NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
123.04 |
124.83 |
1.79 |
1.5% |
115.01 |
| High |
123.90 |
124.83 |
0.93 |
0.8% |
123.92 |
| Low |
123.04 |
121.97 |
-1.07 |
-0.9% |
115.01 |
| Close |
123.18 |
122.82 |
-0.36 |
-0.3% |
124.12 |
| Range |
0.86 |
2.86 |
2.00 |
232.6% |
8.91 |
| ATR |
1.87 |
1.94 |
0.07 |
3.8% |
0.00 |
| Volume |
2,524 |
1,669 |
-855 |
-33.9% |
5,661 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.79 |
130.16 |
124.39 |
|
| R3 |
128.93 |
127.30 |
123.61 |
|
| R2 |
126.07 |
126.07 |
123.34 |
|
| R1 |
124.44 |
124.44 |
123.08 |
123.83 |
| PP |
123.21 |
123.21 |
123.21 |
122.90 |
| S1 |
121.58 |
121.58 |
122.56 |
120.97 |
| S2 |
120.35 |
120.35 |
122.30 |
|
| S3 |
117.49 |
118.72 |
122.03 |
|
| S4 |
114.63 |
115.86 |
121.25 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.75 |
144.84 |
129.02 |
|
| R3 |
138.84 |
135.93 |
126.57 |
|
| R2 |
129.93 |
129.93 |
125.75 |
|
| R1 |
127.02 |
127.02 |
124.94 |
128.48 |
| PP |
121.02 |
121.02 |
121.02 |
121.74 |
| S1 |
118.11 |
118.11 |
123.30 |
119.57 |
| S2 |
112.11 |
112.11 |
122.49 |
|
| S3 |
103.20 |
109.20 |
121.67 |
|
| S4 |
94.29 |
100.29 |
119.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.83 |
121.97 |
2.86 |
2.3% |
1.43 |
1.2% |
30% |
True |
True |
1,735 |
| 10 |
124.83 |
112.00 |
12.83 |
10.4% |
1.45 |
1.2% |
84% |
True |
False |
1,345 |
| 20 |
124.83 |
108.57 |
16.26 |
13.2% |
1.10 |
0.9% |
88% |
True |
False |
911 |
| 40 |
124.83 |
96.69 |
28.14 |
22.9% |
1.24 |
1.0% |
93% |
True |
False |
699 |
| 60 |
124.83 |
95.30 |
29.53 |
24.0% |
0.94 |
0.8% |
93% |
True |
False |
705 |
| 80 |
124.83 |
84.44 |
40.39 |
32.9% |
0.79 |
0.6% |
95% |
True |
False |
720 |
| 100 |
124.83 |
84.44 |
40.39 |
32.9% |
0.64 |
0.5% |
95% |
True |
False |
640 |
| 120 |
124.83 |
83.94 |
40.89 |
33.3% |
0.71 |
0.6% |
95% |
True |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.99 |
|
2.618 |
132.32 |
|
1.618 |
129.46 |
|
1.000 |
127.69 |
|
0.618 |
126.60 |
|
HIGH |
124.83 |
|
0.618 |
123.74 |
|
0.500 |
123.40 |
|
0.382 |
123.06 |
|
LOW |
121.97 |
|
0.618 |
120.20 |
|
1.000 |
119.11 |
|
1.618 |
117.34 |
|
2.618 |
114.48 |
|
4.250 |
109.82 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.40 |
123.40 |
| PP |
123.21 |
123.21 |
| S1 |
123.01 |
123.01 |
|