NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
111.49 |
115.64 |
4.15 |
3.7% |
118.40 |
| High |
116.18 |
119.81 |
3.63 |
3.1% |
118.65 |
| Low |
111.10 |
115.00 |
3.90 |
3.5% |
109.59 |
| Close |
115.79 |
119.47 |
3.68 |
3.2% |
115.79 |
| Range |
5.08 |
4.81 |
-0.27 |
-5.3% |
9.06 |
| ATR |
3.33 |
3.44 |
0.11 |
3.2% |
0.00 |
| Volume |
82,965 |
92,030 |
9,065 |
10.9% |
423,380 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.52 |
130.81 |
122.12 |
|
| R3 |
127.71 |
126.00 |
120.79 |
|
| R2 |
122.90 |
122.90 |
120.35 |
|
| R1 |
121.19 |
121.19 |
119.91 |
122.05 |
| PP |
118.09 |
118.09 |
118.09 |
118.52 |
| S1 |
116.38 |
116.38 |
119.03 |
117.24 |
| S2 |
113.28 |
113.28 |
118.59 |
|
| S3 |
108.47 |
111.57 |
118.15 |
|
| S4 |
103.66 |
106.76 |
116.82 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.86 |
137.88 |
120.77 |
|
| R3 |
132.80 |
128.82 |
118.28 |
|
| R2 |
123.74 |
123.74 |
117.45 |
|
| R1 |
119.76 |
119.76 |
116.62 |
117.22 |
| PP |
114.68 |
114.68 |
114.68 |
113.41 |
| S1 |
110.70 |
110.70 |
114.96 |
108.16 |
| S2 |
105.62 |
105.62 |
114.13 |
|
| S3 |
96.56 |
101.64 |
113.30 |
|
| S4 |
87.50 |
92.58 |
110.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.81 |
109.59 |
10.22 |
8.6% |
4.35 |
3.6% |
97% |
True |
False |
83,655 |
| 10 |
119.81 |
109.59 |
10.22 |
8.6% |
3.72 |
3.1% |
97% |
True |
False |
77,075 |
| 20 |
119.81 |
106.48 |
13.33 |
11.2% |
3.10 |
2.6% |
97% |
True |
False |
60,458 |
| 40 |
119.81 |
97.58 |
22.23 |
18.6% |
3.44 |
2.9% |
98% |
True |
False |
45,657 |
| 60 |
119.81 |
87.99 |
31.82 |
26.6% |
3.15 |
2.6% |
99% |
True |
False |
33,991 |
| 80 |
119.81 |
85.17 |
34.64 |
29.0% |
2.81 |
2.4% |
99% |
True |
False |
27,057 |
| 100 |
119.81 |
85.17 |
34.64 |
29.0% |
2.59 |
2.2% |
99% |
True |
False |
22,256 |
| 120 |
119.81 |
85.12 |
34.69 |
29.0% |
2.49 |
2.1% |
99% |
True |
False |
18,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.25 |
|
2.618 |
132.40 |
|
1.618 |
127.59 |
|
1.000 |
124.62 |
|
0.618 |
122.78 |
|
HIGH |
119.81 |
|
0.618 |
117.97 |
|
0.500 |
117.41 |
|
0.382 |
116.84 |
|
LOW |
115.00 |
|
0.618 |
112.03 |
|
1.000 |
110.19 |
|
1.618 |
107.22 |
|
2.618 |
102.41 |
|
4.250 |
94.56 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.78 |
117.88 |
| PP |
118.09 |
116.29 |
| S1 |
117.41 |
114.70 |
|