40 |
-3.06 |
-2.4% |
132.08 |
| High |
132.44 |
127.55 |
-4.89 |
-3.7% |
132.92 |
| Low |
126.36 |
125.00 |
-1.36 |
-1.1% |
125.00 |
| Close |
126.48 |
127.10 |
0.62 |
0.5% |
127.10 |
| Range |
6.08 |
2.55 |
-3.53 |
-58.1% |
7.92 |
| ATR |
3.29 |
3.23 |
-0.05 |
-1.6% |
0.00 |
| Volume |
15,028 |
12,890 |
-2,138 |
-14.2% |
51,540 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.20 |
133.20 |
128.50 |
|
| R3 |
131.65 |
130.65 |
127.80 |
|
| R2 |
129.10 |
129.10 |
127.57 |
|
| R1 |
128.10 |
128.10 |
127.33 |
128.60 |
| PP |
126.55 |
126.55 |
126.55 |
126.80 |
| S1 |
125.55 |
125.55 |
126.87 |
126.05 |
| S2 |
124.00 |
124.00 |
126.63 |
|
| S3 |
121.45 |
123.00 |
126.40 |
|
| S4 |
118.90 |
120.45 |
125.70 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.10 |
147.52 |
131.46 |
|
| R3 |
144.18 |
139.60 |
129.28 |
|
| R2 |
136.26 |
136.26 |
128.55 |
|
| R1 |
131.68 |
131.68 |
127.83 |
130.01 |
| PP |
128.34 |
128.34 |
128.34 |
127.51 |
| S1 |
123.76 |
123.76 |
126.37 |
122.09 |
| S2 |
120.42 |
120.42 |
125.65 |
|
| S3 |
112.50 |
115.84 |
124.92 |
|
| S4 |
104.58 |
107.92 |
122.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.93 |
125.00 |
7.93 |
6.2% |
4.07 |
3.2% |
26% |
False |
True |
14,745 |
| 10 |
136.06 |
123.60 |
12.46 |
9.8% |
3.90 |
3.1% |
28% |
False |
False |
11,702 |
| 20 |
136.06 |
110.32 |
25.74 |
20.3% |
3.22 |
2.5% |
65% |
False |
False |
8,350 |
| 40 |
136.06 |
101.70 |
34.36 |
27.0% |
2.27 |
1.8% |
74% |
False |
False |
5,406 |
| 60 |
136.06 |
96.27 |
39.79 |
31.3% |
2.02 |
1.6% |
77% |
False |
False |
4,460 |
| 80 |
136.06 |
86.40 |
49.66 |
39.1% |
1.82 |
1.4% |
82% |
False |
False |
3,562 |
| 100 |
136.06 |
85.48 |
50.58 |
39.8% |
1.58 |
1.2% |
82% |
False |
False |
2,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.39 |
|
2.618 |
134.23 |
|
1.618 |
131.68 |
|
1.000 |
130.10 |
|
0.618 |
129.13 |
|
HIGH |
127.55 |
|
0.618 |
126.58 |
|
0.500 |
126.28 |
|
0.382 |
125.97 |
|
LOW |
125.00 |
|
0.618 |
123.42 |
|
1.000 |
122.45 |
|
1.618 |
120.87 |
|
2.618 |
118.32 |
|
4.250 |
114.16 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.83 |
128.72 |
| PP |
126.55 |
128.18 |
| S1 |
126.28 |
127.64 |
|