NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
132.55 |
129.50 |
-3.05 |
-2.3% |
126.45 |
| High |
132.55 |
129.56 |
-2.99 |
-2.3% |
136.08 |
| Low |
130.47 |
128.51 |
-1.96 |
-1.5% |
125.65 |
| Close |
131.17 |
128.57 |
-2.60 |
-2.0% |
131.17 |
| Range |
2.08 |
1.05 |
-1.03 |
-49.5% |
10.43 |
| ATR |
2.57 |
2.58 |
0.01 |
0.3% |
0.00 |
| Volume |
5,579 |
3,157 |
-2,422 |
-43.4% |
15,961 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.03 |
131.35 |
129.15 |
|
| R3 |
130.98 |
130.30 |
128.86 |
|
| R2 |
129.93 |
129.93 |
128.76 |
|
| R1 |
129.25 |
129.25 |
128.67 |
129.07 |
| PP |
128.88 |
128.88 |
128.88 |
128.79 |
| S1 |
128.20 |
128.20 |
128.47 |
128.02 |
| S2 |
127.83 |
127.83 |
128.38 |
|
| S3 |
126.78 |
127.15 |
128.28 |
|
| S4 |
125.73 |
126.10 |
127.99 |
|
|
| 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 |
127.36 |
8.72 |
6.8% |
3.41 |
2.7% |
14% |
False |
False |
3,542 |
| 10 |
136.08 |
121.97 |
14.11 |
11.0% |
2.43 |
1.9% |
47% |
False |
False |
2,582 |
| 20 |
136.08 |
108.57 |
27.51 |
21.4% |
1.77 |
1.4% |
73% |
False |
False |
1,742 |
| 40 |
136.08 |
97.38 |
38.70 |
30.1% |
1.57 |
1.2% |
81% |
False |
False |
1,141 |
| 60 |
136.08 |
96.69 |
39.39 |
30.6% |
1.24 |
1.0% |
81% |
False |
False |
968 |
| 80 |
136.08 |
86.00 |
50.08 |
39.0% |
1.01 |
0.8% |
85% |
False |
False |
930 |
| 100 |
136.08 |
84.44 |
51.64 |
40.2% |
0.82 |
0.6% |
85% |
False |
False |
830 |
| 120 |
136.08 |
84.44 |
51.64 |
40.2% |
0.80 |
0.6% |
85% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.02 |
|
2.618 |
132.31 |
|
1.618 |
131.26 |
|
1.000 |
130.61 |
|
0.618 |
130.21 |
|
HIGH |
129.56 |
|
0.618 |
129.16 |
|
0.500 |
129.04 |
|
0.382 |
128.91 |
|
LOW |
128.51 |
|
0.618 |
127.86 |
|
1.000 |
127.46 |
|
1.618 |
126.81 |
|
2.618 |
125.76 |
|
4.250 |
124.05 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.04 |
132.30 |
| PP |
128.88 |
131.05 |
| S1 |
128.73 |
129.81 |
|