NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110.32 |
113.94 |
3.62 |
3.3% |
115.01 |
| High |
113.56 |
117.34 |
3.78 |
3.3% |
115.23 |
| Low |
110.32 |
113.94 |
3.62 |
3.3% |
107.60 |
| Close |
113.58 |
117.22 |
3.64 |
3.2% |
113.58 |
| Range |
3.24 |
3.40 |
0.16 |
4.9% |
7.63 |
| ATR |
2.08 |
2.20 |
0.12 |
5.8% |
0.00 |
| Volume |
4,960 |
3,326 |
-1,634 |
-32.9% |
18,789 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.37 |
125.19 |
119.09 |
|
| R3 |
122.97 |
121.79 |
118.16 |
|
| R2 |
119.57 |
119.57 |
117.84 |
|
| R1 |
118.39 |
118.39 |
117.53 |
118.98 |
| PP |
116.17 |
116.17 |
116.17 |
116.46 |
| S1 |
114.99 |
114.99 |
116.91 |
115.58 |
| S2 |
112.77 |
112.77 |
116.60 |
|
| S3 |
109.37 |
111.59 |
116.29 |
|
| S4 |
105.97 |
108.19 |
115.35 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.03 |
131.93 |
117.78 |
|
| R3 |
127.40 |
124.30 |
115.68 |
|
| R2 |
119.77 |
119.77 |
114.98 |
|
| R1 |
116.67 |
116.67 |
114.28 |
114.41 |
| PP |
112.14 |
112.14 |
112.14 |
111.00 |
| S1 |
109.04 |
109.04 |
112.88 |
106.78 |
| S2 |
104.51 |
104.51 |
112.18 |
|
| S3 |
96.88 |
101.41 |
111.48 |
|
| S4 |
89.25 |
93.78 |
109.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.34 |
107.60 |
9.74 |
8.3% |
3.04 |
2.6% |
99% |
True |
False |
3,809 |
| 10 |
117.34 |
107.60 |
9.74 |
8.3% |
2.21 |
1.9% |
99% |
True |
False |
3,470 |
| 20 |
117.34 |
104.51 |
12.83 |
10.9% |
1.60 |
1.4% |
99% |
True |
False |
2,737 |
| 40 |
117.34 |
96.27 |
21.07 |
18.0% |
1.53 |
1.3% |
99% |
True |
False |
2,542 |
| 60 |
117.34 |
89.80 |
27.54 |
23.5% |
1.41 |
1.2% |
100% |
True |
False |
2,081 |
| 80 |
117.34 |
85.48 |
31.86 |
27.2% |
1.25 |
1.1% |
100% |
True |
False |
1,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.79 |
|
2.618 |
126.24 |
|
1.618 |
122.84 |
|
1.000 |
120.74 |
|
0.618 |
119.44 |
|
HIGH |
117.34 |
|
0.618 |
116.04 |
|
0.500 |
115.64 |
|
0.382 |
115.24 |
|
LOW |
113.94 |
|
0.618 |
111.84 |
|
1.000 |
110.54 |
|
1.618 |
108.44 |
|
2.618 |
105.04 |
|
4.250 |
99.49 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.69 |
115.64 |
| PP |
116.17 |
114.05 |
| S1 |
115.64 |
112.47 |
|