NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.50 |
127.40 |
-2.10 |
-1.6% |
126.45 |
| High |
129.56 |
128.47 |
-1.09 |
-0.8% |
136.08 |
| Low |
128.51 |
127.40 |
-1.11 |
-0.9% |
125.65 |
| Close |
128.57 |
129.75 |
1.18 |
0.9% |
131.17 |
| Range |
1.05 |
1.07 |
0.02 |
1.9% |
10.43 |
| ATR |
2.58 |
2.48 |
-0.10 |
-3.9% |
0.00 |
| Volume |
3,157 |
1,694 |
-1,463 |
-46.3% |
15,961 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.75 |
131.82 |
130.34 |
|
| R3 |
130.68 |
130.75 |
130.04 |
|
| R2 |
129.61 |
129.61 |
129.95 |
|
| R1 |
129.68 |
129.68 |
129.85 |
129.65 |
| PP |
128.54 |
128.54 |
128.54 |
128.52 |
| S1 |
128.61 |
128.61 |
129.65 |
128.58 |
| S2 |
127.47 |
127.47 |
129.55 |
|
| S3 |
126.40 |
127.54 |
129.46 |
|
| S4 |
125.33 |
126.47 |
129.16 |
|
|
| 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 |
127.40 |
8.68 |
6.7% |
3.09 |
2.4% |
27% |
False |
True |
3,532 |
| 10 |
136.08 |
121.97 |
14.11 |
10.9% |
2.39 |
1.8% |
55% |
False |
False |
2,610 |
| 20 |
136.08 |
108.57 |
27.51 |
21.2% |
1.81 |
1.4% |
77% |
False |
False |
1,810 |
| 40 |
136.08 |
97.38 |
38.70 |
29.8% |
1.60 |
1.2% |
84% |
False |
False |
1,179 |
| 60 |
136.08 |
96.69 |
39.39 |
30.4% |
1.24 |
1.0% |
84% |
False |
False |
995 |
| 80 |
136.08 |
86.00 |
50.08 |
38.6% |
1.02 |
0.8% |
87% |
False |
False |
950 |
| 100 |
136.08 |
84.44 |
51.64 |
39.8% |
0.83 |
0.6% |
88% |
False |
False |
847 |
| 120 |
136.08 |
84.44 |
51.64 |
39.8% |
0.79 |
0.6% |
88% |
False |
False |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.02 |
|
2.618 |
131.27 |
|
1.618 |
130.20 |
|
1.000 |
129.54 |
|
0.618 |
129.13 |
|
HIGH |
128.47 |
|
0.618 |
128.06 |
|
0.500 |
127.94 |
|
0.382 |
127.81 |
|
LOW |
127.40 |
|
0.618 |
126.74 |
|
1.000 |
126.33 |
|
1.618 |
125.67 |
|
2.618 |
124.60 |
|
4.250 |
122.85 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.15 |
129.98 |
| PP |
128.54 |
129.90 |
| S1 |
127.94 |
129.83 |
|