NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
119.35 |
121.34 |
1.99 |
1.7% |
118.40 |
| High |
122.22 |
123.59 |
1.37 |
1.1% |
118.65 |
| Low |
118.85 |
120.12 |
1.27 |
1.1% |
109.59 |
| Close |
121.34 |
123.20 |
1.86 |
1.5% |
115.79 |
| Range |
3.37 |
3.47 |
0.10 |
3.0% |
9.06 |
| ATR |
3.43 |
3.44 |
0.00 |
0.1% |
0.00 |
| Volume |
86,979 |
129,110 |
42,131 |
48.4% |
423,380 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.71 |
131.43 |
125.11 |
|
| R3 |
129.24 |
127.96 |
124.15 |
|
| R2 |
125.77 |
125.77 |
123.84 |
|
| R1 |
124.49 |
124.49 |
123.52 |
125.13 |
| PP |
122.30 |
122.30 |
122.30 |
122.63 |
| S1 |
121.02 |
121.02 |
122.88 |
121.66 |
| S2 |
118.83 |
118.83 |
122.56 |
|
| S3 |
115.36 |
117.55 |
122.25 |
|
| S4 |
111.89 |
114.08 |
121.29 |
|
|
| 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 |
123.59 |
109.59 |
14.00 |
11.4% |
4.32 |
3.5% |
97% |
True |
False |
95,574 |
| 10 |
123.59 |
109.59 |
14.00 |
11.4% |
3.90 |
3.2% |
97% |
True |
False |
88,867 |
| 20 |
123.59 |
107.49 |
16.10 |
13.1% |
3.16 |
2.6% |
98% |
True |
False |
66,774 |
| 40 |
123.59 |
97.58 |
26.01 |
21.1% |
3.46 |
2.8% |
99% |
True |
False |
49,914 |
| 60 |
123.59 |
91.62 |
31.97 |
25.9% |
3.15 |
2.6% |
99% |
True |
False |
37,348 |
| 80 |
123.59 |
85.17 |
38.42 |
31.2% |
2.87 |
2.3% |
99% |
True |
False |
29,652 |
| 100 |
123.59 |
85.17 |
38.42 |
31.2% |
2.61 |
2.1% |
99% |
True |
False |
24,378 |
| 120 |
123.59 |
85.12 |
38.47 |
31.2% |
2.54 |
2.1% |
99% |
True |
False |
20,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.34 |
|
2.618 |
132.67 |
|
1.618 |
129.20 |
|
1.000 |
127.06 |
|
0.618 |
125.73 |
|
HIGH |
123.59 |
|
0.618 |
122.26 |
|
0.500 |
121.86 |
|
0.382 |
121.45 |
|
LOW |
120.12 |
|
0.618 |
117.98 |
|
1.000 |
116.65 |
|
1.618 |
114.51 |
|
2.618 |
111.04 |
|
4.250 |
105.37 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.75 |
121.90 |
| PP |
122.30 |
120.60 |
| S1 |
121.86 |
119.30 |
|