NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.85 |
124.63 |
1.78 |
1.4% |
114.70 |
| High |
125.64 |
124.90 |
-0.74 |
-0.6% |
125.30 |
| Low |
122.15 |
123.47 |
1.32 |
1.1% |
114.00 |
| Close |
124.70 |
123.78 |
-0.92 |
-0.7% |
125.14 |
| Range |
3.49 |
1.43 |
-2.06 |
-59.0% |
11.30 |
| ATR |
2.89 |
2.79 |
-0.10 |
-3.6% |
0.00 |
| Volume |
10,299 |
7,409 |
-2,890 |
-28.1% |
38,840 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.34 |
127.49 |
124.57 |
|
| R3 |
126.91 |
126.06 |
124.17 |
|
| R2 |
125.48 |
125.48 |
124.04 |
|
| R1 |
124.63 |
124.63 |
123.91 |
124.34 |
| PP |
124.05 |
124.05 |
124.05 |
123.91 |
| S1 |
123.20 |
123.20 |
123.65 |
122.91 |
| S2 |
122.62 |
122.62 |
123.52 |
|
| S3 |
121.19 |
121.77 |
123.39 |
|
| S4 |
119.76 |
120.34 |
122.99 |
|
|
| 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 |
120.00 |
5.64 |
4.6% |
2.54 |
2.1% |
67% |
False |
False |
10,080 |
| 10 |
125.64 |
108.00 |
17.64 |
14.3% |
3.24 |
2.6% |
89% |
False |
False |
8,787 |
| 20 |
125.64 |
108.00 |
17.64 |
14.3% |
2.83 |
2.3% |
89% |
False |
False |
6,903 |
| 40 |
125.64 |
96.67 |
28.97 |
23.4% |
2.51 |
2.0% |
94% |
False |
False |
5,788 |
| 60 |
125.64 |
95.61 |
30.03 |
24.3% |
2.26 |
1.8% |
94% |
False |
False |
4,711 |
| 80 |
125.64 |
84.97 |
40.67 |
32.9% |
1.98 |
1.6% |
95% |
False |
False |
3,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.98 |
|
2.618 |
128.64 |
|
1.618 |
127.21 |
|
1.000 |
126.33 |
|
0.618 |
125.78 |
|
HIGH |
124.90 |
|
0.618 |
124.35 |
|
0.500 |
124.19 |
|
0.382 |
124.02 |
|
LOW |
123.47 |
|
0.618 |
122.59 |
|
1.000 |
122.04 |
|
1.618 |
121.16 |
|
2.618 |
119.73 |
|
4.250 |
117.39 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.19 |
123.90 |
| PP |
124.05 |
123.86 |
| S1 |
123.92 |
123.82 |
|