NYMEX Light Sweet Crude Oil Future November 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 |
126.40 |
127.11 |
0.71 |
0.6% |
132.08 |
| High |
127.55 |
129.06 |
1.51 |
1.2% |
132.92 |
| Low |
125.00 |
125.63 |
0.63 |
0.5% |
125.00 |
| Close |
127.10 |
127.94 |
0.84 |
0.7% |
127.10 |
| Range |
2.55 |
3.43 |
0.88 |
34.5% |
7.92 |
| ATR |
3.23 |
3.25 |
0.01 |
0.4% |
0.00 |
| Volume |
12,890 |
8,598 |
-4,292 |
-33.3% |
51,540 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.83 |
136.32 |
129.83 |
|
| R3 |
134.40 |
132.89 |
128.88 |
|
| R2 |
130.97 |
130.97 |
128.57 |
|
| R1 |
129.46 |
129.46 |
128.25 |
130.22 |
| PP |
127.54 |
127.54 |
127.54 |
127.92 |
| S1 |
126.03 |
126.03 |
127.63 |
126.79 |
| S2 |
124.11 |
124.11 |
127.31 |
|
| S3 |
120.68 |
122.60 |
127.00 |
|
| S4 |
117.25 |
119.17 |
126.05 |
|
|
| 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 |
132.92 |
125.00 |
7.92 |
6.2% |
4.19 |
3.3% |
37% |
False |
False |
12,027 |
| 10 |
136.06 |
125.00 |
11.06 |
8.6% |
3.96 |
3.1% |
27% |
False |
False |
11,989 |
| 20 |
136.06 |
113.94 |
22.12 |
17.3% |
3.23 |
2.5% |
63% |
False |
False |
8,531 |
| 40 |
136.06 |
104.51 |
31.55 |
24.7% |
2.34 |
1.8% |
74% |
False |
False |
5,578 |
| 60 |
136.06 |
96.27 |
39.79 |
31.1% |
2.06 |
1.6% |
80% |
False |
False |
4,499 |
| 80 |
136.06 |
88.19 |
47.87 |
37.4% |
1.85 |
1.4% |
83% |
False |
False |
3,666 |
| 100 |
136.06 |
85.48 |
50.58 |
39.5% |
1.61 |
1.3% |
84% |
False |
False |
3,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.64 |
|
2.618 |
138.04 |
|
1.618 |
134.61 |
|
1.000 |
132.49 |
|
0.618 |
131.18 |
|
HIGH |
129.06 |
|
0.618 |
127.75 |
|
0.500 |
127.35 |
|
0.382 |
126.94 |
|
LOW |
125.63 |
|
0.618 |
123.51 |
|
1.000 |
122.20 |
|
1.618 |
120.08 |
|
2.618 |
116.65 |
|
4.250 |
111.05 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.74 |
128.72 |
| PP |
127.54 |
128.46 |
| S1 |
127.35 |
128.20 |
|