NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
118.55 |
120.51 |
1.96 |
1.7% |
115.28 |
| High |
121.14 |
122.43 |
1.29 |
1.1% |
115.28 |
| Low |
117.64 |
119.59 |
1.95 |
1.7% |
107.00 |
| Close |
120.80 |
121.61 |
0.81 |
0.7% |
113.13 |
| Range |
3.50 |
2.84 |
-0.66 |
-18.9% |
8.28 |
| ATR |
3.15 |
3.13 |
-0.02 |
-0.7% |
0.00 |
| Volume |
33,786 |
32,411 |
-1,375 |
-4.1% |
114,514 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.73 |
128.51 |
123.17 |
|
| R3 |
126.89 |
125.67 |
122.39 |
|
| R2 |
124.05 |
124.05 |
122.13 |
|
| R1 |
122.83 |
122.83 |
121.87 |
123.44 |
| PP |
121.21 |
121.21 |
121.21 |
121.52 |
| S1 |
119.99 |
119.99 |
121.35 |
120.60 |
| S2 |
118.37 |
118.37 |
121.09 |
|
| S3 |
115.53 |
117.15 |
120.83 |
|
| S4 |
112.69 |
114.31 |
120.05 |
|
|
| 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 |
122.43 |
108.34 |
14.09 |
11.6% |
3.78 |
3.1% |
94% |
True |
False |
27,248 |
| 10 |
122.43 |
107.00 |
15.43 |
12.7% |
3.55 |
2.9% |
95% |
True |
False |
24,946 |
| 20 |
122.43 |
105.18 |
17.25 |
14.2% |
2.91 |
2.4% |
95% |
True |
False |
21,532 |
| 40 |
122.43 |
95.83 |
26.60 |
21.9% |
3.04 |
2.5% |
97% |
True |
False |
22,353 |
| 60 |
122.43 |
92.25 |
30.18 |
24.8% |
2.82 |
2.3% |
97% |
True |
False |
22,715 |
| 80 |
122.43 |
83.90 |
38.53 |
31.7% |
2.64 |
2.2% |
98% |
True |
False |
21,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.50 |
|
2.618 |
129.87 |
|
1.618 |
127.03 |
|
1.000 |
125.27 |
|
0.618 |
124.19 |
|
HIGH |
122.43 |
|
0.618 |
121.35 |
|
0.500 |
121.01 |
|
0.382 |
120.67 |
|
LOW |
119.59 |
|
0.618 |
117.83 |
|
1.000 |
116.75 |
|
1.618 |
114.99 |
|
2.618 |
112.15 |
|
4.250 |
107.52 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.41 |
120.85 |
| PP |
121.21 |
120.09 |
| S1 |
121.01 |
119.34 |
|