NYMEX Light Sweet Crude Oil Future September 2008
| 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 |
127.65 |
127.97 |
0.32 |
0.3% |
132.39 |
| High |
129.50 |
128.35 |
-1.15 |
-0.9% |
133.39 |
| Low |
125.37 |
124.45 |
-0.92 |
-0.7% |
124.86 |
| Close |
128.11 |
124.88 |
-3.23 |
-2.5% |
127.42 |
| Range |
4.13 |
3.90 |
-0.23 |
-5.6% |
8.53 |
| ATR |
3.76 |
3.77 |
0.01 |
0.3% |
0.00 |
| Volume |
43,943 |
36,360 |
-7,583 |
-17.3% |
282,327 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.59 |
135.14 |
127.03 |
|
| R3 |
133.69 |
131.24 |
125.95 |
|
| R2 |
129.79 |
129.79 |
125.60 |
|
| R1 |
127.34 |
127.34 |
125.24 |
126.62 |
| PP |
125.89 |
125.89 |
125.89 |
125.53 |
| S1 |
123.44 |
123.44 |
124.52 |
122.72 |
| S2 |
121.99 |
121.99 |
124.17 |
|
| S3 |
118.09 |
119.54 |
123.81 |
|
| S4 |
114.19 |
115.64 |
122.74 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.15 |
149.31 |
132.11 |
|
| R3 |
145.62 |
140.78 |
129.77 |
|
| R2 |
137.09 |
137.09 |
128.98 |
|
| R1 |
132.25 |
132.25 |
128.20 |
130.41 |
| PP |
128.56 |
128.56 |
128.56 |
127.63 |
| S1 |
123.72 |
123.72 |
126.64 |
121.88 |
| S2 |
120.03 |
120.03 |
125.86 |
|
| S3 |
111.50 |
115.19 |
125.07 |
|
| S4 |
102.97 |
106.66 |
122.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.86 |
124.45 |
8.41 |
6.7% |
4.60 |
3.7% |
5% |
False |
True |
47,430 |
| 10 |
135.79 |
124.45 |
11.34 |
9.1% |
4.34 |
3.5% |
4% |
False |
True |
54,215 |
| 20 |
135.79 |
119.18 |
16.61 |
13.3% |
3.71 |
3.0% |
34% |
False |
False |
38,372 |
| 40 |
135.79 |
105.39 |
30.40 |
24.3% |
3.33 |
2.7% |
64% |
False |
False |
25,281 |
| 60 |
135.79 |
96.72 |
39.07 |
31.3% |
3.25 |
2.6% |
72% |
False |
False |
19,672 |
| 80 |
135.79 |
91.20 |
44.59 |
35.7% |
2.93 |
2.3% |
76% |
False |
False |
16,008 |
| 100 |
135.79 |
84.70 |
51.09 |
40.9% |
2.66 |
2.1% |
79% |
False |
False |
13,206 |
| 120 |
135.79 |
84.70 |
51.09 |
40.9% |
2.36 |
1.9% |
79% |
False |
False |
11,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.93 |
|
2.618 |
138.56 |
|
1.618 |
134.66 |
|
1.000 |
132.25 |
|
0.618 |
130.76 |
|
HIGH |
128.35 |
|
0.618 |
126.86 |
|
0.500 |
126.40 |
|
0.382 |
125.94 |
|
LOW |
124.45 |
|
0.618 |
122.04 |
|
1.000 |
120.55 |
|
1.618 |
118.14 |
|
2.618 |
114.24 |
|
4.250 |
107.88 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.40 |
126.98 |
| PP |
125.89 |
126.28 |
| S1 |
125.39 |
125.58 |
|