NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.60 |
125.77 |
2.17 |
1.8% |
115.64 |
| High |
126.71 |
125.80 |
-0.91 |
-0.7% |
126.25 |
| Low |
122.96 |
123.67 |
0.71 |
0.6% |
115.00 |
| Close |
125.59 |
124.11 |
-1.48 |
-1.2% |
126.00 |
| Range |
3.75 |
2.13 |
-1.62 |
-43.2% |
11.25 |
| ATR |
3.34 |
3.25 |
-0.09 |
-2.6% |
0.00 |
| Volume |
177,516 |
176,829 |
-687 |
-0.4% |
645,905 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.92 |
129.64 |
125.28 |
|
| R3 |
128.79 |
127.51 |
124.70 |
|
| R2 |
126.66 |
126.66 |
124.50 |
|
| R1 |
125.38 |
125.38 |
124.31 |
124.96 |
| PP |
124.53 |
124.53 |
124.53 |
124.31 |
| S1 |
123.25 |
123.25 |
123.91 |
122.83 |
| S2 |
122.40 |
122.40 |
123.72 |
|
| S3 |
120.27 |
121.12 |
123.52 |
|
| S4 |
118.14 |
118.99 |
122.94 |
|
|
| 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 |
121.51 |
5.20 |
4.2% |
2.77 |
2.2% |
50% |
False |
False |
171,172 |
| 10 |
126.71 |
109.59 |
17.12 |
13.8% |
3.55 |
2.9% |
85% |
False |
False |
133,373 |
| 20 |
126.71 |
109.59 |
17.12 |
13.8% |
3.25 |
2.6% |
85% |
False |
False |
98,498 |
| 40 |
126.71 |
97.58 |
29.13 |
23.5% |
3.34 |
2.7% |
91% |
False |
False |
68,516 |
| 60 |
126.71 |
96.06 |
30.65 |
24.7% |
3.21 |
2.6% |
92% |
False |
False |
51,040 |
| 80 |
126.71 |
85.17 |
41.54 |
33.5% |
2.94 |
2.4% |
94% |
False |
False |
40,018 |
| 100 |
126.71 |
85.17 |
41.54 |
33.5% |
2.65 |
2.1% |
94% |
False |
False |
32,803 |
| 120 |
126.71 |
85.12 |
41.59 |
33.5% |
2.61 |
2.1% |
94% |
False |
False |
27,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.85 |
|
2.618 |
131.38 |
|
1.618 |
129.25 |
|
1.000 |
127.93 |
|
0.618 |
127.12 |
|
HIGH |
125.80 |
|
0.618 |
124.99 |
|
0.500 |
124.74 |
|
0.382 |
124.48 |
|
LOW |
123.67 |
|
0.618 |
122.35 |
|
1.000 |
121.54 |
|
1.618 |
120.22 |
|
2.618 |
118.09 |
|
4.250 |
114.62 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.74 |
124.84 |
| PP |
124.53 |
124.59 |
| S1 |
124.32 |
124.35 |
|