NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
123.73 |
0.73 |
0.6% |
115.00 |
| High |
124.14 |
125.94 |
1.80 |
1.4% |
125.94 |
| Low |
121.24 |
123.64 |
2.40 |
2.0% |
114.85 |
| Close |
123.28 |
125.76 |
2.48 |
2.0% |
125.76 |
| Range |
2.90 |
2.30 |
-0.60 |
-20.7% |
11.09 |
| ATR |
3.23 |
3.19 |
-0.04 |
-1.3% |
0.00 |
| Volume |
37,665 |
53,589 |
15,924 |
42.3% |
181,064 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.01 |
131.19 |
127.03 |
|
| R3 |
129.71 |
128.89 |
126.39 |
|
| R2 |
127.41 |
127.41 |
126.18 |
|
| R1 |
126.59 |
126.59 |
125.97 |
127.00 |
| PP |
125.11 |
125.11 |
125.11 |
125.32 |
| S1 |
124.29 |
124.29 |
125.55 |
124.70 |
| S2 |
122.81 |
122.81 |
125.34 |
|
| S3 |
120.51 |
121.99 |
125.13 |
|
| S4 |
118.21 |
119.69 |
124.50 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.45 |
151.70 |
131.86 |
|
| R3 |
144.36 |
140.61 |
128.81 |
|
| R2 |
133.27 |
133.27 |
127.79 |
|
| R1 |
129.52 |
129.52 |
126.78 |
131.40 |
| PP |
122.18 |
122.18 |
122.18 |
123.12 |
| S1 |
118.43 |
118.43 |
124.74 |
120.31 |
| S2 |
111.09 |
111.09 |
123.73 |
|
| S3 |
100.00 |
107.34 |
122.71 |
|
| S4 |
88.91 |
96.25 |
119.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.94 |
114.85 |
11.09 |
8.8% |
3.25 |
2.6% |
98% |
True |
False |
36,212 |
| 10 |
125.94 |
108.95 |
16.99 |
13.5% |
3.43 |
2.7% |
99% |
True |
False |
31,315 |
| 20 |
125.94 |
107.90 |
18.04 |
14.3% |
3.05 |
2.4% |
99% |
True |
False |
23,737 |
| 40 |
125.94 |
97.33 |
28.61 |
22.7% |
3.19 |
2.5% |
99% |
True |
False |
17,824 |
| 60 |
125.94 |
93.61 |
32.33 |
25.7% |
2.89 |
2.3% |
99% |
True |
False |
14,034 |
| 80 |
125.94 |
84.33 |
41.61 |
33.1% |
2.62 |
2.1% |
100% |
True |
False |
11,428 |
| 100 |
125.94 |
84.33 |
41.61 |
33.1% |
2.33 |
1.9% |
100% |
True |
False |
9,529 |
| 120 |
125.94 |
84.33 |
41.61 |
33.1% |
2.18 |
1.7% |
100% |
True |
False |
8,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.72 |
|
2.618 |
131.96 |
|
1.618 |
129.66 |
|
1.000 |
128.24 |
|
0.618 |
127.36 |
|
HIGH |
125.94 |
|
0.618 |
125.06 |
|
0.500 |
124.79 |
|
0.382 |
124.52 |
|
LOW |
123.64 |
|
0.618 |
122.22 |
|
1.000 |
121.34 |
|
1.618 |
119.92 |
|
2.618 |
117.62 |
|
4.250 |
113.87 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.44 |
124.78 |
| PP |
125.11 |
123.79 |
| S1 |
124.79 |
122.81 |
|