NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.85 |
126.85 |
1.00 |
0.8% |
125.67 |
| High |
127.36 |
129.49 |
2.13 |
1.7% |
127.12 |
| Low |
125.08 |
126.39 |
1.31 |
1.0% |
120.61 |
| Close |
126.64 |
129.25 |
2.61 |
2.1% |
125.90 |
| Range |
2.28 |
3.10 |
0.82 |
36.0% |
6.51 |
| ATR |
3.22 |
3.21 |
-0.01 |
-0.3% |
0.00 |
| Volume |
36,855 |
57,680 |
20,825 |
56.5% |
219,435 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.68 |
136.56 |
130.96 |
|
| R3 |
134.58 |
133.46 |
130.10 |
|
| R2 |
131.48 |
131.48 |
129.82 |
|
| R1 |
130.36 |
130.36 |
129.53 |
130.92 |
| PP |
128.38 |
128.38 |
128.38 |
128.66 |
| S1 |
127.26 |
127.26 |
128.97 |
127.82 |
| S2 |
125.28 |
125.28 |
128.68 |
|
| S3 |
122.18 |
124.16 |
128.40 |
|
| S4 |
119.08 |
121.06 |
127.55 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.07 |
141.50 |
129.48 |
|
| R3 |
137.56 |
134.99 |
127.69 |
|
| R2 |
131.05 |
131.05 |
127.09 |
|
| R1 |
128.48 |
128.48 |
126.50 |
129.77 |
| PP |
124.54 |
124.54 |
124.54 |
125.19 |
| S1 |
121.97 |
121.97 |
125.30 |
123.26 |
| S2 |
118.03 |
118.03 |
124.71 |
|
| S3 |
111.52 |
115.46 |
124.11 |
|
| S4 |
105.01 |
108.95 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.49 |
120.61 |
8.88 |
6.9% |
3.31 |
2.6% |
97% |
True |
False |
42,553 |
| 10 |
129.49 |
119.67 |
9.82 |
7.6% |
3.14 |
2.4% |
98% |
True |
False |
44,006 |
| 20 |
129.49 |
108.95 |
20.54 |
15.9% |
3.38 |
2.6% |
99% |
True |
False |
34,864 |
| 40 |
129.49 |
98.20 |
31.29 |
24.2% |
3.11 |
2.4% |
99% |
True |
False |
24,066 |
| 60 |
129.49 |
97.33 |
32.16 |
24.9% |
3.05 |
2.4% |
99% |
True |
False |
18,800 |
| 80 |
129.49 |
86.15 |
43.34 |
33.5% |
2.73 |
2.1% |
99% |
True |
False |
14,892 |
| 100 |
129.49 |
84.33 |
45.16 |
34.9% |
2.50 |
1.9% |
99% |
True |
False |
12,593 |
| 120 |
129.49 |
84.33 |
45.16 |
34.9% |
2.28 |
1.8% |
99% |
True |
False |
10,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.67 |
|
2.618 |
137.61 |
|
1.618 |
134.51 |
|
1.000 |
132.59 |
|
0.618 |
131.41 |
|
HIGH |
129.49 |
|
0.618 |
128.31 |
|
0.500 |
127.94 |
|
0.382 |
127.57 |
|
LOW |
126.39 |
|
0.618 |
124.47 |
|
1.000 |
123.29 |
|
1.618 |
121.37 |
|
2.618 |
118.27 |
|
4.250 |
113.22 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.81 |
128.35 |
| PP |
128.38 |
127.44 |
| S1 |
127.94 |
126.54 |
|