NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
131.95 |
128.34 |
-3.61 |
-2.7% |
125.89 |
| High |
133.00 |
130.70 |
-2.30 |
-1.7% |
135.78 |
| Low |
128.22 |
126.14 |
-2.08 |
-1.6% |
124.95 |
| Close |
128.84 |
130.41 |
1.57 |
1.2% |
131.79 |
| Range |
4.78 |
4.56 |
-0.22 |
-4.6% |
10.83 |
| ATR |
3.38 |
3.46 |
0.08 |
2.5% |
0.00 |
| Volume |
31,043 |
18,087 |
-12,956 |
-41.7% |
106,426 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.76 |
141.15 |
132.92 |
|
| R3 |
138.20 |
136.59 |
131.66 |
|
| R2 |
133.64 |
133.64 |
131.25 |
|
| R1 |
132.03 |
132.03 |
130.83 |
132.84 |
| PP |
129.08 |
129.08 |
129.08 |
129.49 |
| S1 |
127.47 |
127.47 |
129.99 |
128.28 |
| S2 |
124.52 |
124.52 |
129.57 |
|
| S3 |
119.96 |
122.91 |
129.16 |
|
| S4 |
115.40 |
118.35 |
127.90 |
|
|
| 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 |
126.14 |
9.64 |
7.4% |
4.63 |
3.6% |
44% |
False |
True |
27,812 |
| 10 |
135.78 |
120.30 |
15.48 |
11.9% |
3.82 |
2.9% |
65% |
False |
False |
17,939 |
| 20 |
135.78 |
108.00 |
27.78 |
21.3% |
3.62 |
2.8% |
81% |
False |
False |
13,300 |
| 40 |
135.78 |
97.64 |
38.14 |
29.2% |
2.89 |
2.2% |
86% |
False |
False |
9,231 |
| 60 |
135.78 |
96.67 |
39.11 |
30.0% |
2.70 |
2.1% |
86% |
False |
False |
7,389 |
| 80 |
135.78 |
86.34 |
49.44 |
37.9% |
2.34 |
1.8% |
89% |
False |
False |
5,823 |
| 100 |
135.78 |
84.60 |
51.18 |
39.2% |
2.01 |
1.5% |
90% |
False |
False |
4,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.08 |
|
2.618 |
142.64 |
|
1.618 |
138.08 |
|
1.000 |
135.26 |
|
0.618 |
133.52 |
|
HIGH |
130.70 |
|
0.618 |
128.96 |
|
0.500 |
128.42 |
|
0.382 |
127.88 |
|
LOW |
126.14 |
|
0.618 |
123.32 |
|
1.000 |
121.58 |
|
1.618 |
118.76 |
|
2.618 |
114.20 |
|
4.250 |
106.76 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.75 |
130.16 |
| PP |
129.08 |
129.90 |
| S1 |
128.42 |
129.65 |
|