NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.24 |
123.80 |
-1.44 |
-1.1% |
115.00 |
| High |
125.49 |
126.28 |
0.79 |
0.6% |
125.94 |
| Low |
123.54 |
120.61 |
-2.93 |
-2.4% |
114.85 |
| Close |
124.01 |
123.67 |
-0.34 |
-0.3% |
125.76 |
| Range |
1.95 |
5.67 |
3.72 |
190.8% |
11.09 |
| ATR |
3.09 |
3.28 |
0.18 |
5.9% |
0.00 |
| Volume |
34,443 |
46,402 |
11,959 |
34.7% |
181,064 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.53 |
137.77 |
126.79 |
|
| R3 |
134.86 |
132.10 |
125.23 |
|
| R2 |
129.19 |
129.19 |
124.71 |
|
| R1 |
126.43 |
126.43 |
124.19 |
124.98 |
| PP |
123.52 |
123.52 |
123.52 |
122.79 |
| S1 |
120.76 |
120.76 |
123.15 |
119.31 |
| S2 |
117.85 |
117.85 |
122.63 |
|
| S3 |
112.18 |
115.09 |
122.11 |
|
| S4 |
106.51 |
109.42 |
120.55 |
|
|
| 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 |
126.34 |
120.61 |
5.73 |
4.6% |
3.23 |
2.6% |
53% |
False |
True |
47,127 |
| 10 |
126.34 |
110.42 |
15.92 |
12.9% |
3.52 |
2.8% |
83% |
False |
False |
39,819 |
| 20 |
126.34 |
108.95 |
17.39 |
14.1% |
3.35 |
2.7% |
85% |
False |
False |
30,298 |
| 40 |
126.34 |
97.33 |
29.01 |
23.5% |
3.06 |
2.5% |
91% |
False |
False |
21,509 |
| 60 |
126.34 |
95.79 |
30.55 |
24.7% |
3.01 |
2.4% |
91% |
False |
False |
16,842 |
| 80 |
126.34 |
85.90 |
40.44 |
32.7% |
2.69 |
2.2% |
93% |
False |
False |
13,532 |
| 100 |
126.34 |
84.33 |
42.01 |
34.0% |
2.42 |
2.0% |
94% |
False |
False |
11,292 |
| 120 |
126.34 |
84.33 |
42.01 |
34.0% |
2.24 |
1.8% |
94% |
False |
False |
9,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.38 |
|
2.618 |
141.12 |
|
1.618 |
135.45 |
|
1.000 |
131.95 |
|
0.618 |
129.78 |
|
HIGH |
126.28 |
|
0.618 |
124.11 |
|
0.500 |
123.45 |
|
0.382 |
122.78 |
|
LOW |
120.61 |
|
0.618 |
117.11 |
|
1.000 |
114.94 |
|
1.618 |
111.44 |
|
2.618 |
105.77 |
|
4.250 |
96.51 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.60 |
123.61 |
| PP |
123.52 |
123.54 |
| S1 |
123.45 |
123.48 |
|