NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.30 |
130.75 |
2.45 |
1.9% |
126.15 |
| High |
131.58 |
133.12 |
1.54 |
1.2% |
135.09 |
| Low |
125.96 |
126.11 |
0.15 |
0.1% |
125.10 |
| Close |
131.03 |
126.62 |
-4.41 |
-3.4% |
132.19 |
| Range |
5.62 |
7.01 |
1.39 |
24.7% |
9.99 |
| ATR |
3.77 |
4.00 |
0.23 |
6.1% |
0.00 |
| Volume |
326,598 |
369,868 |
43,270 |
13.2% |
1,569,689 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.65 |
145.14 |
130.48 |
|
| R3 |
142.64 |
138.13 |
128.55 |
|
| R2 |
135.63 |
135.63 |
127.91 |
|
| R1 |
131.12 |
131.12 |
127.26 |
129.87 |
| PP |
128.62 |
128.62 |
128.62 |
127.99 |
| S1 |
124.11 |
124.11 |
125.98 |
122.86 |
| S2 |
121.61 |
121.61 |
125.33 |
|
| S3 |
114.60 |
117.10 |
124.69 |
|
| S4 |
107.59 |
110.09 |
122.76 |
|
|
| 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 |
133.71 |
125.96 |
7.75 |
6.1% |
4.70 |
3.7% |
9% |
False |
False |
373,601 |
| 10 |
135.09 |
123.74 |
11.35 |
9.0% |
4.32 |
3.4% |
25% |
False |
False |
320,732 |
| 20 |
135.09 |
111.10 |
23.99 |
18.9% |
3.98 |
3.1% |
65% |
False |
False |
230,766 |
| 40 |
135.09 |
102.85 |
32.24 |
25.5% |
3.43 |
2.7% |
74% |
False |
False |
143,195 |
| 60 |
135.09 |
97.58 |
37.51 |
29.6% |
3.53 |
2.8% |
77% |
False |
False |
105,138 |
| 80 |
135.09 |
86.28 |
48.81 |
38.5% |
3.27 |
2.6% |
83% |
False |
False |
81,105 |
| 100 |
135.09 |
85.17 |
49.92 |
39.4% |
2.99 |
2.4% |
83% |
False |
False |
66,109 |
| 120 |
135.09 |
85.17 |
49.92 |
39.4% |
2.78 |
2.2% |
83% |
False |
False |
55,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.91 |
|
2.618 |
151.47 |
|
1.618 |
144.46 |
|
1.000 |
140.13 |
|
0.618 |
137.45 |
|
HIGH |
133.12 |
|
0.618 |
130.44 |
|
0.500 |
129.62 |
|
0.382 |
128.79 |
|
LOW |
126.11 |
|
0.618 |
121.78 |
|
1.000 |
119.10 |
|
1.618 |
114.77 |
|
2.618 |
107.76 |
|
4.250 |
96.32 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.62 |
129.81 |
| PP |
128.62 |
128.74 |
| S1 |
127.62 |
127.68 |
|