NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.70 |
135.43 |
5.73 |
4.4% |
124.22 |
| High |
134.90 |
136.06 |
1.16 |
0.9% |
126.45 |
| Low |
129.46 |
130.24 |
0.78 |
0.6% |
121.15 |
| Close |
134.16 |
130.60 |
-3.56 |
-2.7% |
125.54 |
| Range |
5.44 |
5.82 |
0.38 |
7.0% |
5.30 |
| ATR |
2.63 |
2.85 |
0.23 |
8.7% |
0.00 |
| Volume |
12,931 |
15,162 |
2,231 |
17.3% |
30,928 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.76 |
146.00 |
133.80 |
|
| R3 |
143.94 |
140.18 |
132.20 |
|
| R2 |
138.12 |
138.12 |
131.67 |
|
| R1 |
134.36 |
134.36 |
131.13 |
133.33 |
| PP |
132.30 |
132.30 |
132.30 |
131.79 |
| S1 |
128.54 |
128.54 |
130.07 |
127.51 |
| S2 |
126.48 |
126.48 |
129.53 |
|
| S3 |
120.66 |
122.72 |
129.00 |
|
| S4 |
114.84 |
116.90 |
127.40 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.28 |
138.21 |
128.46 |
|
| R3 |
134.98 |
132.91 |
127.00 |
|
| R2 |
129.68 |
129.68 |
126.51 |
|
| R1 |
127.61 |
127.61 |
126.03 |
128.65 |
| PP |
124.38 |
124.38 |
124.38 |
124.90 |
| S1 |
122.31 |
122.31 |
125.05 |
123.35 |
| S2 |
119.08 |
119.08 |
124.57 |
|
| S3 |
113.78 |
117.01 |
124.08 |
|
| S4 |
108.48 |
111.71 |
122.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.06 |
123.60 |
12.46 |
9.5% |
3.74 |
2.9% |
56% |
True |
False |
8,660 |
| 10 |
136.06 |
121.15 |
14.91 |
11.4% |
2.90 |
2.2% |
63% |
True |
False |
7,497 |
| 20 |
136.06 |
107.60 |
28.46 |
21.8% |
2.72 |
2.1% |
81% |
True |
False |
5,593 |
| 40 |
136.06 |
98.15 |
37.91 |
29.0% |
1.97 |
1.5% |
86% |
True |
False |
3,910 |
| 60 |
136.06 |
96.27 |
39.79 |
30.5% |
1.81 |
1.4% |
86% |
True |
False |
3,329 |
| 80 |
136.06 |
86.22 |
49.84 |
38.2% |
1.61 |
1.2% |
89% |
True |
False |
2,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.80 |
|
2.618 |
151.30 |
|
1.618 |
145.48 |
|
1.000 |
141.88 |
|
0.618 |
139.66 |
|
HIGH |
136.06 |
|
0.618 |
133.84 |
|
0.500 |
133.15 |
|
0.382 |
132.46 |
|
LOW |
130.24 |
|
0.618 |
126.64 |
|
1.000 |
124.42 |
|
1.618 |
120.82 |
|
2.618 |
115.00 |
|
4.250 |
105.51 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.15 |
131.31 |
| PP |
132.30 |
131.07 |
| S1 |
131.45 |
130.84 |
|