NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
133.89 |
130.75 |
-3.14 |
-2.3% |
126.15 |
| High |
135.09 |
133.71 |
-1.38 |
-1.0% |
135.09 |
| Low |
130.07 |
130.16 |
0.09 |
0.1% |
125.10 |
| Close |
130.81 |
132.19 |
1.38 |
1.1% |
132.19 |
| Range |
5.02 |
3.55 |
-1.47 |
-29.3% |
9.99 |
| ATR |
3.61 |
3.61 |
0.00 |
-0.1% |
0.00 |
| Volume |
362,022 |
425,099 |
63,077 |
17.4% |
1,569,689 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.67 |
140.98 |
134.14 |
|
| R3 |
139.12 |
137.43 |
133.17 |
|
| R2 |
135.57 |
135.57 |
132.84 |
|
| R1 |
133.88 |
133.88 |
132.52 |
134.73 |
| PP |
132.02 |
132.02 |
132.02 |
132.44 |
| S1 |
130.33 |
130.33 |
131.86 |
131.18 |
| S2 |
128.47 |
128.47 |
131.54 |
|
| S3 |
124.92 |
126.78 |
131.21 |
|
| S4 |
121.37 |
123.23 |
130.24 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.76 |
156.47 |
137.68 |
|
| R3 |
150.77 |
146.48 |
134.94 |
|
| R2 |
140.78 |
140.78 |
134.02 |
|
| R1 |
136.49 |
136.49 |
133.11 |
138.64 |
| PP |
130.79 |
130.79 |
130.79 |
131.87 |
| S1 |
126.50 |
126.50 |
131.27 |
128.65 |
| S2 |
120.80 |
120.80 |
130.36 |
|
| S3 |
110.81 |
116.51 |
129.44 |
|
| S4 |
100.82 |
106.52 |
126.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.09 |
125.10 |
9.99 |
7.6% |
3.90 |
3.0% |
71% |
False |
False |
313,937 |
| 10 |
135.09 |
120.65 |
14.44 |
10.9% |
3.76 |
2.8% |
80% |
False |
False |
244,354 |
| 20 |
135.09 |
109.59 |
25.50 |
19.3% |
3.65 |
2.8% |
89% |
False |
False |
175,641 |
| 40 |
135.09 |
98.63 |
36.46 |
27.6% |
3.35 |
2.5% |
92% |
False |
False |
110,551 |
| 60 |
135.09 |
97.51 |
37.58 |
28.4% |
3.41 |
2.6% |
92% |
False |
False |
81,989 |
| 80 |
135.09 |
86.28 |
48.81 |
36.9% |
3.13 |
2.4% |
94% |
False |
False |
63,321 |
| 100 |
135.09 |
85.17 |
49.92 |
37.8% |
2.86 |
2.2% |
94% |
False |
False |
51,836 |
| 120 |
135.09 |
85.12 |
49.97 |
37.8% |
2.76 |
2.1% |
94% |
False |
False |
43,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.80 |
|
2.618 |
143.00 |
|
1.618 |
139.45 |
|
1.000 |
137.26 |
|
0.618 |
135.90 |
|
HIGH |
133.71 |
|
0.618 |
132.35 |
|
0.500 |
131.94 |
|
0.382 |
131.52 |
|
LOW |
130.16 |
|
0.618 |
127.97 |
|
1.000 |
126.61 |
|
1.618 |
124.42 |
|
2.618 |
120.87 |
|
4.250 |
115.07 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.11 |
132.08 |
| PP |
132.02 |
131.96 |
| S1 |
131.94 |
131.85 |
|