NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.35 |
126.65 |
1.30 |
1.0% |
124.50 |
| High |
127.11 |
130.14 |
3.03 |
2.4% |
126.39 |
| Low |
124.86 |
126.36 |
1.50 |
1.2% |
120.05 |
| Close |
126.49 |
129.87 |
3.38 |
2.7% |
125.41 |
| Range |
2.25 |
3.78 |
1.53 |
68.0% |
6.34 |
| ATR |
3.14 |
3.18 |
0.05 |
1.5% |
0.00 |
| Volume |
34,449 |
36,999 |
2,550 |
7.4% |
166,450 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.13 |
138.78 |
131.95 |
|
| R3 |
136.35 |
135.00 |
130.91 |
|
| R2 |
132.57 |
132.57 |
130.56 |
|
| R1 |
131.22 |
131.22 |
130.22 |
131.90 |
| PP |
128.79 |
128.79 |
128.79 |
129.13 |
| S1 |
127.44 |
127.44 |
129.52 |
128.12 |
| S2 |
125.01 |
125.01 |
129.18 |
|
| S3 |
121.23 |
123.66 |
128.83 |
|
| S4 |
117.45 |
119.88 |
127.79 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.97 |
140.53 |
128.90 |
|
| R3 |
136.63 |
134.19 |
127.15 |
|
| R2 |
130.29 |
130.29 |
126.57 |
|
| R1 |
127.85 |
127.85 |
125.99 |
129.07 |
| PP |
123.95 |
123.95 |
123.95 |
124.56 |
| S1 |
121.51 |
121.51 |
124.83 |
122.73 |
| S2 |
117.61 |
117.61 |
124.25 |
|
| S3 |
111.27 |
115.17 |
123.67 |
|
| S4 |
104.93 |
108.83 |
121.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.14 |
120.05 |
10.09 |
7.8% |
3.32 |
2.6% |
97% |
True |
False |
32,023 |
| 10 |
130.14 |
117.64 |
12.50 |
9.6% |
3.18 |
2.4% |
98% |
True |
False |
34,099 |
| 20 |
130.14 |
107.00 |
23.14 |
17.8% |
3.32 |
2.6% |
99% |
True |
False |
28,347 |
| 40 |
130.14 |
96.62 |
33.52 |
25.8% |
2.98 |
2.3% |
99% |
True |
False |
24,091 |
| 60 |
130.14 |
95.83 |
34.31 |
26.4% |
2.99 |
2.3% |
99% |
True |
False |
24,895 |
| 80 |
130.14 |
85.60 |
44.54 |
34.3% |
2.74 |
2.1% |
99% |
True |
False |
23,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.21 |
|
2.618 |
140.04 |
|
1.618 |
136.26 |
|
1.000 |
133.92 |
|
0.618 |
132.48 |
|
HIGH |
130.14 |
|
0.618 |
128.70 |
|
0.500 |
128.25 |
|
0.382 |
127.80 |
|
LOW |
126.36 |
|
0.618 |
124.02 |
|
1.000 |
122.58 |
|
1.618 |
120.24 |
|
2.618 |
116.46 |
|
4.250 |
110.30 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.33 |
128.75 |
| PP |
128.79 |
127.64 |
| S1 |
128.25 |
126.52 |
|