NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.45 |
127.36 |
0.91 |
0.7% |
122.87 |
| High |
126.77 |
130.02 |
3.25 |
2.6% |
125.96 |
| Low |
125.65 |
127.36 |
1.71 |
1.4% |
121.97 |
| Close |
126.45 |
129.96 |
3.51 |
2.8% |
125.26 |
| Range |
1.12 |
2.66 |
1.54 |
137.5% |
3.99 |
| ATR |
1.99 |
2.10 |
0.11 |
5.7% |
0.00 |
| Volume |
1,408 |
1,740 |
332 |
23.6% |
8,781 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.09 |
136.19 |
131.42 |
|
| R3 |
134.43 |
133.53 |
130.69 |
|
| R2 |
131.77 |
131.77 |
130.45 |
|
| R1 |
130.87 |
130.87 |
130.20 |
131.32 |
| PP |
129.11 |
129.11 |
129.11 |
129.34 |
| S1 |
128.21 |
128.21 |
129.72 |
128.66 |
| S2 |
126.45 |
126.45 |
129.47 |
|
| S3 |
123.79 |
125.55 |
129.23 |
|
| S4 |
121.13 |
122.89 |
128.50 |
|
|
| 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 |
130.02 |
121.97 |
8.05 |
6.2% |
1.69 |
1.3% |
99% |
True |
False |
1,687 |
| 10 |
130.02 |
117.90 |
12.12 |
9.3% |
1.56 |
1.2% |
100% |
True |
False |
1,644 |
| 20 |
130.02 |
108.57 |
21.45 |
16.5% |
1.22 |
0.9% |
100% |
True |
False |
1,058 |
| 40 |
130.02 |
97.38 |
32.64 |
25.1% |
1.31 |
1.0% |
100% |
True |
False |
782 |
| 60 |
130.02 |
96.69 |
33.33 |
25.6% |
1.01 |
0.8% |
100% |
True |
False |
747 |
| 80 |
130.02 |
86.00 |
44.02 |
33.9% |
0.84 |
0.6% |
100% |
True |
False |
748 |
| 100 |
130.02 |
84.44 |
45.58 |
35.1% |
0.69 |
0.5% |
100% |
True |
False |
678 |
| 120 |
130.02 |
83.94 |
46.08 |
35.5% |
0.72 |
0.6% |
100% |
True |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.33 |
|
2.618 |
136.98 |
|
1.618 |
134.32 |
|
1.000 |
132.68 |
|
0.618 |
131.66 |
|
HIGH |
130.02 |
|
0.618 |
129.00 |
|
0.500 |
128.69 |
|
0.382 |
128.38 |
|
LOW |
127.36 |
|
0.618 |
125.72 |
|
1.000 |
124.70 |
|
1.618 |
123.06 |
|
2.618 |
120.40 |
|
4.250 |
116.06 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.54 |
129.14 |
| PP |
129.11 |
128.33 |
| S1 |
128.69 |
127.51 |
|