NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.94 |
118.01 |
4.07 |
3.6% |
115.01 |
| High |
117.34 |
120.00 |
2.66 |
2.3% |
115.23 |
| Low |
113.94 |
117.19 |
3.25 |
2.9% |
107.60 |
| Close |
117.22 |
119.16 |
1.94 |
1.7% |
113.58 |
| Range |
3.40 |
2.81 |
-0.59 |
-17.4% |
7.63 |
| ATR |
2.20 |
2.24 |
0.04 |
2.0% |
0.00 |
| Volume |
3,326 |
2,556 |
-770 |
-23.2% |
18,789 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.21 |
126.00 |
120.71 |
|
| R3 |
124.40 |
123.19 |
119.93 |
|
| R2 |
121.59 |
121.59 |
119.68 |
|
| R1 |
120.38 |
120.38 |
119.42 |
120.99 |
| PP |
118.78 |
118.78 |
118.78 |
119.09 |
| S1 |
117.57 |
117.57 |
118.90 |
118.18 |
| S2 |
115.97 |
115.97 |
118.64 |
|
| S3 |
113.16 |
114.76 |
118.39 |
|
| S4 |
110.35 |
111.95 |
117.61 |
|
|
| 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 |
120.00 |
107.60 |
12.40 |
10.4% |
2.98 |
2.5% |
93% |
True |
False |
3,931 |
| 10 |
120.00 |
107.60 |
12.40 |
10.4% |
2.29 |
1.9% |
93% |
True |
False |
3,543 |
| 20 |
120.00 |
104.74 |
15.26 |
12.8% |
1.71 |
1.4% |
94% |
True |
False |
2,786 |
| 40 |
120.00 |
96.27 |
23.73 |
19.9% |
1.55 |
1.3% |
96% |
True |
False |
2,564 |
| 60 |
120.00 |
90.98 |
29.02 |
24.4% |
1.41 |
1.2% |
97% |
True |
False |
2,113 |
| 80 |
120.00 |
85.48 |
34.52 |
29.0% |
1.28 |
1.1% |
98% |
True |
False |
1,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.94 |
|
2.618 |
127.36 |
|
1.618 |
124.55 |
|
1.000 |
122.81 |
|
0.618 |
121.74 |
|
HIGH |
120.00 |
|
0.618 |
118.93 |
|
0.500 |
118.60 |
|
0.382 |
118.26 |
|
LOW |
117.19 |
|
0.618 |
115.45 |
|
1.000 |
114.38 |
|
1.618 |
112.64 |
|
2.618 |
109.83 |
|
4.250 |
105.25 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.97 |
117.83 |
| PP |
118.78 |
116.49 |
| S1 |
118.60 |
115.16 |
|