NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
108.70 |
113.03 |
4.33 |
4.0% |
115.28 |
| High |
113.30 |
116.97 |
3.67 |
3.2% |
115.28 |
| Low |
108.34 |
112.70 |
4.36 |
4.0% |
107.00 |
| Close |
113.13 |
116.74 |
3.61 |
3.2% |
113.13 |
| Range |
4.96 |
4.27 |
-0.69 |
-13.9% |
8.28 |
| ATR |
3.02 |
3.11 |
0.09 |
3.0% |
0.00 |
| Volume |
27,020 |
21,889 |
-5,131 |
-19.0% |
114,514 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.28 |
126.78 |
119.09 |
|
| R3 |
124.01 |
122.51 |
117.91 |
|
| R2 |
119.74 |
119.74 |
117.52 |
|
| R1 |
118.24 |
118.24 |
117.13 |
118.99 |
| PP |
115.47 |
115.47 |
115.47 |
115.85 |
| S1 |
113.97 |
113.97 |
116.35 |
114.72 |
| S2 |
111.20 |
111.20 |
115.96 |
|
| S3 |
106.93 |
109.70 |
115.57 |
|
| S4 |
102.66 |
105.43 |
114.39 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.64 |
133.17 |
117.68 |
|
| R3 |
128.36 |
124.89 |
115.41 |
|
| R2 |
120.08 |
120.08 |
114.65 |
|
| R1 |
116.61 |
116.61 |
113.89 |
114.21 |
| PP |
111.80 |
111.80 |
111.80 |
110.60 |
| S1 |
108.33 |
108.33 |
112.37 |
105.93 |
| S2 |
103.52 |
103.52 |
111.61 |
|
| S3 |
95.24 |
100.05 |
110.85 |
|
| S4 |
86.96 |
91.77 |
108.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.97 |
107.00 |
9.97 |
8.5% |
3.98 |
3.4% |
98% |
True |
False |
22,953 |
| 10 |
116.97 |
107.00 |
9.97 |
8.5% |
3.41 |
2.9% |
98% |
True |
False |
22,037 |
| 20 |
116.97 |
103.65 |
13.32 |
11.4% |
2.81 |
2.4% |
98% |
True |
False |
20,478 |
| 40 |
116.97 |
95.83 |
21.14 |
18.1% |
2.98 |
2.6% |
99% |
True |
False |
22,633 |
| 60 |
116.97 |
89.35 |
27.62 |
23.7% |
2.77 |
2.4% |
99% |
True |
False |
22,158 |
| 80 |
116.97 |
83.90 |
33.07 |
28.3% |
2.59 |
2.2% |
99% |
True |
False |
20,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.12 |
|
2.618 |
128.15 |
|
1.618 |
123.88 |
|
1.000 |
121.24 |
|
0.618 |
119.61 |
|
HIGH |
116.97 |
|
0.618 |
115.34 |
|
0.500 |
114.84 |
|
0.382 |
114.33 |
|
LOW |
112.70 |
|
0.618 |
110.06 |
|
1.000 |
108.43 |
|
1.618 |
105.79 |
|
2.618 |
101.52 |
|
4.250 |
94.55 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.11 |
115.16 |
| PP |
115.47 |
113.57 |
| S1 |
114.84 |
111.99 |
|