NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.75 |
131.95 |
1.20 |
0.9% |
125.89 |
| High |
133.15 |
133.00 |
-0.15 |
-0.1% |
135.78 |
| Low |
130.18 |
128.22 |
-1.96 |
-1.5% |
124.95 |
| Close |
131.79 |
128.84 |
-2.95 |
-2.2% |
131.79 |
| Range |
2.97 |
4.78 |
1.81 |
60.9% |
10.83 |
| ATR |
3.27 |
3.38 |
0.11 |
3.3% |
0.00 |
| Volume |
37,339 |
31,043 |
-6,296 |
-16.9% |
106,426 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.36 |
141.38 |
131.47 |
|
| R3 |
139.58 |
136.60 |
130.15 |
|
| R2 |
134.80 |
134.80 |
129.72 |
|
| R1 |
131.82 |
131.82 |
129.28 |
130.92 |
| PP |
130.02 |
130.02 |
130.02 |
129.57 |
| S1 |
127.04 |
127.04 |
128.40 |
126.14 |
| S2 |
125.24 |
125.24 |
127.96 |
|
| S3 |
120.46 |
122.26 |
127.53 |
|
| S4 |
115.68 |
117.48 |
126.21 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.33 |
158.39 |
137.75 |
|
| R3 |
152.50 |
147.56 |
134.77 |
|
| R2 |
141.67 |
141.67 |
133.78 |
|
| R1 |
136.73 |
136.73 |
132.78 |
139.20 |
| PP |
130.84 |
130.84 |
130.84 |
132.08 |
| S1 |
125.90 |
125.90 |
130.80 |
128.37 |
| S2 |
120.01 |
120.01 |
129.80 |
|
| S3 |
109.18 |
115.07 |
128.81 |
|
| S4 |
98.35 |
104.24 |
125.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.78 |
126.59 |
9.19 |
7.1% |
4.37 |
3.4% |
24% |
False |
False |
25,652 |
| 10 |
135.78 |
120.30 |
15.48 |
12.0% |
3.71 |
2.9% |
55% |
False |
False |
17,160 |
| 20 |
135.78 |
108.00 |
27.78 |
21.6% |
3.55 |
2.8% |
75% |
False |
False |
12,634 |
| 40 |
135.78 |
97.48 |
38.30 |
29.7% |
2.82 |
2.2% |
82% |
False |
False |
8,869 |
| 60 |
135.78 |
96.67 |
39.11 |
30.4% |
2.64 |
2.1% |
82% |
False |
False |
7,126 |
| 80 |
135.78 |
86.34 |
49.44 |
38.4% |
2.29 |
1.8% |
86% |
False |
False |
5,605 |
| 100 |
135.78 |
84.60 |
51.18 |
39.7% |
1.96 |
1.5% |
86% |
False |
False |
4,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.32 |
|
2.618 |
145.51 |
|
1.618 |
140.73 |
|
1.000 |
137.78 |
|
0.618 |
135.95 |
|
HIGH |
133.00 |
|
0.618 |
131.17 |
|
0.500 |
130.61 |
|
0.382 |
130.05 |
|
LOW |
128.22 |
|
0.618 |
125.27 |
|
1.000 |
123.44 |
|
1.618 |
120.49 |
|
2.618 |
115.71 |
|
4.250 |
107.91 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.61 |
132.00 |
| PP |
130.02 |
130.95 |
| S1 |
129.43 |
129.89 |
|