NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.19 |
129.65 |
1.46 |
1.1% |
125.35 |
| High |
130.27 |
132.04 |
1.77 |
1.4% |
136.25 |
| Low |
125.92 |
126.00 |
0.08 |
0.1% |
124.86 |
| Close |
129.96 |
126.34 |
-3.62 |
-2.8% |
131.36 |
| Range |
4.35 |
6.04 |
1.69 |
38.9% |
11.39 |
| ATR |
3.69 |
3.86 |
0.17 |
4.5% |
0.00 |
| Volume |
36,383 |
47,319 |
10,936 |
30.1% |
268,482 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.25 |
142.33 |
129.66 |
|
| R3 |
140.21 |
136.29 |
128.00 |
|
| R2 |
134.17 |
134.17 |
127.45 |
|
| R1 |
130.25 |
130.25 |
126.89 |
129.19 |
| PP |
128.13 |
128.13 |
128.13 |
127.60 |
| S1 |
124.21 |
124.21 |
125.79 |
123.15 |
| S2 |
122.09 |
122.09 |
125.23 |
|
| S3 |
116.05 |
118.17 |
124.68 |
|
| S4 |
110.01 |
112.13 |
123.02 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.99 |
159.57 |
137.62 |
|
| R3 |
153.60 |
148.18 |
134.49 |
|
| R2 |
142.21 |
142.21 |
133.45 |
|
| R1 |
136.79 |
136.79 |
132.40 |
139.50 |
| PP |
130.82 |
130.82 |
130.82 |
132.18 |
| S1 |
125.40 |
125.40 |
130.32 |
128.11 |
| S2 |
119.43 |
119.43 |
129.27 |
|
| S3 |
108.04 |
114.01 |
128.23 |
|
| S4 |
96.65 |
102.62 |
125.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.25 |
125.92 |
10.33 |
8.2% |
4.87 |
3.9% |
4% |
False |
False |
56,381 |
| 10 |
136.25 |
120.05 |
16.20 |
12.8% |
4.57 |
3.6% |
39% |
False |
False |
46,846 |
| 20 |
136.25 |
107.00 |
29.25 |
23.2% |
3.97 |
3.1% |
66% |
False |
False |
38,665 |
| 40 |
136.25 |
99.58 |
36.67 |
29.0% |
3.24 |
2.6% |
73% |
False |
False |
29,232 |
| 60 |
136.25 |
95.83 |
40.42 |
32.0% |
3.23 |
2.6% |
75% |
False |
False |
28,491 |
| 80 |
136.25 |
85.60 |
50.65 |
40.1% |
2.98 |
2.4% |
80% |
False |
False |
26,087 |
| 100 |
136.25 |
83.90 |
52.35 |
41.4% |
2.79 |
2.2% |
81% |
False |
False |
24,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.71 |
|
2.618 |
147.85 |
|
1.618 |
141.81 |
|
1.000 |
138.08 |
|
0.618 |
135.77 |
|
HIGH |
132.04 |
|
0.618 |
129.73 |
|
0.500 |
129.02 |
|
0.382 |
128.31 |
|
LOW |
126.00 |
|
0.618 |
122.27 |
|
1.000 |
119.96 |
|
1.618 |
116.23 |
|
2.618 |
110.19 |
|
4.250 |
100.33 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.02 |
129.29 |
| PP |
128.13 |
128.31 |
| S1 |
127.23 |
127.32 |
|