NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.65 |
129.14 |
2.49 |
2.0% |
124.50 |
| High |
130.14 |
135.40 |
5.26 |
4.0% |
126.39 |
| Low |
126.36 |
129.14 |
2.78 |
2.2% |
120.05 |
| Close |
129.87 |
134.27 |
4.40 |
3.4% |
125.41 |
| Range |
3.78 |
6.26 |
2.48 |
65.6% |
6.34 |
| ATR |
3.18 |
3.40 |
0.22 |
6.9% |
0.00 |
| Volume |
36,999 |
54,045 |
17,046 |
46.1% |
166,450 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.72 |
149.25 |
137.71 |
|
| R3 |
145.46 |
142.99 |
135.99 |
|
| R2 |
139.20 |
139.20 |
135.42 |
|
| R1 |
136.73 |
136.73 |
134.84 |
137.97 |
| PP |
132.94 |
132.94 |
132.94 |
133.55 |
| S1 |
130.47 |
130.47 |
133.70 |
131.71 |
| S2 |
126.68 |
126.68 |
133.12 |
|
| S3 |
120.42 |
124.21 |
132.55 |
|
| S4 |
114.16 |
117.95 |
130.83 |
|
|
| 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 |
135.40 |
120.05 |
15.35 |
11.4% |
4.27 |
3.2% |
93% |
True |
False |
37,310 |
| 10 |
135.40 |
119.59 |
15.81 |
11.8% |
3.46 |
2.6% |
93% |
True |
False |
36,125 |
| 20 |
135.40 |
107.00 |
28.40 |
21.2% |
3.54 |
2.6% |
96% |
True |
False |
29,785 |
| 40 |
135.40 |
96.62 |
38.78 |
28.9% |
3.05 |
2.3% |
97% |
True |
False |
24,817 |
| 60 |
135.40 |
95.83 |
39.57 |
29.5% |
3.05 |
2.3% |
97% |
True |
False |
25,568 |
| 80 |
135.40 |
85.60 |
49.80 |
37.1% |
2.81 |
2.1% |
98% |
True |
False |
23,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.01 |
|
2.618 |
151.79 |
|
1.618 |
145.53 |
|
1.000 |
141.66 |
|
0.618 |
139.27 |
|
HIGH |
135.40 |
|
0.618 |
133.01 |
|
0.500 |
132.27 |
|
0.382 |
131.53 |
|
LOW |
129.14 |
|
0.618 |
125.27 |
|
1.000 |
122.88 |
|
1.618 |
119.01 |
|
2.618 |
112.75 |
|
4.250 |
102.54 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.60 |
132.89 |
| PP |
132.94 |
131.51 |
| S1 |
132.27 |
130.13 |
|