NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.22 |
122.71 |
-1.51 |
-1.2% |
113.94 |
| High |
124.90 |
124.50 |
-0.40 |
-0.3% |
125.05 |
| Low |
122.92 |
122.70 |
-0.22 |
-0.2% |
113.94 |
| Close |
123.08 |
124.41 |
1.33 |
1.1% |
124.83 |
| Range |
1.98 |
1.80 |
-0.18 |
-9.1% |
11.11 |
| ATR |
2.34 |
2.30 |
-0.04 |
-1.7% |
0.00 |
| Volume |
7,148 |
7,502 |
354 |
5.0% |
19,821 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.27 |
128.64 |
125.40 |
|
| R3 |
127.47 |
126.84 |
124.91 |
|
| R2 |
125.67 |
125.67 |
124.74 |
|
| R1 |
125.04 |
125.04 |
124.58 |
125.36 |
| PP |
123.87 |
123.87 |
123.87 |
124.03 |
| S1 |
123.24 |
123.24 |
124.25 |
123.56 |
| S2 |
122.07 |
122.07 |
124.08 |
|
| S3 |
120.27 |
121.44 |
123.92 |
|
| S4 |
118.47 |
119.64 |
123.42 |
|
|
| 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 |
118.10 |
6.95 |
5.6% |
2.16 |
1.7% |
91% |
False |
False |
5,717 |
| 10 |
125.05 |
107.60 |
17.45 |
14.0% |
2.57 |
2.1% |
96% |
False |
False |
4,824 |
| 20 |
125.05 |
107.60 |
17.45 |
14.0% |
1.96 |
1.6% |
96% |
False |
False |
3,688 |
| 40 |
125.05 |
96.27 |
28.78 |
23.1% |
1.72 |
1.4% |
98% |
False |
False |
2,986 |
| 60 |
125.05 |
95.15 |
29.90 |
24.0% |
1.54 |
1.2% |
98% |
False |
False |
2,519 |
| 80 |
125.05 |
85.48 |
39.57 |
31.8% |
1.35 |
1.1% |
98% |
False |
False |
2,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.15 |
|
2.618 |
129.21 |
|
1.618 |
127.41 |
|
1.000 |
126.30 |
|
0.618 |
125.61 |
|
HIGH |
124.50 |
|
0.618 |
123.81 |
|
0.500 |
123.60 |
|
0.382 |
123.39 |
|
LOW |
122.70 |
|
0.618 |
121.59 |
|
1.000 |
120.90 |
|
1.618 |
119.79 |
|
2.618 |
117.99 |
|
4.250 |
115.05 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.14 |
124.23 |
| PP |
123.87 |
124.05 |
| S1 |
123.60 |
123.88 |
|