NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.21 |
136.08 |
5.87 |
4.5% |
122.87 |
| High |
135.50 |
136.08 |
0.58 |
0.4% |
125.96 |
| Low |
130.21 |
130.10 |
-0.11 |
-0.1% |
121.97 |
| Close |
134.35 |
130.49 |
-3.86 |
-2.9% |
125.26 |
| Range |
5.29 |
5.98 |
0.69 |
13.0% |
3.99 |
| ATR |
2.35 |
2.61 |
0.26 |
11.0% |
0.00 |
| Volume |
3,720 |
3,514 |
-206 |
-5.5% |
8,781 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.16 |
146.31 |
133.78 |
|
| R3 |
144.18 |
140.33 |
132.13 |
|
| R2 |
138.20 |
138.20 |
131.59 |
|
| R1 |
134.35 |
134.35 |
131.04 |
133.29 |
| PP |
132.22 |
132.22 |
132.22 |
131.69 |
| S1 |
128.37 |
128.37 |
129.94 |
127.31 |
| S2 |
126.24 |
126.24 |
129.39 |
|
| S3 |
120.26 |
122.39 |
128.85 |
|
| S4 |
114.28 |
116.41 |
127.20 |
|
|
| 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 |
136.08 |
125.00 |
11.08 |
8.5% |
3.20 |
2.5% |
50% |
True |
False |
2,295 |
| 10 |
136.08 |
121.97 |
14.11 |
10.8% |
2.31 |
1.8% |
60% |
True |
False |
2,015 |
| 20 |
136.08 |
108.57 |
27.51 |
21.1% |
1.70 |
1.3% |
80% |
True |
False |
1,371 |
| 40 |
136.08 |
97.38 |
38.70 |
29.7% |
1.57 |
1.2% |
86% |
True |
False |
936 |
| 60 |
136.08 |
96.69 |
39.39 |
30.2% |
1.19 |
0.9% |
86% |
True |
False |
834 |
| 80 |
136.08 |
86.00 |
50.08 |
38.4% |
0.97 |
0.7% |
89% |
True |
False |
828 |
| 100 |
136.08 |
84.44 |
51.64 |
39.6% |
0.80 |
0.6% |
89% |
True |
False |
748 |
| 120 |
136.08 |
83.94 |
52.14 |
40.0% |
0.80 |
0.6% |
89% |
True |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.50 |
|
2.618 |
151.74 |
|
1.618 |
145.76 |
|
1.000 |
142.06 |
|
0.618 |
139.78 |
|
HIGH |
136.08 |
|
0.618 |
133.80 |
|
0.500 |
133.09 |
|
0.382 |
132.38 |
|
LOW |
130.10 |
|
0.618 |
126.40 |
|
1.000 |
124.12 |
|
1.618 |
120.42 |
|
2.618 |
114.44 |
|
4.250 |
104.69 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.09 |
131.72 |
| PP |
132.22 |
131.31 |
| S1 |
131.36 |
130.90 |
|