NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
121.89 |
124.50 |
2.61 |
2.1% |
113.03 |
| High |
124.71 |
125.04 |
0.33 |
0.3% |
124.71 |
| Low |
121.89 |
122.25 |
0.36 |
0.3% |
112.70 |
| Close |
124.51 |
122.80 |
-1.71 |
-1.4% |
124.51 |
| Range |
2.82 |
2.79 |
-0.03 |
-1.1% |
12.01 |
| ATR |
3.13 |
3.10 |
-0.02 |
-0.8% |
0.00 |
| Volume |
36,898 |
41,103 |
4,205 |
11.4% |
146,122 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.73 |
130.06 |
124.33 |
|
| R3 |
128.94 |
127.27 |
123.57 |
|
| R2 |
126.15 |
126.15 |
123.31 |
|
| R1 |
124.48 |
124.48 |
123.06 |
123.92 |
| PP |
123.36 |
123.36 |
123.36 |
123.09 |
| S1 |
121.69 |
121.69 |
122.54 |
121.13 |
| S2 |
120.57 |
120.57 |
122.29 |
|
| S3 |
117.78 |
118.90 |
122.03 |
|
| S4 |
114.99 |
116.11 |
121.27 |
|
|
| 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 |
125.04 |
116.24 |
8.80 |
7.2% |
3.05 |
2.5% |
75% |
True |
False |
33,067 |
| 10 |
125.04 |
107.00 |
18.04 |
14.7% |
3.52 |
2.9% |
88% |
True |
False |
28,010 |
| 20 |
125.04 |
107.00 |
18.04 |
14.7% |
3.03 |
2.5% |
88% |
True |
False |
23,649 |
| 40 |
125.04 |
95.83 |
29.21 |
23.8% |
3.08 |
2.5% |
92% |
True |
False |
22,795 |
| 60 |
125.04 |
93.63 |
31.41 |
25.6% |
2.86 |
2.3% |
93% |
True |
False |
23,507 |
| 80 |
125.04 |
83.90 |
41.14 |
33.5% |
2.66 |
2.2% |
95% |
True |
False |
21,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.90 |
|
2.618 |
132.34 |
|
1.618 |
129.55 |
|
1.000 |
127.83 |
|
0.618 |
126.76 |
|
HIGH |
125.04 |
|
0.618 |
123.97 |
|
0.500 |
123.65 |
|
0.382 |
123.32 |
|
LOW |
122.25 |
|
0.618 |
120.53 |
|
1.000 |
119.46 |
|
1.618 |
117.74 |
|
2.618 |
114.95 |
|
4.250 |
110.39 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.65 |
122.64 |
| PP |
123.36 |
122.48 |
| S1 |
123.08 |
122.32 |
|