NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.22 |
126.15 |
1.93 |
1.6% |
125.77 |
| High |
127.42 |
127.47 |
0.05 |
0.0% |
127.42 |
| Low |
123.74 |
125.10 |
1.36 |
1.1% |
120.65 |
| Close |
126.04 |
126.72 |
0.68 |
0.5% |
126.04 |
| Range |
3.68 |
2.37 |
-1.31 |
-35.6% |
6.77 |
| ATR |
3.45 |
3.37 |
-0.08 |
-2.2% |
0.00 |
| Volume |
194,730 |
194,411 |
-319 |
-0.2% |
873,855 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.54 |
132.50 |
128.02 |
|
| R3 |
131.17 |
130.13 |
127.37 |
|
| R2 |
128.80 |
128.80 |
127.15 |
|
| R1 |
127.76 |
127.76 |
126.94 |
128.28 |
| PP |
126.43 |
126.43 |
126.43 |
126.69 |
| S1 |
125.39 |
125.39 |
126.50 |
125.91 |
| S2 |
124.06 |
124.06 |
126.29 |
|
| S3 |
121.69 |
123.02 |
126.07 |
|
| S4 |
119.32 |
120.65 |
125.42 |
|
|
| 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 |
127.47 |
120.65 |
6.82 |
5.4% |
3.54 |
2.8% |
89% |
True |
False |
180,907 |
| 10 |
127.47 |
118.85 |
8.62 |
6.8% |
3.25 |
2.6% |
91% |
True |
False |
162,214 |
| 20 |
127.47 |
109.59 |
17.88 |
14.1% |
3.48 |
2.7% |
96% |
True |
False |
119,644 |
| 40 |
127.47 |
98.50 |
28.97 |
22.9% |
3.24 |
2.6% |
97% |
True |
False |
80,079 |
| 60 |
127.47 |
96.90 |
30.57 |
24.1% |
3.29 |
2.6% |
98% |
True |
False |
59,740 |
| 80 |
127.47 |
86.28 |
41.19 |
32.5% |
2.99 |
2.4% |
98% |
True |
False |
46,657 |
| 100 |
127.47 |
85.17 |
42.30 |
33.4% |
2.74 |
2.2% |
98% |
True |
False |
38,229 |
| 120 |
127.47 |
85.12 |
42.35 |
33.4% |
2.68 |
2.1% |
98% |
True |
False |
32,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.54 |
|
2.618 |
133.67 |
|
1.618 |
131.30 |
|
1.000 |
129.84 |
|
0.618 |
128.93 |
|
HIGH |
127.47 |
|
0.618 |
126.56 |
|
0.500 |
126.29 |
|
0.382 |
126.01 |
|
LOW |
125.10 |
|
0.618 |
123.64 |
|
1.000 |
122.73 |
|
1.618 |
121.27 |
|
2.618 |
118.90 |
|
4.250 |
115.03 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.58 |
125.83 |
| PP |
126.43 |
124.95 |
| S1 |
126.29 |
124.06 |
|