NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
125.49 |
125.26 |
-0.23 |
-0.2% |
129.50 |
| High |
127.55 |
128.10 |
0.55 |
0.4% |
129.56 |
| Low |
124.85 |
125.26 |
0.41 |
0.3% |
124.85 |
| Close |
126.71 |
127.64 |
0.93 |
0.7% |
126.71 |
| Range |
2.70 |
2.84 |
0.14 |
5.2% |
4.71 |
| ATR |
2.39 |
2.42 |
0.03 |
1.4% |
0.00 |
| Volume |
2,394 |
2,192 |
-202 |
-8.4% |
10,497 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.52 |
134.42 |
129.20 |
|
| R3 |
132.68 |
131.58 |
128.42 |
|
| R2 |
129.84 |
129.84 |
128.16 |
|
| R1 |
128.74 |
128.74 |
127.90 |
129.29 |
| PP |
127.00 |
127.00 |
127.00 |
127.28 |
| S1 |
125.90 |
125.90 |
127.38 |
126.45 |
| S2 |
124.16 |
124.16 |
127.12 |
|
| S3 |
121.32 |
123.06 |
126.86 |
|
| S4 |
118.48 |
120.22 |
126.08 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.17 |
138.65 |
129.30 |
|
| R3 |
136.46 |
133.94 |
128.01 |
|
| R2 |
131.75 |
131.75 |
127.57 |
|
| R1 |
129.23 |
129.23 |
127.14 |
128.14 |
| PP |
127.04 |
127.04 |
127.04 |
126.49 |
| S1 |
124.52 |
124.52 |
126.28 |
123.43 |
| S2 |
122.33 |
122.33 |
125.85 |
|
| S3 |
117.62 |
119.81 |
125.41 |
|
| S4 |
112.91 |
115.10 |
124.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.56 |
124.85 |
4.71 |
3.7% |
1.58 |
1.2% |
59% |
False |
False |
2,537 |
| 10 |
136.08 |
124.85 |
11.23 |
8.8% |
2.50 |
2.0% |
25% |
False |
False |
2,865 |
| 20 |
136.08 |
115.01 |
21.07 |
16.5% |
2.02 |
1.6% |
60% |
False |
False |
2,154 |
| 40 |
136.08 |
101.30 |
34.78 |
27.2% |
1.55 |
1.2% |
76% |
False |
False |
1,330 |
| 60 |
136.08 |
96.69 |
39.39 |
30.9% |
1.33 |
1.0% |
79% |
False |
False |
1,100 |
| 80 |
136.08 |
86.00 |
50.08 |
39.2% |
1.09 |
0.9% |
83% |
False |
False |
1,010 |
| 100 |
136.08 |
84.44 |
51.64 |
40.5% |
0.89 |
0.7% |
84% |
False |
False |
916 |
| 120 |
136.08 |
84.44 |
51.64 |
40.5% |
0.79 |
0.6% |
84% |
False |
False |
823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.17 |
|
2.618 |
135.54 |
|
1.618 |
132.70 |
|
1.000 |
130.94 |
|
0.618 |
129.86 |
|
HIGH |
128.10 |
|
0.618 |
127.02 |
|
0.500 |
126.68 |
|
0.382 |
126.34 |
|
LOW |
125.26 |
|
0.618 |
123.50 |
|
1.000 |
122.42 |
|
1.618 |
120.66 |
|
2.618 |
117.82 |
|
4.250 |
113.19 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.32 |
127.42 |
| PP |
127.00 |
127.19 |
| S1 |
126.68 |
126.97 |
|