NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.83 |
125.45 |
0.62 |
0.5% |
122.87 |
| High |
124.83 |
125.96 |
1.13 |
0.9% |
125.96 |
| Low |
121.97 |
125.00 |
3.03 |
2.5% |
121.97 |
| Close |
122.82 |
125.26 |
2.44 |
2.0% |
125.26 |
| Range |
2.86 |
0.96 |
-1.90 |
-66.4% |
3.99 |
| ATR |
1.94 |
2.03 |
0.09 |
4.4% |
0.00 |
| Volume |
1,669 |
1,096 |
-573 |
-34.3% |
8,781 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.29 |
127.73 |
125.79 |
|
| R3 |
127.33 |
126.77 |
125.52 |
|
| R2 |
126.37 |
126.37 |
125.44 |
|
| R1 |
125.81 |
125.81 |
125.35 |
125.61 |
| PP |
125.41 |
125.41 |
125.41 |
125.31 |
| S1 |
124.85 |
124.85 |
125.17 |
124.65 |
| S2 |
124.45 |
124.45 |
125.08 |
|
| S3 |
123.49 |
123.89 |
125.00 |
|
| S4 |
122.53 |
122.93 |
124.73 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.37 |
134.80 |
127.45 |
|
| R3 |
132.38 |
130.81 |
126.36 |
|
| R2 |
128.39 |
128.39 |
125.99 |
|
| R1 |
126.82 |
126.82 |
125.63 |
127.61 |
| PP |
124.40 |
124.40 |
124.40 |
124.79 |
| S1 |
122.83 |
122.83 |
124.89 |
123.62 |
| S2 |
120.41 |
120.41 |
124.53 |
|
| S3 |
116.42 |
118.84 |
124.16 |
|
| S4 |
112.43 |
114.85 |
123.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.96 |
121.97 |
3.99 |
3.2% |
1.43 |
1.1% |
82% |
True |
False |
1,756 |
| 10 |
125.96 |
115.01 |
10.95 |
8.7% |
1.54 |
1.2% |
94% |
True |
False |
1,444 |
| 20 |
125.96 |
108.57 |
17.39 |
13.9% |
1.10 |
0.9% |
96% |
True |
False |
920 |
| 40 |
125.96 |
96.69 |
29.27 |
23.4% |
1.26 |
1.0% |
98% |
True |
False |
720 |
| 60 |
125.96 |
95.30 |
30.66 |
24.5% |
0.96 |
0.8% |
98% |
True |
False |
711 |
| 80 |
125.96 |
86.00 |
39.96 |
31.9% |
0.79 |
0.6% |
98% |
True |
False |
715 |
| 100 |
125.96 |
84.44 |
41.52 |
33.1% |
0.65 |
0.5% |
98% |
True |
False |
650 |
| 120 |
125.96 |
83.94 |
42.02 |
33.5% |
0.72 |
0.6% |
98% |
True |
False |
666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.04 |
|
2.618 |
128.47 |
|
1.618 |
127.51 |
|
1.000 |
126.92 |
|
0.618 |
126.55 |
|
HIGH |
125.96 |
|
0.618 |
125.59 |
|
0.500 |
125.48 |
|
0.382 |
125.37 |
|
LOW |
125.00 |
|
0.618 |
124.41 |
|
1.000 |
124.04 |
|
1.618 |
123.45 |
|
2.618 |
122.49 |
|
4.250 |
120.92 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.48 |
124.83 |
| PP |
125.41 |
124.40 |
| S1 |
125.33 |
123.97 |
|