NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
135.43 |
130.74 |
-4.69 |
-3.5% |
126.94 |
| High |
136.06 |
132.93 |
-3.13 |
-2.3% |
136.06 |
| Low |
130.24 |
130.10 |
-0.14 |
-0.1% |
125.60 |
| Close |
130.60 |
131.55 |
0.95 |
0.7% |
131.55 |
| Range |
5.82 |
2.83 |
-2.99 |
-51.4% |
10.46 |
| ATR |
2.85 |
2.85 |
0.00 |
-0.1% |
0.00 |
| Volume |
15,162 |
22,188 |
7,026 |
46.3% |
59,752 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.02 |
138.61 |
133.11 |
|
| R3 |
137.19 |
135.78 |
132.33 |
|
| R2 |
134.36 |
134.36 |
132.07 |
|
| R1 |
132.95 |
132.95 |
131.81 |
133.66 |
| PP |
131.53 |
131.53 |
131.53 |
131.88 |
| S1 |
130.12 |
130.12 |
131.29 |
130.83 |
| S2 |
128.70 |
128.70 |
131.03 |
|
| S3 |
125.87 |
127.29 |
130.77 |
|
| S4 |
123.04 |
124.46 |
129.99 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.45 |
157.46 |
137.30 |
|
| R3 |
151.99 |
147.00 |
134.43 |
|
| R2 |
141.53 |
141.53 |
133.47 |
|
| R1 |
136.54 |
136.54 |
132.51 |
139.04 |
| PP |
131.07 |
131.07 |
131.07 |
132.32 |
| S1 |
126.08 |
126.08 |
130.59 |
128.58 |
| S2 |
120.61 |
120.61 |
129.63 |
|
| S3 |
110.15 |
115.62 |
128.67 |
|
| S4 |
99.69 |
105.16 |
125.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.06 |
125.60 |
10.46 |
8.0% |
3.74 |
2.8% |
57% |
False |
False |
11,950 |
| 10 |
136.06 |
121.15 |
14.91 |
11.3% |
3.05 |
2.3% |
70% |
False |
False |
9,068 |
| 20 |
136.06 |
107.60 |
28.46 |
21.6% |
2.80 |
2.1% |
84% |
False |
False |
6,464 |
| 40 |
136.06 |
98.15 |
37.91 |
28.8% |
2.01 |
1.5% |
88% |
False |
False |
4,402 |
| 60 |
136.06 |
96.27 |
39.79 |
30.2% |
1.86 |
1.4% |
89% |
False |
False |
3,681 |
| 80 |
136.06 |
86.22 |
49.84 |
37.9% |
1.63 |
1.2% |
91% |
False |
False |
2,952 |
| 100 |
136.06 |
85.48 |
50.58 |
38.4% |
1.45 |
1.1% |
91% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.96 |
|
2.618 |
140.34 |
|
1.618 |
137.51 |
|
1.000 |
135.76 |
|
0.618 |
134.68 |
|
HIGH |
132.93 |
|
0.618 |
131.85 |
|
0.500 |
131.52 |
|
0.382 |
131.18 |
|
LOW |
130.10 |
|
0.618 |
128.35 |
|
1.000 |
127.27 |
|
1.618 |
125.52 |
|
2.618 |
122.69 |
|
4.250 |
118.07 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.54 |
132.76 |
| PP |
131.53 |
132.36 |
| S1 |
131.52 |
131.95 |
|