NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.46 |
125.29 |
1.83 |
1.5% |
115.64 |
| High |
124.50 |
126.25 |
1.75 |
1.4% |
126.25 |
| Low |
121.51 |
124.04 |
2.53 |
2.1% |
115.00 |
| Close |
123.61 |
126.00 |
2.39 |
1.9% |
126.00 |
| Range |
2.99 |
2.21 |
-0.78 |
-26.1% |
11.25 |
| ATR |
3.40 |
3.35 |
-0.05 |
-1.6% |
0.00 |
| Volume |
140,995 |
196,791 |
55,796 |
39.6% |
645,905 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.06 |
131.24 |
127.22 |
|
| R3 |
129.85 |
129.03 |
126.61 |
|
| R2 |
127.64 |
127.64 |
126.41 |
|
| R1 |
126.82 |
126.82 |
126.20 |
127.23 |
| PP |
125.43 |
125.43 |
125.43 |
125.64 |
| S1 |
124.61 |
124.61 |
125.80 |
125.02 |
| S2 |
123.22 |
123.22 |
125.59 |
|
| S3 |
121.01 |
122.40 |
125.39 |
|
| S4 |
118.80 |
120.19 |
124.78 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.17 |
152.33 |
132.19 |
|
| R3 |
144.92 |
141.08 |
129.09 |
|
| R2 |
133.67 |
133.67 |
128.06 |
|
| R1 |
129.83 |
129.83 |
127.03 |
131.75 |
| PP |
122.42 |
122.42 |
122.42 |
123.38 |
| S1 |
118.58 |
118.58 |
124.97 |
120.50 |
| S2 |
111.17 |
111.17 |
123.94 |
|
| S3 |
99.92 |
107.33 |
122.91 |
|
| S4 |
88.67 |
96.08 |
119.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.25 |
115.00 |
11.25 |
8.9% |
3.37 |
2.7% |
98% |
True |
False |
129,181 |
| 10 |
126.25 |
109.59 |
16.66 |
13.2% |
3.53 |
2.8% |
98% |
True |
False |
106,928 |
| 20 |
126.25 |
108.45 |
17.80 |
14.1% |
3.18 |
2.5% |
99% |
True |
False |
78,433 |
| 40 |
126.25 |
97.58 |
28.67 |
22.8% |
3.48 |
2.8% |
99% |
True |
False |
57,052 |
| 60 |
126.25 |
92.91 |
33.34 |
26.5% |
3.20 |
2.5% |
99% |
True |
False |
42,704 |
| 80 |
126.25 |
85.17 |
41.08 |
32.6% |
2.90 |
2.3% |
99% |
True |
False |
33,694 |
| 100 |
126.25 |
85.17 |
41.08 |
32.6% |
2.62 |
2.1% |
99% |
True |
False |
27,700 |
| 120 |
126.25 |
85.12 |
41.13 |
32.6% |
2.56 |
2.0% |
99% |
True |
False |
23,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.64 |
|
2.618 |
132.04 |
|
1.618 |
129.83 |
|
1.000 |
128.46 |
|
0.618 |
127.62 |
|
HIGH |
126.25 |
|
0.618 |
125.41 |
|
0.500 |
125.15 |
|
0.382 |
124.88 |
|
LOW |
124.04 |
|
0.618 |
122.67 |
|
1.000 |
121.83 |
|
1.618 |
120.46 |
|
2.618 |
118.25 |
|
4.250 |
114.65 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.72 |
125.06 |
| PP |
125.43 |
124.12 |
| S1 |
125.15 |
123.19 |
|