NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
117.90 |
120.30 |
2.40 |
2.0% |
113.69 |
| High |
119.60 |
121.91 |
2.31 |
1.9% |
113.74 |
| Low |
117.90 |
119.92 |
2.02 |
1.7% |
108.57 |
| Close |
120.30 |
121.15 |
0.85 |
0.7% |
112.63 |
| Range |
1.70 |
1.99 |
0.29 |
17.1% |
5.17 |
| ATR |
1.92 |
1.92 |
0.01 |
0.3% |
0.00 |
| Volume |
1,498 |
2,027 |
529 |
35.3% |
2,133 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.96 |
126.05 |
122.24 |
|
| R3 |
124.97 |
124.06 |
121.70 |
|
| R2 |
122.98 |
122.98 |
121.51 |
|
| R1 |
122.07 |
122.07 |
121.33 |
122.53 |
| PP |
120.99 |
120.99 |
120.99 |
121.22 |
| S1 |
120.08 |
120.08 |
120.97 |
120.54 |
| S2 |
119.00 |
119.00 |
120.79 |
|
| S3 |
117.01 |
118.09 |
120.60 |
|
| S4 |
115.02 |
116.10 |
120.06 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.16 |
125.06 |
115.47 |
|
| R3 |
121.99 |
119.89 |
114.05 |
|
| R2 |
116.82 |
116.82 |
113.58 |
|
| R1 |
114.72 |
114.72 |
113.10 |
113.19 |
| PP |
111.65 |
111.65 |
111.65 |
110.88 |
| S1 |
109.55 |
109.55 |
112.16 |
108.02 |
| S2 |
106.48 |
106.48 |
111.68 |
|
| S3 |
101.31 |
104.38 |
111.21 |
|
| S4 |
96.14 |
99.21 |
109.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.91 |
112.00 |
9.91 |
8.2% |
1.47 |
1.2% |
92% |
True |
False |
955 |
| 10 |
121.91 |
108.57 |
13.34 |
11.0% |
1.08 |
0.9% |
94% |
True |
False |
726 |
| 20 |
121.91 |
105.06 |
16.85 |
13.9% |
0.93 |
0.8% |
95% |
True |
False |
620 |
| 40 |
121.91 |
96.69 |
25.22 |
20.8% |
1.15 |
0.9% |
97% |
True |
False |
596 |
| 60 |
121.91 |
91.25 |
30.66 |
25.3% |
0.87 |
0.7% |
98% |
True |
False |
649 |
| 80 |
121.91 |
84.44 |
37.47 |
30.9% |
0.70 |
0.6% |
98% |
True |
False |
633 |
| 100 |
121.91 |
84.44 |
37.47 |
30.9% |
0.59 |
0.5% |
98% |
True |
False |
579 |
| 120 |
121.91 |
83.94 |
37.97 |
31.3% |
0.70 |
0.6% |
98% |
True |
False |
632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.37 |
|
2.618 |
127.12 |
|
1.618 |
125.13 |
|
1.000 |
123.90 |
|
0.618 |
123.14 |
|
HIGH |
121.91 |
|
0.618 |
121.15 |
|
0.500 |
120.92 |
|
0.382 |
120.68 |
|
LOW |
119.92 |
|
0.618 |
118.69 |
|
1.000 |
117.93 |
|
1.618 |
116.70 |
|
2.618 |
114.71 |
|
4.250 |
111.46 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.07 |
120.46 |
| PP |
120.99 |
119.77 |
| S1 |
120.92 |
119.08 |
|