NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.85 |
122.85 |
-2.00 |
-1.6% |
114.70 |
| High |
125.48 |
125.64 |
0.16 |
0.1% |
125.30 |
| Low |
123.00 |
122.15 |
-0.85 |
-0.7% |
114.00 |
| Close |
123.35 |
124.70 |
1.35 |
1.1% |
125.14 |
| Range |
2.48 |
3.49 |
1.01 |
40.7% |
11.30 |
| ATR |
2.84 |
2.89 |
0.05 |
1.6% |
0.00 |
| Volume |
11,591 |
10,299 |
-1,292 |
-11.1% |
38,840 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.63 |
133.16 |
126.62 |
|
| R3 |
131.14 |
129.67 |
125.66 |
|
| R2 |
127.65 |
127.65 |
125.34 |
|
| R1 |
126.18 |
126.18 |
125.02 |
126.92 |
| PP |
124.16 |
124.16 |
124.16 |
124.53 |
| S1 |
122.69 |
122.69 |
124.38 |
123.43 |
| S2 |
120.67 |
120.67 |
124.06 |
|
| S3 |
117.18 |
119.20 |
123.74 |
|
| S4 |
113.69 |
115.71 |
122.78 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.38 |
151.56 |
131.36 |
|
| R3 |
144.08 |
140.26 |
128.25 |
|
| R2 |
132.78 |
132.78 |
127.21 |
|
| R1 |
128.96 |
128.96 |
126.18 |
130.87 |
| PP |
121.48 |
121.48 |
121.48 |
122.44 |
| S1 |
117.66 |
117.66 |
124.10 |
119.57 |
| S2 |
110.18 |
110.18 |
123.07 |
|
| S3 |
98.88 |
106.36 |
122.03 |
|
| S4 |
87.58 |
95.06 |
118.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.64 |
118.76 |
6.88 |
5.5% |
2.90 |
2.3% |
86% |
True |
False |
10,137 |
| 10 |
125.64 |
108.00 |
17.64 |
14.1% |
3.42 |
2.7% |
95% |
True |
False |
8,661 |
| 20 |
125.64 |
108.00 |
17.64 |
14.1% |
2.87 |
2.3% |
95% |
True |
False |
6,717 |
| 40 |
125.64 |
96.67 |
28.97 |
23.2% |
2.57 |
2.1% |
97% |
True |
False |
5,732 |
| 60 |
125.64 |
95.61 |
30.03 |
24.1% |
2.25 |
1.8% |
97% |
True |
False |
4,628 |
| 80 |
125.64 |
84.60 |
41.04 |
32.9% |
1.98 |
1.6% |
98% |
True |
False |
3,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.47 |
|
2.618 |
134.78 |
|
1.618 |
131.29 |
|
1.000 |
129.13 |
|
0.618 |
127.80 |
|
HIGH |
125.64 |
|
0.618 |
124.31 |
|
0.500 |
123.90 |
|
0.382 |
123.48 |
|
LOW |
122.15 |
|
0.618 |
119.99 |
|
1.000 |
118.66 |
|
1.618 |
116.50 |
|
2.618 |
113.01 |
|
4.250 |
107.32 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.43 |
124.43 |
| PP |
124.16 |
124.16 |
| S1 |
123.90 |
123.90 |
|