NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.50 |
123.80 |
0.30 |
0.2% |
124.85 |
| High |
125.90 |
126.70 |
0.80 |
0.6% |
126.70 |
| Low |
120.30 |
123.80 |
3.50 |
2.9% |
120.30 |
| Close |
123.37 |
125.67 |
2.30 |
1.9% |
125.67 |
| Range |
5.60 |
2.90 |
-2.70 |
-48.2% |
6.40 |
| ATR |
2.99 |
3.01 |
0.02 |
0.8% |
0.00 |
| Volume |
7,701 |
8,724 |
1,023 |
13.3% |
45,724 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.09 |
132.78 |
127.27 |
|
| R3 |
131.19 |
129.88 |
126.47 |
|
| R2 |
128.29 |
128.29 |
126.20 |
|
| R1 |
126.98 |
126.98 |
125.94 |
127.64 |
| PP |
125.39 |
125.39 |
125.39 |
125.72 |
| S1 |
124.08 |
124.08 |
125.40 |
124.74 |
| S2 |
122.49 |
122.49 |
125.14 |
|
| S3 |
119.59 |
121.18 |
124.87 |
|
| S4 |
116.69 |
118.28 |
124.08 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.42 |
140.95 |
129.19 |
|
| R3 |
137.02 |
134.55 |
127.43 |
|
| R2 |
130.62 |
130.62 |
126.84 |
|
| R1 |
128.15 |
128.15 |
126.26 |
129.39 |
| PP |
124.22 |
124.22 |
124.22 |
124.84 |
| S1 |
121.75 |
121.75 |
125.08 |
122.99 |
| S2 |
117.82 |
117.82 |
124.50 |
|
| S3 |
111.42 |
115.35 |
123.91 |
|
| S4 |
105.02 |
108.95 |
122.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.70 |
120.30 |
6.40 |
5.1% |
3.18 |
2.5% |
84% |
True |
False |
9,144 |
| 10 |
126.70 |
114.00 |
12.70 |
10.1% |
3.13 |
2.5% |
92% |
True |
False |
8,456 |
| 20 |
126.70 |
108.00 |
18.70 |
14.9% |
3.06 |
2.4% |
94% |
True |
False |
7,309 |
| 40 |
126.70 |
97.48 |
29.22 |
23.3% |
2.60 |
2.1% |
96% |
True |
False |
5,972 |
| 60 |
126.70 |
95.61 |
31.09 |
24.7% |
2.35 |
1.9% |
97% |
True |
False |
4,938 |
| 80 |
126.70 |
86.34 |
40.36 |
32.1% |
2.07 |
1.6% |
97% |
True |
False |
4,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.03 |
|
2.618 |
134.29 |
|
1.618 |
131.39 |
|
1.000 |
129.60 |
|
0.618 |
128.49 |
|
HIGH |
126.70 |
|
0.618 |
125.59 |
|
0.500 |
125.25 |
|
0.382 |
124.91 |
|
LOW |
123.80 |
|
0.618 |
122.01 |
|
1.000 |
120.90 |
|
1.618 |
119.11 |
|
2.618 |
116.21 |
|
4.250 |
111.48 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.53 |
124.95 |
| PP |
125.39 |
124.22 |
| S1 |
125.25 |
123.50 |
|