NYMEX Light Sweet Crude Oil Future February 2009
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 |
127.93 |
125.30 |
-2.63 |
-2.1% |
128.47 |
High |
129.65 |
125.30 |
-4.35 |
-3.4% |
129.65 |
Low |
127.70 |
124.75 |
-2.95 |
-2.3% |
124.75 |
Close |
126.04 |
126.50 |
0.46 |
0.4% |
126.50 |
Range |
1.95 |
0.55 |
-1.40 |
-71.8% |
4.90 |
ATR |
2.04 |
1.98 |
-0.05 |
-2.6% |
0.00 |
Volume |
1,330 |
807 |
-523 |
-39.3% |
3,782 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.17 |
127.38 |
126.80 |
|
R3 |
126.62 |
126.83 |
126.65 |
|
R2 |
126.07 |
126.07 |
126.60 |
|
R1 |
126.28 |
126.28 |
126.55 |
126.18 |
PP |
125.52 |
125.52 |
125.52 |
125.46 |
S1 |
125.73 |
125.73 |
126.45 |
125.63 |
S2 |
124.97 |
124.97 |
126.40 |
|
S3 |
124.42 |
125.18 |
126.35 |
|
S4 |
123.87 |
124.63 |
126.20 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.67 |
138.98 |
129.20 |
|
R3 |
136.77 |
134.08 |
127.85 |
|
R2 |
131.87 |
131.87 |
127.40 |
|
R1 |
129.18 |
129.18 |
126.95 |
128.08 |
PP |
126.97 |
126.97 |
126.97 |
126.41 |
S1 |
124.28 |
124.28 |
126.05 |
123.18 |
S2 |
122.07 |
122.07 |
125.60 |
|
S3 |
117.17 |
119.38 |
125.15 |
|
S4 |
112.27 |
114.48 |
123.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.13 |
124.75 |
6.38 |
5.0% |
0.84 |
0.7% |
27% |
False |
True |
1,029 |
10 |
135.70 |
124.75 |
10.95 |
8.7% |
1.56 |
1.2% |
16% |
False |
True |
829 |
20 |
135.70 |
111.50 |
24.20 |
19.1% |
1.32 |
1.0% |
62% |
False |
False |
774 |
40 |
135.70 |
101.15 |
34.55 |
27.3% |
0.70 |
0.6% |
73% |
False |
False |
568 |
60 |
135.70 |
95.99 |
39.71 |
31.4% |
0.49 |
0.4% |
77% |
False |
False |
512 |
80 |
135.70 |
86.06 |
49.64 |
39.2% |
0.42 |
0.3% |
81% |
False |
False |
472 |
100 |
135.70 |
84.00 |
51.70 |
40.9% |
0.34 |
0.3% |
82% |
False |
False |
440 |
120 |
135.70 |
84.00 |
51.70 |
40.9% |
0.31 |
0.2% |
82% |
False |
False |
428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.64 |
2.618 |
126.74 |
1.618 |
126.19 |
1.000 |
125.85 |
0.618 |
125.64 |
HIGH |
125.30 |
0.618 |
125.09 |
0.500 |
125.03 |
0.382 |
124.96 |
LOW |
124.75 |
0.618 |
124.41 |
1.000 |
124.20 |
1.618 |
123.86 |
2.618 |
123.31 |
4.250 |
122.41 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
126.01 |
127.20 |
PP |
125.52 |
126.97 |
S1 |
125.03 |
126.73 |
|