NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.34 |
129.60 |
1.26 |
1.0% |
125.89 |
| High |
130.70 |
132.32 |
1.62 |
1.2% |
135.78 |
| Low |
126.14 |
126.32 |
0.18 |
0.1% |
124.95 |
| Close |
130.41 |
126.62 |
-3.79 |
-2.9% |
131.79 |
| Range |
4.56 |
6.00 |
1.44 |
31.6% |
10.83 |
| ATR |
3.46 |
3.64 |
0.18 |
5.2% |
0.00 |
| Volume |
18,087 |
26,344 |
8,257 |
45.7% |
106,426 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.42 |
142.52 |
129.92 |
|
| R3 |
140.42 |
136.52 |
128.27 |
|
| R2 |
134.42 |
134.42 |
127.72 |
|
| R1 |
130.52 |
130.52 |
127.17 |
129.47 |
| PP |
128.42 |
128.42 |
128.42 |
127.90 |
| S1 |
124.52 |
124.52 |
126.07 |
123.47 |
| S2 |
122.42 |
122.42 |
125.52 |
|
| S3 |
116.42 |
118.52 |
124.97 |
|
| S4 |
110.42 |
112.52 |
123.32 |
|
|
| 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 |
7.6% |
4.74 |
3.7% |
5% |
False |
False |
28,294 |
| 10 |
135.78 |
120.30 |
15.48 |
12.2% |
4.28 |
3.4% |
41% |
False |
False |
19,832 |
| 20 |
135.78 |
108.00 |
27.78 |
21.9% |
3.76 |
3.0% |
67% |
False |
False |
14,309 |
| 40 |
135.78 |
100.50 |
35.28 |
27.9% |
2.92 |
2.3% |
74% |
False |
False |
9,762 |
| 60 |
135.78 |
96.67 |
39.11 |
30.9% |
2.73 |
2.2% |
77% |
False |
False |
7,753 |
| 80 |
135.78 |
86.34 |
49.44 |
39.0% |
2.40 |
1.9% |
81% |
False |
False |
6,148 |
| 100 |
135.78 |
84.60 |
51.18 |
40.4% |
2.06 |
1.6% |
82% |
False |
False |
5,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.82 |
|
2.618 |
148.03 |
|
1.618 |
142.03 |
|
1.000 |
138.32 |
|
0.618 |
136.03 |
|
HIGH |
132.32 |
|
0.618 |
130.03 |
|
0.500 |
129.32 |
|
0.382 |
128.61 |
|
LOW |
126.32 |
|
0.618 |
122.61 |
|
1.000 |
120.32 |
|
1.618 |
116.61 |
|
2.618 |
110.61 |
|
4.250 |
100.82 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.32 |
129.57 |
| PP |
128.42 |
128.59 |
| S1 |
127.52 |
127.60 |
|