NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110.72 |
115.00 |
4.28 |
3.9% |
117.39 |
| High |
115.50 |
119.17 |
3.67 |
3.2% |
117.60 |
| Low |
110.42 |
114.85 |
4.43 |
4.0% |
108.95 |
| Close |
115.16 |
118.84 |
3.68 |
3.2% |
115.16 |
| Range |
5.08 |
4.32 |
-0.76 |
-15.0% |
8.65 |
| ATR |
3.15 |
3.24 |
0.08 |
2.6% |
0.00 |
| Volume |
35,082 |
31,656 |
-3,426 |
-9.8% |
132,089 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.58 |
129.03 |
121.22 |
|
| R3 |
126.26 |
124.71 |
120.03 |
|
| R2 |
121.94 |
121.94 |
119.63 |
|
| R1 |
120.39 |
120.39 |
119.24 |
121.17 |
| PP |
117.62 |
117.62 |
117.62 |
118.01 |
| S1 |
116.07 |
116.07 |
118.44 |
116.85 |
| S2 |
113.30 |
113.30 |
118.05 |
|
| S3 |
108.98 |
111.75 |
117.65 |
|
| S4 |
104.66 |
107.43 |
116.46 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.85 |
136.16 |
119.92 |
|
| R3 |
131.20 |
127.51 |
117.54 |
|
| R2 |
122.55 |
122.55 |
116.75 |
|
| R1 |
118.86 |
118.86 |
115.95 |
116.38 |
| PP |
113.90 |
113.90 |
113.90 |
112.67 |
| S1 |
110.21 |
110.21 |
114.37 |
107.73 |
| S2 |
105.25 |
105.25 |
113.57 |
|
| S3 |
96.60 |
101.56 |
112.78 |
|
| S4 |
87.95 |
92.91 |
110.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.17 |
108.95 |
10.22 |
8.6% |
4.18 |
3.5% |
97% |
True |
False |
26,704 |
| 10 |
119.17 |
108.95 |
10.22 |
8.6% |
3.58 |
3.0% |
97% |
True |
False |
24,835 |
| 20 |
119.17 |
105.79 |
13.38 |
11.3% |
2.92 |
2.5% |
98% |
True |
False |
19,115 |
| 40 |
119.17 |
97.33 |
21.84 |
18.4% |
3.12 |
2.6% |
98% |
True |
False |
15,176 |
| 60 |
119.17 |
90.37 |
28.80 |
24.2% |
2.80 |
2.4% |
99% |
True |
False |
11,818 |
| 80 |
119.17 |
84.33 |
34.84 |
29.3% |
2.53 |
2.1% |
99% |
True |
False |
9,670 |
| 100 |
119.17 |
84.33 |
34.84 |
29.3% |
2.28 |
1.9% |
99% |
True |
False |
8,074 |
| 120 |
119.17 |
84.33 |
34.84 |
29.3% |
2.10 |
1.8% |
99% |
True |
False |
6,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.53 |
|
2.618 |
130.48 |
|
1.618 |
126.16 |
|
1.000 |
123.49 |
|
0.618 |
121.84 |
|
HIGH |
119.17 |
|
0.618 |
117.52 |
|
0.500 |
117.01 |
|
0.382 |
116.50 |
|
LOW |
114.85 |
|
0.618 |
112.18 |
|
1.000 |
110.53 |
|
1.618 |
107.86 |
|
2.618 |
103.54 |
|
4.250 |
96.49 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.23 |
117.25 |
| PP |
117.62 |
115.65 |
| S1 |
117.01 |
114.06 |
|