NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.00 |
123.05 |
-0.95 |
-0.8% |
113.03 |
| High |
124.41 |
125.63 |
1.22 |
1.0% |
124.71 |
| Low |
122.90 |
120.05 |
-2.85 |
-2.3% |
112.70 |
| Close |
123.43 |
123.05 |
-0.38 |
-0.3% |
124.51 |
| Range |
1.51 |
5.58 |
4.07 |
269.5% |
12.01 |
| ATR |
3.00 |
3.18 |
0.18 |
6.2% |
0.00 |
| Volume |
27,613 |
28,198 |
585 |
2.1% |
146,122 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.65 |
136.93 |
126.12 |
|
| R3 |
134.07 |
131.35 |
124.58 |
|
| R2 |
128.49 |
128.49 |
124.07 |
|
| R1 |
125.77 |
125.77 |
123.56 |
125.84 |
| PP |
122.91 |
122.91 |
122.91 |
122.95 |
| S1 |
120.19 |
120.19 |
122.54 |
120.26 |
| S2 |
117.33 |
117.33 |
122.03 |
|
| S3 |
111.75 |
114.61 |
121.52 |
|
| S4 |
106.17 |
109.03 |
119.98 |
|
|
| 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 |
125.63 |
120.05 |
5.58 |
4.5% |
3.19 |
2.6% |
54% |
True |
True |
34,097 |
| 10 |
125.63 |
108.34 |
17.29 |
14.1% |
3.48 |
2.8% |
85% |
True |
False |
30,673 |
| 20 |
125.63 |
107.00 |
18.63 |
15.1% |
3.24 |
2.6% |
86% |
True |
False |
25,900 |
| 40 |
125.63 |
95.83 |
29.80 |
24.2% |
2.92 |
2.4% |
91% |
True |
False |
23,110 |
| 60 |
125.63 |
94.78 |
30.85 |
25.1% |
2.93 |
2.4% |
92% |
True |
False |
24,130 |
| 80 |
125.63 |
84.75 |
40.88 |
33.2% |
2.70 |
2.2% |
94% |
True |
False |
22,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.35 |
|
2.618 |
140.24 |
|
1.618 |
134.66 |
|
1.000 |
131.21 |
|
0.618 |
129.08 |
|
HIGH |
125.63 |
|
0.618 |
123.50 |
|
0.500 |
122.84 |
|
0.382 |
122.18 |
|
LOW |
120.05 |
|
0.618 |
116.60 |
|
1.000 |
114.47 |
|
1.618 |
111.02 |
|
2.618 |
105.44 |
|
4.250 |
96.34 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.98 |
122.98 |
| PP |
122.91 |
122.91 |
| S1 |
122.84 |
122.84 |
|