NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
136.08 |
132.55 |
-3.53 |
-2.6% |
126.45 |
| High |
136.08 |
132.55 |
-3.53 |
-2.6% |
136.08 |
| Low |
130.10 |
130.47 |
0.37 |
0.3% |
125.65 |
| Close |
130.49 |
131.17 |
0.68 |
0.5% |
131.17 |
| Range |
5.98 |
2.08 |
-3.90 |
-65.2% |
10.43 |
| ATR |
2.61 |
2.57 |
-0.04 |
-1.4% |
0.00 |
| Volume |
3,514 |
5,579 |
2,065 |
58.8% |
15,961 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.64 |
136.48 |
132.31 |
|
| R3 |
135.56 |
134.40 |
131.74 |
|
| R2 |
133.48 |
133.48 |
131.55 |
|
| R1 |
132.32 |
132.32 |
131.36 |
131.86 |
| PP |
131.40 |
131.40 |
131.40 |
131.17 |
| S1 |
130.24 |
130.24 |
130.98 |
129.78 |
| S2 |
129.32 |
129.32 |
130.79 |
|
| S3 |
127.24 |
128.16 |
130.60 |
|
| S4 |
125.16 |
126.08 |
130.03 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.26 |
157.14 |
136.91 |
|
| R3 |
151.83 |
146.71 |
134.04 |
|
| R2 |
141.40 |
141.40 |
133.08 |
|
| R1 |
136.28 |
136.28 |
132.13 |
138.84 |
| PP |
130.97 |
130.97 |
130.97 |
132.25 |
| S1 |
125.85 |
125.85 |
130.21 |
128.41 |
| S2 |
120.54 |
120.54 |
129.26 |
|
| S3 |
110.11 |
115.42 |
128.30 |
|
| S4 |
99.68 |
104.99 |
125.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.08 |
125.65 |
10.43 |
8.0% |
3.43 |
2.6% |
53% |
False |
False |
3,192 |
| 10 |
136.08 |
121.97 |
14.11 |
10.8% |
2.43 |
1.9% |
65% |
False |
False |
2,474 |
| 20 |
136.08 |
108.57 |
27.51 |
21.0% |
1.74 |
1.3% |
82% |
False |
False |
1,626 |
| 40 |
136.08 |
97.38 |
38.70 |
29.5% |
1.62 |
1.2% |
87% |
False |
False |
1,069 |
| 60 |
136.08 |
96.69 |
39.39 |
30.0% |
1.22 |
0.9% |
88% |
False |
False |
923 |
| 80 |
136.08 |
86.00 |
50.08 |
38.2% |
1.00 |
0.8% |
90% |
False |
False |
897 |
| 100 |
136.08 |
84.44 |
51.64 |
39.4% |
0.82 |
0.6% |
90% |
False |
False |
799 |
| 120 |
136.08 |
83.94 |
52.14 |
39.7% |
0.81 |
0.6% |
91% |
False |
False |
765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.39 |
|
2.618 |
138.00 |
|
1.618 |
135.92 |
|
1.000 |
134.63 |
|
0.618 |
133.84 |
|
HIGH |
132.55 |
|
0.618 |
131.76 |
|
0.500 |
131.51 |
|
0.382 |
131.26 |
|
LOW |
130.47 |
|
0.618 |
129.18 |
|
1.000 |
128.39 |
|
1.618 |
127.10 |
|
2.618 |
125.02 |
|
4.250 |
121.63 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.51 |
133.09 |
| PP |
131.40 |
132.45 |
| S1 |
131.28 |
131.81 |
|