NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 26-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
Open |
130.75 |
131.68 |
0.93 |
0.7% |
126.15 |
High |
133.71 |
133.46 |
-0.25 |
-0.2% |
135.09 |
Low |
130.16 |
131.59 |
1.43 |
1.1% |
125.10 |
Close |
132.19 |
132.94 |
0.75 |
0.6% |
132.19 |
Range |
3.55 |
1.87 |
-1.68 |
-47.3% |
9.99 |
ATR |
3.61 |
3.48 |
-0.12 |
-3.4% |
0.00 |
Volume |
425,099 |
425,099 |
0 |
0.0% |
1,569,689 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.27 |
137.48 |
133.97 |
|
R3 |
136.40 |
135.61 |
133.45 |
|
R2 |
134.53 |
134.53 |
133.28 |
|
R1 |
133.74 |
133.74 |
133.11 |
134.14 |
PP |
132.66 |
132.66 |
132.66 |
132.86 |
S1 |
131.87 |
131.87 |
132.77 |
132.27 |
S2 |
130.79 |
130.79 |
132.60 |
|
S3 |
128.92 |
130.00 |
132.43 |
|
S4 |
127.05 |
128.13 |
131.91 |
|
|
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 |
126.28 |
8.81 |
6.6% |
3.80 |
2.9% |
76% |
False |
False |
360,075 |
10 |
135.09 |
120.65 |
14.44 |
10.9% |
3.67 |
2.8% |
85% |
False |
False |
270,491 |
20 |
135.09 |
109.59 |
25.50 |
19.2% |
3.66 |
2.8% |
92% |
False |
False |
192,039 |
40 |
135.09 |
98.63 |
36.46 |
27.4% |
3.24 |
2.4% |
94% |
False |
False |
120,441 |
60 |
135.09 |
97.51 |
37.58 |
28.3% |
3.42 |
2.6% |
94% |
False |
False |
88,878 |
80 |
135.09 |
86.28 |
48.81 |
36.7% |
3.12 |
2.3% |
96% |
False |
False |
68,587 |
100 |
135.09 |
85.17 |
49.92 |
37.6% |
2.86 |
2.2% |
96% |
False |
False |
56,051 |
120 |
135.09 |
85.12 |
49.97 |
37.6% |
2.76 |
2.1% |
96% |
False |
False |
47,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
141.41 |
2.618 |
138.36 |
1.618 |
136.49 |
1.000 |
135.33 |
0.618 |
134.62 |
HIGH |
133.46 |
0.618 |
132.75 |
0.500 |
132.53 |
0.382 |
132.30 |
LOW |
131.59 |
0.618 |
130.43 |
1.000 |
129.72 |
1.618 |
128.56 |
2.618 |
126.69 |
4.250 |
123.64 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
132.80 |
132.82 |
PP |
132.66 |
132.70 |
S1 |
132.53 |
132.58 |
|