NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
121.47 |
124.85 |
3.38 |
2.8% |
113.94 |
| High |
122.53 |
125.05 |
2.52 |
2.1% |
125.05 |
| Low |
120.18 |
123.71 |
3.53 |
2.9% |
113.94 |
| Close |
122.04 |
124.83 |
2.79 |
2.3% |
124.83 |
| Range |
2.35 |
1.34 |
-1.01 |
-43.0% |
11.11 |
| ATR |
2.32 |
2.37 |
0.05 |
2.1% |
0.00 |
| Volume |
4,302 |
6,484 |
2,182 |
50.7% |
19,821 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.55 |
128.03 |
125.57 |
|
| R3 |
127.21 |
126.69 |
125.20 |
|
| R2 |
125.87 |
125.87 |
125.08 |
|
| R1 |
125.35 |
125.35 |
124.95 |
124.94 |
| PP |
124.53 |
124.53 |
124.53 |
124.33 |
| S1 |
124.01 |
124.01 |
124.71 |
123.60 |
| S2 |
123.19 |
123.19 |
124.58 |
|
| S3 |
121.85 |
122.67 |
124.46 |
|
| S4 |
120.51 |
121.33 |
124.09 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.60 |
150.83 |
130.94 |
|
| R3 |
143.49 |
139.72 |
127.89 |
|
| R2 |
132.38 |
132.38 |
126.87 |
|
| R1 |
128.61 |
128.61 |
125.85 |
130.50 |
| PP |
121.27 |
121.27 |
121.27 |
122.22 |
| S1 |
117.50 |
117.50 |
123.81 |
119.39 |
| S2 |
110.16 |
110.16 |
122.79 |
|
| S3 |
99.05 |
106.39 |
121.77 |
|
| S4 |
87.94 |
95.28 |
118.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.05 |
113.94 |
11.11 |
8.9% |
2.64 |
2.1% |
98% |
True |
False |
3,964 |
| 10 |
125.05 |
107.60 |
17.45 |
14.0% |
2.55 |
2.0% |
99% |
True |
False |
3,861 |
| 20 |
125.05 |
107.52 |
17.53 |
14.0% |
1.90 |
1.5% |
99% |
True |
False |
3,021 |
| 40 |
125.05 |
96.27 |
28.78 |
23.1% |
1.69 |
1.4% |
99% |
True |
False |
2,728 |
| 60 |
125.05 |
93.75 |
31.30 |
25.1% |
1.51 |
1.2% |
99% |
True |
False |
2,311 |
| 80 |
125.05 |
85.48 |
39.57 |
31.7% |
1.34 |
1.1% |
99% |
True |
False |
1,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.75 |
|
2.618 |
128.56 |
|
1.618 |
127.22 |
|
1.000 |
126.39 |
|
0.618 |
125.88 |
|
HIGH |
125.05 |
|
0.618 |
124.54 |
|
0.500 |
124.38 |
|
0.382 |
124.22 |
|
LOW |
123.71 |
|
0.618 |
122.88 |
|
1.000 |
122.37 |
|
1.618 |
121.54 |
|
2.618 |
120.20 |
|
4.250 |
118.02 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.68 |
123.75 |
| PP |
124.53 |
122.66 |
| S1 |
124.38 |
121.58 |
|