NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
127.48 |
127.93 |
0.45 |
0.4% |
126.40 |
| High |
128.15 |
129.65 |
1.50 |
1.2% |
135.70 |
| Low |
127.33 |
127.70 |
0.37 |
0.3% |
126.30 |
| Close |
129.54 |
126.04 |
-3.50 |
-2.7% |
131.00 |
| Range |
0.82 |
1.95 |
1.13 |
137.8% |
9.40 |
| ATR |
2.05 |
2.04 |
-0.01 |
-0.3% |
0.00 |
| Volume |
736 |
1,330 |
594 |
80.7% |
3,811 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.65 |
131.79 |
127.11 |
|
| R3 |
131.70 |
129.84 |
126.58 |
|
| R2 |
129.75 |
129.75 |
126.40 |
|
| R1 |
127.89 |
127.89 |
126.22 |
127.85 |
| PP |
127.80 |
127.80 |
127.80 |
127.77 |
| S1 |
125.94 |
125.94 |
125.86 |
125.90 |
| S2 |
125.85 |
125.85 |
125.68 |
|
| S3 |
123.90 |
123.99 |
125.50 |
|
| S4 |
121.95 |
122.04 |
124.97 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.20 |
154.50 |
136.17 |
|
| R3 |
149.80 |
145.10 |
133.59 |
|
| R2 |
140.40 |
140.40 |
132.72 |
|
| R1 |
135.70 |
135.70 |
131.86 |
138.05 |
| PP |
131.00 |
131.00 |
131.00 |
132.18 |
| S1 |
126.30 |
126.30 |
130.14 |
128.65 |
| S2 |
121.60 |
121.60 |
129.28 |
|
| S3 |
112.20 |
116.90 |
128.42 |
|
| S4 |
102.80 |
107.50 |
125.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.70 |
127.33 |
8.37 |
6.6% |
1.49 |
1.2% |
-15% |
False |
False |
1,058 |
| 10 |
135.70 |
121.82 |
13.88 |
11.0% |
1.78 |
1.4% |
30% |
False |
False |
857 |
| 20 |
135.70 |
108.15 |
27.55 |
21.9% |
1.29 |
1.0% |
65% |
False |
False |
763 |
| 40 |
135.70 |
98.97 |
36.73 |
29.1% |
0.69 |
0.5% |
74% |
False |
False |
558 |
| 60 |
135.70 |
95.99 |
39.71 |
31.5% |
0.48 |
0.4% |
76% |
False |
False |
519 |
| 80 |
135.70 |
86.06 |
49.64 |
39.4% |
0.41 |
0.3% |
81% |
False |
False |
463 |
| 100 |
135.70 |
84.00 |
51.70 |
41.0% |
0.33 |
0.3% |
81% |
False |
False |
433 |
| 120 |
135.70 |
84.00 |
51.70 |
41.0% |
0.30 |
0.2% |
81% |
False |
False |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.94 |
|
2.618 |
134.76 |
|
1.618 |
132.81 |
|
1.000 |
131.60 |
|
0.618 |
130.86 |
|
HIGH |
129.65 |
|
0.618 |
128.91 |
|
0.500 |
128.68 |
|
0.382 |
128.44 |
|
LOW |
127.70 |
|
0.618 |
126.49 |
|
1.000 |
125.75 |
|
1.618 |
124.54 |
|
2.618 |
122.59 |
|
4.250 |
119.41 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.68 |
128.49 |
| PP |
127.80 |
127.67 |
| S1 |
126.92 |
126.86 |
|