NYMEX Light Sweet Crude Oil Future August 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 |
130.69 |
126.76 |
-3.93 |
-3.0% |
132.24 |
| High |
133.14 |
128.44 |
-4.70 |
-3.5% |
133.60 |
| Low |
126.30 |
124.87 |
-1.43 |
-1.1% |
124.87 |
| Close |
126.81 |
127.50 |
0.69 |
0.5% |
127.50 |
| Range |
6.84 |
3.57 |
-3.27 |
-47.8% |
8.73 |
| ATR |
3.87 |
3.85 |
-0.02 |
-0.5% |
0.00 |
| Volume |
116,818 |
116,807 |
-11 |
0.0% |
563,100 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.65 |
136.14 |
129.46 |
|
| R3 |
134.08 |
132.57 |
128.48 |
|
| R2 |
130.51 |
130.51 |
128.15 |
|
| R1 |
129.00 |
129.00 |
127.83 |
129.76 |
| PP |
126.94 |
126.94 |
126.94 |
127.31 |
| S1 |
125.43 |
125.43 |
127.17 |
126.19 |
| S2 |
123.37 |
123.37 |
126.85 |
|
| S3 |
119.80 |
121.86 |
126.52 |
|
| S4 |
116.23 |
118.29 |
125.54 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.85 |
149.90 |
132.30 |
|
| R3 |
146.12 |
141.17 |
129.90 |
|
| R2 |
137.39 |
137.39 |
129.10 |
|
| R1 |
132.44 |
132.44 |
128.30 |
130.55 |
| PP |
128.66 |
128.66 |
128.66 |
127.71 |
| S1 |
123.71 |
123.71 |
126.70 |
121.82 |
| S2 |
119.93 |
119.93 |
125.90 |
|
| S3 |
111.20 |
114.98 |
125.10 |
|
| S4 |
102.47 |
106.25 |
122.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.60 |
124.87 |
8.73 |
6.8% |
4.51 |
3.5% |
30% |
False |
True |
112,620 |
| 10 |
135.49 |
124.87 |
10.62 |
8.3% |
4.22 |
3.3% |
25% |
False |
True |
101,844 |
| 20 |
135.49 |
114.85 |
20.64 |
16.2% |
3.79 |
3.0% |
61% |
False |
False |
70,947 |
| 40 |
135.49 |
104.24 |
31.25 |
24.5% |
3.33 |
2.6% |
74% |
False |
False |
44,538 |
| 60 |
135.49 |
97.33 |
38.16 |
29.9% |
3.31 |
2.6% |
79% |
False |
False |
33,358 |
| 80 |
135.49 |
88.30 |
47.19 |
37.0% |
3.03 |
2.4% |
83% |
False |
False |
26,228 |
| 100 |
135.49 |
84.33 |
51.16 |
40.1% |
2.76 |
2.2% |
84% |
False |
False |
21,645 |
| 120 |
135.49 |
84.33 |
51.16 |
40.1% |
2.50 |
2.0% |
84% |
False |
False |
18,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.61 |
|
2.618 |
137.79 |
|
1.618 |
134.22 |
|
1.000 |
132.01 |
|
0.618 |
130.65 |
|
HIGH |
128.44 |
|
0.618 |
127.08 |
|
0.500 |
126.66 |
|
0.382 |
126.23 |
|
LOW |
124.87 |
|
0.618 |
122.66 |
|
1.000 |
121.30 |
|
1.618 |
119.09 |
|
2.618 |
115.52 |
|
4.250 |
109.70 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.22 |
129.01 |
| PP |
126.94 |
128.50 |
| S1 |
126.66 |
128.00 |
|