NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
120.51 |
121.89 |
1.38 |
1.1% |
113.03 |
| High |
122.43 |
124.71 |
2.28 |
1.9% |
124.71 |
| Low |
119.59 |
121.89 |
2.30 |
1.9% |
112.70 |
| Close |
121.61 |
124.51 |
2.90 |
2.4% |
124.51 |
| Range |
2.84 |
2.82 |
-0.02 |
-0.7% |
12.01 |
| ATR |
3.13 |
3.13 |
0.00 |
-0.1% |
0.00 |
| Volume |
32,411 |
36,898 |
4,487 |
13.8% |
146,122 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.16 |
131.16 |
126.06 |
|
| R3 |
129.34 |
128.34 |
125.29 |
|
| R2 |
126.52 |
126.52 |
125.03 |
|
| R1 |
125.52 |
125.52 |
124.77 |
126.02 |
| PP |
123.70 |
123.70 |
123.70 |
123.96 |
| S1 |
122.70 |
122.70 |
124.25 |
123.20 |
| S2 |
120.88 |
120.88 |
123.99 |
|
| S3 |
118.06 |
119.88 |
123.73 |
|
| S4 |
115.24 |
117.06 |
122.96 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.67 |
152.60 |
131.12 |
|
| R3 |
144.66 |
140.59 |
127.81 |
|
| R2 |
132.65 |
132.65 |
126.71 |
|
| R1 |
128.58 |
128.58 |
125.61 |
130.62 |
| PP |
120.64 |
120.64 |
120.64 |
121.66 |
| S1 |
116.57 |
116.57 |
123.41 |
118.61 |
| S2 |
108.63 |
108.63 |
122.31 |
|
| S3 |
96.62 |
104.56 |
121.21 |
|
| S4 |
84.61 |
92.55 |
117.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.71 |
112.70 |
12.01 |
9.6% |
3.35 |
2.7% |
98% |
True |
False |
29,224 |
| 10 |
124.71 |
107.00 |
17.71 |
14.2% |
3.40 |
2.7% |
99% |
True |
False |
26,063 |
| 20 |
124.71 |
105.64 |
19.07 |
15.3% |
2.98 |
2.4% |
99% |
True |
False |
22,330 |
| 40 |
124.71 |
95.83 |
28.88 |
23.2% |
3.07 |
2.5% |
99% |
True |
False |
22,463 |
| 60 |
124.71 |
92.81 |
31.90 |
25.6% |
2.84 |
2.3% |
99% |
True |
False |
23,121 |
| 80 |
124.71 |
83.90 |
40.81 |
32.8% |
2.66 |
2.1% |
100% |
True |
False |
21,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.70 |
|
2.618 |
132.09 |
|
1.618 |
129.27 |
|
1.000 |
127.53 |
|
0.618 |
126.45 |
|
HIGH |
124.71 |
|
0.618 |
123.63 |
|
0.500 |
123.30 |
|
0.382 |
122.97 |
|
LOW |
121.89 |
|
0.618 |
120.15 |
|
1.000 |
119.07 |
|
1.618 |
117.33 |
|
2.618 |
114.51 |
|
4.250 |
109.91 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.11 |
123.40 |
| PP |
123.70 |
122.29 |
| S1 |
123.30 |
121.18 |
|