NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
118.01 |
119.16 |
1.15 |
1.0% |
115.01 |
| High |
120.00 |
121.42 |
1.42 |
1.2% |
115.23 |
| Low |
117.19 |
118.10 |
0.91 |
0.8% |
107.60 |
| Close |
119.16 |
121.28 |
2.12 |
1.8% |
113.58 |
| Range |
2.81 |
3.32 |
0.51 |
18.1% |
7.63 |
| ATR |
2.24 |
2.32 |
0.08 |
3.4% |
0.00 |
| Volume |
2,556 |
3,153 |
597 |
23.4% |
18,789 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.23 |
129.07 |
123.11 |
|
| R3 |
126.91 |
125.75 |
122.19 |
|
| R2 |
123.59 |
123.59 |
121.89 |
|
| R1 |
122.43 |
122.43 |
121.58 |
123.01 |
| PP |
120.27 |
120.27 |
120.27 |
120.56 |
| S1 |
119.11 |
119.11 |
120.98 |
119.69 |
| S2 |
116.95 |
116.95 |
120.67 |
|
| S3 |
113.63 |
115.79 |
120.37 |
|
| S4 |
110.31 |
112.47 |
119.45 |
|
|
| 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 |
121.42 |
107.60 |
13.82 |
11.4% |
3.01 |
2.5% |
99% |
True |
False |
3,806 |
| 10 |
121.42 |
107.60 |
13.82 |
11.4% |
2.54 |
2.1% |
99% |
True |
False |
3,520 |
| 20 |
121.42 |
105.93 |
15.49 |
12.8% |
1.74 |
1.4% |
99% |
True |
False |
2,772 |
| 40 |
121.42 |
96.27 |
25.15 |
20.7% |
1.62 |
1.3% |
99% |
True |
False |
2,555 |
| 60 |
121.42 |
91.29 |
30.13 |
24.8% |
1.45 |
1.2% |
100% |
True |
False |
2,157 |
| 80 |
121.42 |
85.48 |
35.94 |
29.6% |
1.31 |
1.1% |
100% |
True |
False |
1,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.53 |
|
2.618 |
130.11 |
|
1.618 |
126.79 |
|
1.000 |
124.74 |
|
0.618 |
123.47 |
|
HIGH |
121.42 |
|
0.618 |
120.15 |
|
0.500 |
119.76 |
|
0.382 |
119.37 |
|
LOW |
118.10 |
|
0.618 |
116.05 |
|
1.000 |
114.78 |
|
1.618 |
112.73 |
|
2.618 |
109.41 |
|
4.250 |
103.99 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.77 |
120.08 |
| PP |
120.27 |
118.88 |
| S1 |
119.76 |
117.68 |
|