NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
127.36 |
130.21 |
2.85 |
2.2% |
122.87 |
| High |
130.02 |
135.50 |
5.48 |
4.2% |
125.96 |
| Low |
127.36 |
130.21 |
2.85 |
2.2% |
121.97 |
| Close |
129.96 |
134.35 |
4.39 |
3.4% |
125.26 |
| Range |
2.66 |
5.29 |
2.63 |
98.9% |
3.99 |
| ATR |
2.10 |
2.35 |
0.25 |
11.7% |
0.00 |
| Volume |
1,740 |
3,720 |
1,980 |
113.8% |
8,781 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.22 |
147.08 |
137.26 |
|
| R3 |
143.93 |
141.79 |
135.80 |
|
| R2 |
138.64 |
138.64 |
135.32 |
|
| R1 |
136.50 |
136.50 |
134.83 |
137.57 |
| PP |
133.35 |
133.35 |
133.35 |
133.89 |
| S1 |
131.21 |
131.21 |
133.87 |
132.28 |
| S2 |
128.06 |
128.06 |
133.38 |
|
| S3 |
122.77 |
125.92 |
132.90 |
|
| S4 |
117.48 |
120.63 |
131.44 |
|
|
| 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 |
135.50 |
121.97 |
13.53 |
10.1% |
2.58 |
1.9% |
92% |
True |
False |
1,926 |
| 10 |
135.50 |
119.92 |
15.58 |
11.6% |
1.92 |
1.4% |
93% |
True |
False |
1,866 |
| 20 |
135.50 |
108.57 |
26.93 |
20.0% |
1.46 |
1.1% |
96% |
True |
False |
1,218 |
| 40 |
135.50 |
97.38 |
38.12 |
28.4% |
1.43 |
1.1% |
97% |
True |
False |
867 |
| 60 |
135.50 |
96.69 |
38.81 |
28.9% |
1.10 |
0.8% |
97% |
True |
False |
779 |
| 80 |
135.50 |
86.00 |
49.50 |
36.8% |
0.90 |
0.7% |
98% |
True |
False |
793 |
| 100 |
135.50 |
84.44 |
51.06 |
38.0% |
0.74 |
0.6% |
98% |
True |
False |
714 |
| 120 |
135.50 |
83.94 |
51.56 |
38.4% |
0.77 |
0.6% |
98% |
True |
False |
694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.98 |
|
2.618 |
149.35 |
|
1.618 |
144.06 |
|
1.000 |
140.79 |
|
0.618 |
138.77 |
|
HIGH |
135.50 |
|
0.618 |
133.48 |
|
0.500 |
132.86 |
|
0.382 |
132.23 |
|
LOW |
130.21 |
|
0.618 |
126.94 |
|
1.000 |
124.92 |
|
1.618 |
121.65 |
|
2.618 |
116.36 |
|
4.250 |
107.73 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.85 |
133.09 |
| PP |
133.35 |
131.83 |
| S1 |
132.86 |
130.58 |
|