NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.77 |
123.60 |
-2.17 |
-1.7% |
115.64 |
| High |
126.33 |
126.71 |
0.38 |
0.3% |
126.25 |
| Low |
123.56 |
122.96 |
-0.60 |
-0.5% |
115.00 |
| Close |
124.10 |
125.59 |
1.49 |
1.2% |
126.00 |
| Range |
2.77 |
3.75 |
0.98 |
35.4% |
11.25 |
| ATR |
3.31 |
3.34 |
0.03 |
1.0% |
0.00 |
| Volume |
163,731 |
177,516 |
13,785 |
8.4% |
645,905 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.34 |
134.71 |
127.65 |
|
| R3 |
132.59 |
130.96 |
126.62 |
|
| R2 |
128.84 |
128.84 |
126.28 |
|
| R1 |
127.21 |
127.21 |
125.93 |
128.03 |
| PP |
125.09 |
125.09 |
125.09 |
125.49 |
| S1 |
123.46 |
123.46 |
125.25 |
124.28 |
| S2 |
121.34 |
121.34 |
124.90 |
|
| S3 |
117.59 |
119.71 |
124.56 |
|
| S4 |
113.84 |
115.96 |
123.53 |
|
|
| 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 |
126.71 |
120.12 |
6.59 |
5.2% |
3.04 |
2.4% |
83% |
True |
False |
161,628 |
| 10 |
126.71 |
109.59 |
17.12 |
13.6% |
3.67 |
2.9% |
93% |
True |
False |
124,307 |
| 20 |
126.71 |
109.59 |
17.12 |
13.6% |
3.29 |
2.6% |
93% |
True |
False |
91,699 |
| 40 |
126.71 |
97.58 |
29.13 |
23.2% |
3.40 |
2.7% |
96% |
True |
False |
64,614 |
| 60 |
126.71 |
94.15 |
32.56 |
25.9% |
3.24 |
2.6% |
97% |
True |
False |
48,222 |
| 80 |
126.71 |
85.17 |
41.54 |
33.1% |
2.93 |
2.3% |
97% |
True |
False |
37,850 |
| 100 |
126.71 |
85.17 |
41.54 |
33.1% |
2.64 |
2.1% |
97% |
True |
False |
31,061 |
| 120 |
126.71 |
85.12 |
41.59 |
33.1% |
2.60 |
2.1% |
97% |
True |
False |
26,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.65 |
|
2.618 |
136.53 |
|
1.618 |
132.78 |
|
1.000 |
130.46 |
|
0.618 |
129.03 |
|
HIGH |
126.71 |
|
0.618 |
125.28 |
|
0.500 |
124.84 |
|
0.382 |
124.39 |
|
LOW |
122.96 |
|
0.618 |
120.64 |
|
1.000 |
119.21 |
|
1.618 |
116.89 |
|
2.618 |
113.14 |
|
4.250 |
107.02 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.34 |
125.34 |
| PP |
125.09 |
125.09 |
| S1 |
124.84 |
124.84 |
|