NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.89 |
126.59 |
0.70 |
0.6% |
124.85 |
| High |
126.79 |
129.84 |
3.05 |
2.4% |
126.70 |
| Low |
124.95 |
126.59 |
1.64 |
1.3% |
120.30 |
| Close |
126.54 |
129.63 |
3.09 |
2.4% |
125.67 |
| Range |
1.84 |
3.25 |
1.41 |
76.6% |
6.40 |
| ATR |
2.93 |
2.95 |
0.03 |
0.9% |
0.00 |
| Volume |
9,206 |
7,290 |
-1,916 |
-20.8% |
45,724 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.44 |
137.28 |
131.42 |
|
| R3 |
135.19 |
134.03 |
130.52 |
|
| R2 |
131.94 |
131.94 |
130.23 |
|
| R1 |
130.78 |
130.78 |
129.93 |
131.36 |
| PP |
128.69 |
128.69 |
128.69 |
128.98 |
| S1 |
127.53 |
127.53 |
129.33 |
128.11 |
| S2 |
125.44 |
125.44 |
129.03 |
|
| S3 |
122.19 |
124.28 |
128.74 |
|
| S4 |
118.94 |
121.03 |
127.84 |
|
|
| 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 |
129.84 |
120.30 |
9.54 |
7.4% |
3.00 |
2.3% |
98% |
True |
False |
8,066 |
| 10 |
129.84 |
118.76 |
11.08 |
8.5% |
2.95 |
2.3% |
98% |
True |
False |
9,101 |
| 20 |
129.84 |
108.00 |
21.84 |
16.8% |
3.10 |
2.4% |
99% |
True |
False |
7,841 |
| 40 |
129.84 |
97.48 |
32.36 |
25.0% |
2.66 |
2.0% |
99% |
True |
False |
6,225 |
| 60 |
129.84 |
96.67 |
33.17 |
25.6% |
2.40 |
1.9% |
99% |
True |
False |
5,181 |
| 80 |
129.84 |
86.34 |
43.50 |
33.6% |
2.11 |
1.6% |
100% |
True |
False |
4,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.65 |
|
2.618 |
138.35 |
|
1.618 |
135.10 |
|
1.000 |
133.09 |
|
0.618 |
131.85 |
|
HIGH |
129.84 |
|
0.618 |
128.60 |
|
0.500 |
128.22 |
|
0.382 |
127.83 |
|
LOW |
126.59 |
|
0.618 |
124.58 |
|
1.000 |
123.34 |
|
1.618 |
121.33 |
|
2.618 |
118.08 |
|
4.250 |
112.78 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.16 |
128.69 |
| PP |
128.69 |
127.76 |
| S1 |
128.22 |
126.82 |
|