NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111.50 |
115.35 |
3.85 |
3.5% |
113.48 |
| High |
111.50 |
115.69 |
4.19 |
3.8% |
113.48 |
| Low |
111.50 |
115.35 |
3.85 |
3.5% |
108.15 |
| Close |
112.18 |
115.73 |
3.55 |
3.2% |
112.18 |
| Range |
0.00 |
0.34 |
0.34 |
|
5.33 |
| ATR |
1.40 |
1.55 |
0.15 |
10.8% |
0.00 |
| Volume |
109 |
578 |
469 |
430.3% |
1,773 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.61 |
116.51 |
115.92 |
|
| R3 |
116.27 |
116.17 |
115.82 |
|
| R2 |
115.93 |
115.93 |
115.79 |
|
| R1 |
115.83 |
115.83 |
115.76 |
115.88 |
| PP |
115.59 |
115.59 |
115.59 |
115.62 |
| S1 |
115.49 |
115.49 |
115.70 |
115.54 |
| S2 |
115.25 |
115.25 |
115.67 |
|
| S3 |
114.91 |
115.15 |
115.64 |
|
| S4 |
114.57 |
114.81 |
115.54 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.26 |
125.05 |
115.11 |
|
| R3 |
121.93 |
119.72 |
113.65 |
|
| R2 |
116.60 |
116.60 |
113.16 |
|
| R1 |
114.39 |
114.39 |
112.67 |
112.83 |
| PP |
111.27 |
111.27 |
111.27 |
110.49 |
| S1 |
109.06 |
109.06 |
111.69 |
107.50 |
| S2 |
105.94 |
105.94 |
111.20 |
|
| S3 |
100.61 |
103.73 |
110.71 |
|
| S4 |
95.28 |
98.40 |
109.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.69 |
108.15 |
7.54 |
6.5% |
0.19 |
0.2% |
101% |
True |
False |
409 |
| 10 |
115.69 |
108.15 |
7.54 |
6.5% |
0.18 |
0.2% |
101% |
True |
False |
322 |
| 20 |
115.69 |
103.52 |
12.17 |
10.5% |
0.11 |
0.1% |
100% |
True |
False |
365 |
| 40 |
115.69 |
95.99 |
19.70 |
17.0% |
0.09 |
0.1% |
100% |
True |
False |
391 |
| 60 |
115.69 |
88.85 |
26.84 |
23.2% |
0.12 |
0.1% |
100% |
True |
False |
382 |
| 80 |
115.69 |
84.00 |
31.69 |
27.4% |
0.09 |
0.1% |
100% |
True |
False |
362 |
| 100 |
115.69 |
84.00 |
31.69 |
27.4% |
0.09 |
0.1% |
100% |
True |
False |
348 |
| 120 |
115.69 |
82.95 |
32.74 |
28.3% |
0.09 |
0.1% |
100% |
True |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.14 |
|
2.618 |
116.58 |
|
1.618 |
116.24 |
|
1.000 |
116.03 |
|
0.618 |
115.90 |
|
HIGH |
115.69 |
|
0.618 |
115.56 |
|
0.500 |
115.52 |
|
0.382 |
115.48 |
|
LOW |
115.35 |
|
0.618 |
115.14 |
|
1.000 |
115.01 |
|
1.618 |
114.80 |
|
2.618 |
114.46 |
|
4.250 |
113.91 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.66 |
114.46 |
| PP |
115.59 |
113.19 |
| S1 |
115.52 |
111.92 |
|