NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.77 |
123.70 |
-2.07 |
-1.6% |
115.64 |
| High |
125.80 |
126.43 |
0.63 |
0.5% |
126.25 |
| Low |
123.67 |
120.65 |
-3.02 |
-2.4% |
115.00 |
| Close |
124.11 |
123.85 |
-0.26 |
-0.2% |
126.00 |
| Range |
2.13 |
5.78 |
3.65 |
171.4% |
11.25 |
| ATR |
3.25 |
3.43 |
0.18 |
5.5% |
0.00 |
| Volume |
176,829 |
161,049 |
-15,780 |
-8.9% |
645,905 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.98 |
138.20 |
127.03 |
|
| R3 |
135.20 |
132.42 |
125.44 |
|
| R2 |
129.42 |
129.42 |
124.91 |
|
| R1 |
126.64 |
126.64 |
124.38 |
128.03 |
| PP |
123.64 |
123.64 |
123.64 |
124.34 |
| S1 |
120.86 |
120.86 |
123.32 |
122.25 |
| S2 |
117.86 |
117.86 |
122.79 |
|
| S3 |
112.08 |
115.08 |
122.26 |
|
| S4 |
106.30 |
109.30 |
120.67 |
|
|
| 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 |
120.65 |
6.06 |
4.9% |
3.33 |
2.7% |
53% |
False |
True |
175,183 |
| 10 |
126.71 |
111.10 |
15.61 |
12.6% |
3.64 |
2.9% |
82% |
False |
False |
140,799 |
| 20 |
126.71 |
109.59 |
17.12 |
13.8% |
3.48 |
2.8% |
83% |
False |
False |
104,419 |
| 40 |
126.71 |
97.58 |
29.13 |
23.5% |
3.35 |
2.7% |
90% |
False |
False |
72,049 |
| 60 |
126.71 |
96.06 |
30.65 |
24.7% |
3.26 |
2.6% |
91% |
False |
False |
53,608 |
| 80 |
126.71 |
85.45 |
41.26 |
33.3% |
2.97 |
2.4% |
93% |
False |
False |
41,987 |
| 100 |
126.71 |
85.17 |
41.54 |
33.5% |
2.70 |
2.2% |
93% |
False |
False |
34,392 |
| 120 |
126.71 |
85.12 |
41.59 |
33.6% |
2.64 |
2.1% |
93% |
False |
False |
29,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151.00 |
|
2.618 |
141.56 |
|
1.618 |
135.78 |
|
1.000 |
132.21 |
|
0.618 |
130.00 |
|
HIGH |
126.43 |
|
0.618 |
124.22 |
|
0.500 |
123.54 |
|
0.382 |
122.86 |
|
LOW |
120.65 |
|
0.618 |
117.08 |
|
1.000 |
114.87 |
|
1.618 |
111.30 |
|
2.618 |
105.52 |
|
4.250 |
96.09 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.75 |
123.79 |
| PP |
123.64 |
123.74 |
| S1 |
123.54 |
123.68 |
|