NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.73 |
125.67 |
1.94 |
1.6% |
115.00 |
| High |
125.94 |
125.99 |
0.05 |
0.0% |
125.94 |
| Low |
123.64 |
123.31 |
-0.33 |
-0.3% |
114.85 |
| Close |
125.76 |
123.86 |
-1.90 |
-1.5% |
125.76 |
| Range |
2.30 |
2.68 |
0.38 |
16.5% |
11.09 |
| ATR |
3.19 |
3.15 |
-0.04 |
-1.1% |
0.00 |
| Volume |
53,589 |
51,336 |
-2,253 |
-4.2% |
181,064 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.43 |
130.82 |
125.33 |
|
| R3 |
129.75 |
128.14 |
124.60 |
|
| R2 |
127.07 |
127.07 |
124.35 |
|
| R1 |
125.46 |
125.46 |
124.11 |
124.93 |
| PP |
124.39 |
124.39 |
124.39 |
124.12 |
| S1 |
122.78 |
122.78 |
123.61 |
122.25 |
| S2 |
121.71 |
121.71 |
123.37 |
|
| S3 |
119.03 |
120.10 |
123.12 |
|
| S4 |
116.35 |
117.42 |
122.39 |
|
|
| 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 |
125.99 |
118.28 |
7.71 |
6.2% |
2.92 |
2.4% |
72% |
True |
False |
40,148 |
| 10 |
125.99 |
108.95 |
17.04 |
13.8% |
3.55 |
2.9% |
88% |
True |
False |
33,426 |
| 20 |
125.99 |
108.95 |
17.04 |
13.8% |
3.09 |
2.5% |
88% |
True |
False |
25,719 |
| 40 |
125.99 |
97.33 |
28.66 |
23.1% |
3.22 |
2.6% |
93% |
True |
False |
18,920 |
| 60 |
125.99 |
94.67 |
31.32 |
25.3% |
2.91 |
2.3% |
93% |
True |
False |
14,850 |
| 80 |
125.99 |
84.33 |
41.66 |
33.6% |
2.63 |
2.1% |
95% |
True |
False |
12,034 |
| 100 |
125.99 |
84.33 |
41.66 |
33.6% |
2.33 |
1.9% |
95% |
True |
False |
10,039 |
| 120 |
125.99 |
84.33 |
41.66 |
33.6% |
2.18 |
1.8% |
95% |
True |
False |
8,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.38 |
|
2.618 |
133.01 |
|
1.618 |
130.33 |
|
1.000 |
128.67 |
|
0.618 |
127.65 |
|
HIGH |
125.99 |
|
0.618 |
124.97 |
|
0.500 |
124.65 |
|
0.382 |
124.33 |
|
LOW |
123.31 |
|
0.618 |
121.65 |
|
1.000 |
120.63 |
|
1.618 |
118.97 |
|
2.618 |
116.29 |
|
4.250 |
111.92 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.65 |
123.78 |
| PP |
124.39 |
123.70 |
| S1 |
124.12 |
123.62 |
|