NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.66 |
135.27 |
5.61 |
4.3% |
124.85 |
| High |
135.02 |
135.78 |
0.76 |
0.6% |
126.70 |
| Low |
129.54 |
130.40 |
0.86 |
0.7% |
120.30 |
| Close |
134.03 |
130.68 |
-3.35 |
-2.5% |
125.67 |
| Range |
5.48 |
5.38 |
-0.10 |
-1.8% |
6.40 |
| ATR |
3.13 |
3.29 |
0.16 |
5.1% |
0.00 |
| Volume |
23,933 |
28,658 |
4,725 |
19.7% |
45,724 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.43 |
144.93 |
133.64 |
|
| R3 |
143.05 |
139.55 |
132.16 |
|
| R2 |
137.67 |
137.67 |
131.67 |
|
| R1 |
134.17 |
134.17 |
131.17 |
133.23 |
| PP |
132.29 |
132.29 |
132.29 |
131.82 |
| S1 |
128.79 |
128.79 |
130.19 |
127.85 |
| S2 |
126.91 |
126.91 |
129.69 |
|
| S3 |
121.53 |
123.41 |
129.20 |
|
| S4 |
116.15 |
118.03 |
127.72 |
|
|
| 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 |
135.78 |
123.80 |
11.98 |
9.2% |
3.77 |
2.9% |
57% |
True |
False |
15,562 |
| 10 |
135.78 |
120.30 |
15.48 |
11.8% |
3.43 |
2.6% |
67% |
True |
False |
12,611 |
| 20 |
135.78 |
108.00 |
27.78 |
21.3% |
3.40 |
2.6% |
82% |
True |
False |
9,969 |
| 40 |
135.78 |
97.48 |
38.30 |
29.3% |
2.81 |
2.1% |
87% |
True |
False |
7,301 |
| 60 |
135.78 |
96.67 |
39.11 |
29.9% |
2.56 |
2.0% |
87% |
True |
False |
6,027 |
| 80 |
135.78 |
86.34 |
49.44 |
37.8% |
2.24 |
1.7% |
90% |
True |
False |
4,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.65 |
|
2.618 |
149.86 |
|
1.618 |
144.48 |
|
1.000 |
141.16 |
|
0.618 |
139.10 |
|
HIGH |
135.78 |
|
0.618 |
133.72 |
|
0.500 |
133.09 |
|
0.382 |
132.46 |
|
LOW |
130.40 |
|
0.618 |
127.08 |
|
1.000 |
125.02 |
|
1.618 |
121.70 |
|
2.618 |
116.32 |
|
4.250 |
107.54 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.09 |
131.19 |
| PP |
132.29 |
131.02 |
| S1 |
131.48 |
130.85 |
|