NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
118.00 |
118.05 |
0.05 |
0.0% |
113.48 |
| High |
118.00 |
119.91 |
1.91 |
1.6% |
113.48 |
| Low |
117.37 |
117.59 |
0.22 |
0.2% |
108.15 |
| Close |
117.64 |
119.85 |
2.21 |
1.9% |
112.18 |
| Range |
0.63 |
2.32 |
1.69 |
268.3% |
5.33 |
| ATR |
1.60 |
1.65 |
0.05 |
3.2% |
0.00 |
| Volume |
77 |
437 |
360 |
467.5% |
1,773 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.08 |
125.28 |
121.13 |
|
| R3 |
123.76 |
122.96 |
120.49 |
|
| R2 |
121.44 |
121.44 |
120.28 |
|
| R1 |
120.64 |
120.64 |
120.06 |
121.04 |
| PP |
119.12 |
119.12 |
119.12 |
119.32 |
| S1 |
118.32 |
118.32 |
119.64 |
118.72 |
| S2 |
116.80 |
116.80 |
119.42 |
|
| S3 |
114.48 |
116.00 |
119.21 |
|
| S4 |
112.16 |
113.68 |
118.57 |
|
|
| 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 |
119.91 |
108.15 |
11.76 |
9.8% |
0.66 |
0.5% |
99% |
True |
False |
359 |
| 10 |
119.91 |
108.15 |
11.76 |
9.8% |
0.42 |
0.4% |
99% |
True |
False |
328 |
| 20 |
119.91 |
104.84 |
15.07 |
12.6% |
0.24 |
0.2% |
100% |
True |
False |
369 |
| 40 |
119.91 |
95.99 |
23.92 |
20.0% |
0.16 |
0.1% |
100% |
True |
False |
402 |
| 60 |
119.91 |
90.70 |
29.21 |
24.4% |
0.14 |
0.1% |
100% |
True |
False |
390 |
| 80 |
119.91 |
84.00 |
35.91 |
30.0% |
0.13 |
0.1% |
100% |
True |
False |
346 |
| 100 |
119.91 |
84.00 |
35.91 |
30.0% |
0.12 |
0.1% |
100% |
True |
False |
349 |
| 120 |
119.91 |
83.78 |
36.13 |
30.1% |
0.11 |
0.1% |
100% |
True |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.77 |
|
2.618 |
125.98 |
|
1.618 |
123.66 |
|
1.000 |
122.23 |
|
0.618 |
121.34 |
|
HIGH |
119.91 |
|
0.618 |
119.02 |
|
0.500 |
118.75 |
|
0.382 |
118.48 |
|
LOW |
117.59 |
|
0.618 |
116.16 |
|
1.000 |
115.27 |
|
1.618 |
113.84 |
|
2.618 |
111.52 |
|
4.250 |
107.73 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.48 |
119.11 |
| PP |
119.12 |
118.37 |
| S1 |
118.75 |
117.63 |
|