NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.86 |
129.10 |
2.24 |
1.8% |
125.77 |
| High |
129.29 |
134.15 |
4.86 |
3.8% |
127.42 |
| Low |
126.28 |
128.60 |
2.32 |
1.8% |
120.65 |
| Close |
128.98 |
133.17 |
4.19 |
3.2% |
126.04 |
| Range |
3.01 |
5.55 |
2.54 |
84.4% |
6.77 |
| ATR |
3.35 |
3.51 |
0.16 |
4.7% |
0.00 |
| Volume |
272,601 |
315,556 |
42,955 |
15.8% |
873,855 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.62 |
146.45 |
136.22 |
|
| R3 |
143.07 |
140.90 |
134.70 |
|
| R2 |
137.52 |
137.52 |
134.19 |
|
| R1 |
135.35 |
135.35 |
133.68 |
136.44 |
| PP |
131.97 |
131.97 |
131.97 |
132.52 |
| S1 |
129.80 |
129.80 |
132.66 |
130.89 |
| S2 |
126.42 |
126.42 |
132.15 |
|
| S3 |
120.87 |
124.25 |
131.64 |
|
| S4 |
115.32 |
118.70 |
130.12 |
|
|
| 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 |
134.15 |
120.65 |
13.50 |
10.1% |
4.08 |
3.1% |
93% |
True |
False |
227,669 |
| 10 |
134.15 |
120.65 |
13.50 |
10.1% |
3.42 |
2.6% |
93% |
True |
False |
199,420 |
| 20 |
134.15 |
109.59 |
24.56 |
18.4% |
3.66 |
2.7% |
96% |
True |
False |
144,144 |
| 40 |
134.15 |
98.63 |
35.52 |
26.7% |
3.26 |
2.4% |
97% |
True |
False |
93,257 |
| 60 |
134.15 |
97.51 |
36.64 |
27.5% |
3.37 |
2.5% |
97% |
True |
False |
69,208 |
| 80 |
134.15 |
86.28 |
47.87 |
35.9% |
3.05 |
2.3% |
98% |
True |
False |
53,604 |
| 100 |
134.15 |
85.17 |
48.98 |
36.8% |
2.80 |
2.1% |
98% |
True |
False |
44,087 |
| 120 |
134.15 |
85.12 |
49.03 |
36.8% |
2.71 |
2.0% |
98% |
True |
False |
37,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.74 |
|
2.618 |
148.68 |
|
1.618 |
143.13 |
|
1.000 |
139.70 |
|
0.618 |
137.58 |
|
HIGH |
134.15 |
|
0.618 |
132.03 |
|
0.500 |
131.38 |
|
0.382 |
130.72 |
|
LOW |
128.60 |
|
0.618 |
125.17 |
|
1.000 |
123.05 |
|
1.618 |
119.62 |
|
2.618 |
114.07 |
|
4.250 |
105.01 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.57 |
131.99 |
| PP |
131.97 |
130.81 |
| S1 |
131.38 |
129.63 |
|