NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
125.26 |
127.86 |
2.60 |
2.1% |
129.50 |
| High |
128.10 |
128.00 |
-0.10 |
-0.1% |
129.56 |
| Low |
125.26 |
124.89 |
-0.37 |
-0.3% |
124.85 |
| Close |
127.64 |
124.84 |
-2.80 |
-2.2% |
126.71 |
| Range |
2.84 |
3.11 |
0.27 |
9.5% |
4.71 |
| ATR |
2.42 |
2.47 |
0.05 |
2.0% |
0.00 |
| Volume |
2,192 |
2,262 |
70 |
3.2% |
10,497 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.24 |
133.15 |
126.55 |
|
| R3 |
132.13 |
130.04 |
125.70 |
|
| R2 |
129.02 |
129.02 |
125.41 |
|
| R1 |
126.93 |
126.93 |
125.13 |
126.42 |
| PP |
125.91 |
125.91 |
125.91 |
125.66 |
| S1 |
123.82 |
123.82 |
124.55 |
123.31 |
| S2 |
122.80 |
122.80 |
124.27 |
|
| S3 |
119.69 |
120.71 |
123.98 |
|
| S4 |
116.58 |
117.60 |
123.13 |
|
|
| 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 |
129.08 |
124.85 |
4.23 |
3.4% |
1.99 |
1.6% |
0% |
False |
False |
2,358 |
| 10 |
136.08 |
124.85 |
11.23 |
9.0% |
2.70 |
2.2% |
0% |
False |
False |
2,950 |
| 20 |
136.08 |
116.25 |
19.83 |
15.9% |
2.12 |
1.7% |
43% |
False |
False |
2,230 |
| 40 |
136.08 |
101.30 |
34.78 |
27.9% |
1.60 |
1.3% |
68% |
False |
False |
1,375 |
| 60 |
136.08 |
96.69 |
39.39 |
31.6% |
1.38 |
1.1% |
71% |
False |
False |
1,132 |
| 80 |
136.08 |
89.10 |
46.98 |
37.6% |
1.12 |
0.9% |
76% |
False |
False |
1,027 |
| 100 |
136.08 |
84.44 |
51.64 |
41.4% |
0.92 |
0.7% |
78% |
False |
False |
938 |
| 120 |
136.08 |
84.44 |
51.64 |
41.4% |
0.81 |
0.7% |
78% |
False |
False |
831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.22 |
|
2.618 |
136.14 |
|
1.618 |
133.03 |
|
1.000 |
131.11 |
|
0.618 |
129.92 |
|
HIGH |
128.00 |
|
0.618 |
126.81 |
|
0.500 |
126.45 |
|
0.382 |
126.08 |
|
LOW |
124.89 |
|
0.618 |
122.97 |
|
1.000 |
121.78 |
|
1.618 |
119.86 |
|
2.618 |
116.75 |
|
4.250 |
111.67 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.45 |
126.48 |
| PP |
125.91 |
125.93 |
| S1 |
125.38 |
125.39 |
|