NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.70 |
124.22 |
0.52 |
0.4% |
125.77 |
| High |
126.43 |
127.42 |
0.99 |
0.8% |
127.42 |
| Low |
120.65 |
123.74 |
3.09 |
2.6% |
120.65 |
| Close |
123.85 |
126.04 |
2.19 |
1.8% |
126.04 |
| Range |
5.78 |
3.68 |
-2.10 |
-36.3% |
6.77 |
| ATR |
3.43 |
3.45 |
0.02 |
0.5% |
0.00 |
| Volume |
161,049 |
194,730 |
33,681 |
20.9% |
873,855 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.77 |
135.09 |
128.06 |
|
| R3 |
133.09 |
131.41 |
127.05 |
|
| R2 |
129.41 |
129.41 |
126.71 |
|
| R1 |
127.73 |
127.73 |
126.38 |
128.57 |
| PP |
125.73 |
125.73 |
125.73 |
126.16 |
| S1 |
124.05 |
124.05 |
125.70 |
124.89 |
| S2 |
122.05 |
122.05 |
125.37 |
|
| S3 |
118.37 |
120.37 |
125.03 |
|
| S4 |
114.69 |
116.69 |
124.02 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.01 |
142.30 |
129.76 |
|
| R3 |
138.24 |
135.53 |
127.90 |
|
| R2 |
131.47 |
131.47 |
127.28 |
|
| R1 |
128.76 |
128.76 |
126.66 |
130.12 |
| PP |
124.70 |
124.70 |
124.70 |
125.38 |
| S1 |
121.99 |
121.99 |
125.42 |
123.35 |
| S2 |
117.93 |
117.93 |
124.80 |
|
| S3 |
111.16 |
115.22 |
124.18 |
|
| S4 |
104.39 |
108.45 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.42 |
120.65 |
6.77 |
5.4% |
3.62 |
2.9% |
80% |
True |
False |
174,771 |
| 10 |
127.42 |
115.00 |
12.42 |
9.9% |
3.50 |
2.8% |
89% |
True |
False |
151,976 |
| 20 |
127.42 |
109.59 |
17.83 |
14.1% |
3.46 |
2.7% |
92% |
True |
False |
111,802 |
| 40 |
127.42 |
98.50 |
28.92 |
22.9% |
3.25 |
2.6% |
95% |
True |
False |
76,127 |
| 60 |
127.42 |
96.28 |
31.14 |
24.7% |
3.28 |
2.6% |
96% |
True |
False |
56,675 |
| 80 |
127.42 |
85.90 |
41.52 |
32.9% |
2.99 |
2.4% |
97% |
True |
False |
44,340 |
| 100 |
127.42 |
85.17 |
42.25 |
33.5% |
2.72 |
2.2% |
97% |
True |
False |
36,294 |
| 120 |
127.42 |
85.12 |
42.30 |
33.6% |
2.67 |
2.1% |
97% |
True |
False |
30,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.06 |
|
2.618 |
137.05 |
|
1.618 |
133.37 |
|
1.000 |
131.10 |
|
0.618 |
129.69 |
|
HIGH |
127.42 |
|
0.618 |
126.01 |
|
0.500 |
125.58 |
|
0.382 |
125.15 |
|
LOW |
123.74 |
|
0.618 |
121.47 |
|
1.000 |
120.06 |
|
1.618 |
117.79 |
|
2.618 |
114.11 |
|
4.250 |
108.10 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.89 |
125.37 |
| PP |
125.73 |
124.70 |
| S1 |
125.58 |
124.04 |
|