NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117.55 |
119.75 |
2.20 |
1.9% |
116.06 |
| High |
120.39 |
122.02 |
1.63 |
1.4% |
116.06 |
| Low |
117.55 |
118.76 |
1.21 |
1.0% |
108.00 |
| Close |
119.68 |
121.76 |
2.08 |
1.7% |
114.07 |
| Range |
2.84 |
3.26 |
0.42 |
14.8% |
8.06 |
| ATR |
2.84 |
2.87 |
0.03 |
1.0% |
0.00 |
| Volume |
5,114 |
7,697 |
2,583 |
50.5% |
37,352 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.63 |
129.45 |
123.55 |
|
| R3 |
127.37 |
126.19 |
122.66 |
|
| R2 |
124.11 |
124.11 |
122.36 |
|
| R1 |
122.93 |
122.93 |
122.06 |
123.52 |
| PP |
120.85 |
120.85 |
120.85 |
121.14 |
| S1 |
119.67 |
119.67 |
121.46 |
120.26 |
| S2 |
117.59 |
117.59 |
121.16 |
|
| S3 |
114.33 |
116.41 |
120.86 |
|
| S4 |
111.07 |
113.15 |
119.97 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.89 |
133.54 |
118.50 |
|
| R3 |
128.83 |
125.48 |
116.29 |
|
| R2 |
120.77 |
120.77 |
115.55 |
|
| R1 |
117.42 |
117.42 |
114.81 |
115.07 |
| PP |
112.71 |
112.71 |
112.71 |
111.53 |
| S1 |
109.36 |
109.36 |
113.33 |
107.01 |
| S2 |
104.65 |
104.65 |
112.59 |
|
| S3 |
96.59 |
101.30 |
111.85 |
|
| S4 |
88.53 |
93.24 |
109.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.02 |
108.00 |
14.02 |
11.5% |
3.95 |
3.2% |
98% |
True |
False |
7,494 |
| 10 |
122.02 |
108.00 |
14.02 |
11.5% |
3.41 |
2.8% |
98% |
True |
False |
6,801 |
| 20 |
122.02 |
106.12 |
15.90 |
13.1% |
2.65 |
2.2% |
98% |
True |
False |
5,534 |
| 40 |
122.02 |
96.67 |
25.35 |
20.8% |
2.48 |
2.0% |
99% |
True |
False |
4,933 |
| 60 |
122.02 |
91.35 |
30.67 |
25.2% |
2.13 |
1.7% |
99% |
True |
False |
3,969 |
| 80 |
122.02 |
84.60 |
37.42 |
30.7% |
1.87 |
1.5% |
99% |
True |
False |
3,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.88 |
|
2.618 |
130.55 |
|
1.618 |
127.29 |
|
1.000 |
125.28 |
|
0.618 |
124.03 |
|
HIGH |
122.02 |
|
0.618 |
120.77 |
|
0.500 |
120.39 |
|
0.382 |
120.01 |
|
LOW |
118.76 |
|
0.618 |
116.75 |
|
1.000 |
115.50 |
|
1.618 |
113.49 |
|
2.618 |
110.23 |
|
4.250 |
104.91 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.30 |
120.51 |
| PP |
120.85 |
119.26 |
| S1 |
120.39 |
118.01 |
|