NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.89 |
124.56 |
1.67 |
1.4% |
115.35 |
| High |
123.38 |
124.56 |
1.18 |
1.0% |
123.78 |
| Low |
122.89 |
121.82 |
-1.07 |
-0.9% |
115.35 |
| Close |
122.92 |
122.58 |
-0.34 |
-0.3% |
123.75 |
| Range |
0.49 |
2.74 |
2.25 |
459.2% |
8.43 |
| ATR |
1.67 |
1.75 |
0.08 |
4.6% |
0.00 |
| Volume |
1,039 |
1,088 |
49 |
4.7% |
3,822 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.21 |
129.63 |
124.09 |
|
| R3 |
128.47 |
126.89 |
123.33 |
|
| R2 |
125.73 |
125.73 |
123.08 |
|
| R1 |
124.15 |
124.15 |
122.83 |
123.57 |
| PP |
122.99 |
122.99 |
122.99 |
122.70 |
| S1 |
121.41 |
121.41 |
122.33 |
120.83 |
| S2 |
120.25 |
120.25 |
122.08 |
|
| S3 |
117.51 |
118.67 |
121.83 |
|
| S4 |
114.77 |
115.93 |
121.07 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.25 |
143.43 |
128.39 |
|
| R3 |
137.82 |
135.00 |
126.07 |
|
| R2 |
129.39 |
129.39 |
125.30 |
|
| R1 |
126.57 |
126.57 |
124.52 |
127.98 |
| PP |
120.96 |
120.96 |
120.96 |
121.67 |
| S1 |
118.14 |
118.14 |
122.98 |
119.55 |
| S2 |
112.53 |
112.53 |
122.20 |
|
| S3 |
104.10 |
109.71 |
121.43 |
|
| S4 |
95.67 |
101.28 |
119.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.56 |
121.78 |
2.78 |
2.3% |
1.07 |
0.9% |
29% |
True |
False |
905 |
| 10 |
124.56 |
111.50 |
13.06 |
10.7% |
1.07 |
0.9% |
85% |
True |
False |
719 |
| 20 |
124.56 |
108.15 |
16.41 |
13.4% |
0.61 |
0.5% |
88% |
True |
False |
499 |
| 40 |
124.56 |
95.99 |
28.57 |
23.3% |
0.32 |
0.3% |
93% |
True |
False |
419 |
| 60 |
124.56 |
95.28 |
29.28 |
23.9% |
0.26 |
0.2% |
93% |
True |
False |
468 |
| 80 |
124.56 |
84.27 |
40.29 |
32.9% |
0.22 |
0.2% |
95% |
True |
False |
399 |
| 100 |
124.56 |
84.00 |
40.56 |
33.1% |
0.19 |
0.2% |
95% |
True |
False |
382 |
| 120 |
124.56 |
84.00 |
40.56 |
33.1% |
0.18 |
0.1% |
95% |
True |
False |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.21 |
|
2.618 |
131.73 |
|
1.618 |
128.99 |
|
1.000 |
127.30 |
|
0.618 |
126.25 |
|
HIGH |
124.56 |
|
0.618 |
123.51 |
|
0.500 |
123.19 |
|
0.382 |
122.87 |
|
LOW |
121.82 |
|
0.618 |
120.13 |
|
1.000 |
119.08 |
|
1.618 |
117.39 |
|
2.618 |
114.65 |
|
4.250 |
110.18 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.19 |
123.19 |
| PP |
122.99 |
122.99 |
| S1 |
122.78 |
122.78 |
|