NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
125.07 |
122.69 |
-2.38 |
-1.9% |
132.39 |
| High |
125.40 |
128.71 |
3.31 |
2.6% |
133.39 |
| Low |
122.35 |
122.27 |
-0.08 |
-0.1% |
124.86 |
| Close |
122.85 |
128.34 |
5.49 |
4.5% |
127.42 |
| Range |
3.05 |
6.44 |
3.39 |
111.1% |
8.53 |
| ATR |
3.72 |
3.92 |
0.19 |
5.2% |
0.00 |
| Volume |
38,589 |
49,781 |
11,192 |
29.0% |
282,327 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.76 |
143.49 |
131.88 |
|
| R3 |
139.32 |
137.05 |
130.11 |
|
| R2 |
132.88 |
132.88 |
129.52 |
|
| R1 |
130.61 |
130.61 |
128.93 |
131.75 |
| PP |
126.44 |
126.44 |
126.44 |
127.01 |
| S1 |
124.17 |
124.17 |
127.75 |
125.31 |
| S2 |
120.00 |
120.00 |
127.16 |
|
| S3 |
113.56 |
117.73 |
126.57 |
|
| S4 |
107.12 |
111.29 |
124.80 |
|
|
| 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 |
129.50 |
122.27 |
7.23 |
5.6% |
4.19 |
3.3% |
84% |
False |
True |
44,870 |
| 10 |
133.51 |
122.27 |
11.24 |
8.8% |
4.17 |
3.3% |
54% |
False |
True |
52,429 |
| 20 |
135.79 |
120.49 |
15.30 |
11.9% |
3.87 |
3.0% |
51% |
False |
False |
40,941 |
| 40 |
135.79 |
106.75 |
29.04 |
22.6% |
3.42 |
2.7% |
74% |
False |
False |
26,828 |
| 60 |
135.79 |
96.72 |
39.07 |
30.4% |
3.35 |
2.6% |
81% |
False |
False |
20,733 |
| 80 |
135.79 |
93.00 |
42.79 |
33.3% |
3.01 |
2.3% |
83% |
False |
False |
16,991 |
| 100 |
135.79 |
84.70 |
51.09 |
39.8% |
2.72 |
2.1% |
85% |
False |
False |
14,074 |
| 120 |
135.79 |
84.70 |
51.09 |
39.8% |
2.42 |
1.9% |
85% |
False |
False |
12,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.08 |
|
2.618 |
145.57 |
|
1.618 |
139.13 |
|
1.000 |
135.15 |
|
0.618 |
132.69 |
|
HIGH |
128.71 |
|
0.618 |
126.25 |
|
0.500 |
125.49 |
|
0.382 |
124.73 |
|
LOW |
122.27 |
|
0.618 |
118.29 |
|
1.000 |
115.83 |
|
1.618 |
111.85 |
|
2.618 |
105.41 |
|
4.250 |
94.90 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.39 |
127.39 |
| PP |
126.44 |
126.44 |
| S1 |
125.49 |
125.49 |
|