NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.74 |
132.08 |
1.34 |
1.0% |
126.94 |
| High |
132.93 |
132.92 |
-0.01 |
0.0% |
136.06 |
| Low |
130.10 |
128.38 |
-1.72 |
-1.3% |
125.60 |
| Close |
131.55 |
128.76 |
-2.79 |
-2.1% |
131.55 |
| Range |
2.83 |
4.54 |
1.71 |
60.4% |
10.46 |
| ATR |
2.85 |
2.97 |
0.12 |
4.2% |
0.00 |
| Volume |
22,188 |
14,771 |
-7,417 |
-33.4% |
59,752 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.64 |
140.74 |
131.26 |
|
| R3 |
139.10 |
136.20 |
130.01 |
|
| R2 |
134.56 |
134.56 |
129.59 |
|
| R1 |
131.66 |
131.66 |
129.18 |
130.84 |
| PP |
130.02 |
130.02 |
130.02 |
129.61 |
| S1 |
127.12 |
127.12 |
128.34 |
126.30 |
| S2 |
125.48 |
125.48 |
127.93 |
|
| S3 |
120.94 |
122.58 |
127.51 |
|
| S4 |
116.40 |
118.04 |
126.26 |
|
|
| 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 |
126.56 |
9.50 |
7.4% |
4.38 |
3.4% |
23% |
False |
False |
13,830 |
| 10 |
136.06 |
121.15 |
14.91 |
11.6% |
3.31 |
2.6% |
51% |
False |
False |
9,830 |
| 20 |
136.06 |
107.60 |
28.46 |
22.1% |
3.00 |
2.3% |
74% |
False |
False |
7,049 |
| 40 |
136.06 |
98.15 |
37.91 |
29.4% |
2.01 |
1.6% |
81% |
False |
False |
4,734 |
| 60 |
136.06 |
96.27 |
39.79 |
30.9% |
1.91 |
1.5% |
82% |
False |
False |
3,913 |
| 80 |
136.06 |
86.22 |
49.84 |
38.7% |
1.69 |
1.3% |
85% |
False |
False |
3,130 |
| 100 |
136.06 |
85.48 |
50.58 |
39.3% |
1.49 |
1.2% |
86% |
False |
False |
2,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.22 |
|
2.618 |
144.81 |
|
1.618 |
140.27 |
|
1.000 |
137.46 |
|
0.618 |
135.73 |
|
HIGH |
132.92 |
|
0.618 |
131.19 |
|
0.500 |
130.65 |
|
0.382 |
130.11 |
|
LOW |
128.38 |
|
0.618 |
125.57 |
|
1.000 |
123.84 |
|
1.618 |
121.03 |
|
2.618 |
116.49 |
|
4.250 |
109.09 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.65 |
132.22 |
| PP |
130.02 |
131.07 |
| S1 |
129.39 |
129.91 |
|