NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.85 |
124.22 |
-0.63 |
-0.5% |
113.94 |
| High |
125.05 |
124.90 |
-0.15 |
-0.1% |
125.05 |
| Low |
123.71 |
122.92 |
-0.79 |
-0.6% |
113.94 |
| Close |
124.83 |
123.08 |
-1.75 |
-1.4% |
124.83 |
| Range |
1.34 |
1.98 |
0.64 |
47.8% |
11.11 |
| ATR |
2.37 |
2.34 |
-0.03 |
-1.2% |
0.00 |
| Volume |
6,484 |
7,148 |
664 |
10.2% |
19,821 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.57 |
128.31 |
124.17 |
|
| R3 |
127.59 |
126.33 |
123.62 |
|
| R2 |
125.61 |
125.61 |
123.44 |
|
| R1 |
124.35 |
124.35 |
123.26 |
123.99 |
| PP |
123.63 |
123.63 |
123.63 |
123.46 |
| S1 |
122.37 |
122.37 |
122.90 |
122.01 |
| S2 |
121.65 |
121.65 |
122.72 |
|
| S3 |
119.67 |
120.39 |
122.54 |
|
| S4 |
117.69 |
118.41 |
121.99 |
|
|
| 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 |
117.19 |
7.86 |
6.4% |
2.36 |
1.9% |
75% |
False |
False |
4,728 |
| 10 |
125.05 |
107.60 |
17.45 |
14.2% |
2.70 |
2.2% |
89% |
False |
False |
4,268 |
| 20 |
125.05 |
107.60 |
17.45 |
14.2% |
1.98 |
1.6% |
89% |
False |
False |
3,347 |
| 40 |
125.05 |
96.27 |
28.78 |
23.4% |
1.72 |
1.4% |
93% |
False |
False |
2,861 |
| 60 |
125.05 |
93.75 |
31.30 |
25.4% |
1.53 |
1.2% |
94% |
False |
False |
2,412 |
| 80 |
125.05 |
85.48 |
39.57 |
32.1% |
1.34 |
1.1% |
95% |
False |
False |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.32 |
|
2.618 |
130.08 |
|
1.618 |
128.10 |
|
1.000 |
126.88 |
|
0.618 |
126.12 |
|
HIGH |
124.90 |
|
0.618 |
124.14 |
|
0.500 |
123.91 |
|
0.382 |
123.68 |
|
LOW |
122.92 |
|
0.618 |
121.70 |
|
1.000 |
120.94 |
|
1.618 |
119.72 |
|
2.618 |
117.74 |
|
4.250 |
114.51 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.91 |
122.93 |
| PP |
123.63 |
122.77 |
| S1 |
123.36 |
122.62 |
|