NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
132.24 |
132.24 |
0.00 |
0.0% |
125.85 |
| High |
133.45 |
133.60 |
0.15 |
0.1% |
135.49 |
| Low |
131.98 |
128.28 |
-3.70 |
-2.8% |
125.08 |
| Close |
132.90 |
128.94 |
-3.96 |
-3.0% |
132.24 |
| Range |
1.47 |
5.32 |
3.85 |
261.9% |
10.41 |
| ATR |
3.37 |
3.51 |
0.14 |
4.1% |
0.00 |
| Volume |
136,725 |
103,610 |
-33,115 |
-24.2% |
455,346 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.23 |
142.91 |
131.87 |
|
| R3 |
140.91 |
137.59 |
130.40 |
|
| R2 |
135.59 |
135.59 |
129.92 |
|
| R1 |
132.27 |
132.27 |
129.43 |
131.27 |
| PP |
130.27 |
130.27 |
130.27 |
129.78 |
| S1 |
126.95 |
126.95 |
128.45 |
125.95 |
| S2 |
124.95 |
124.95 |
127.96 |
|
| S3 |
119.63 |
121.63 |
127.48 |
|
| S4 |
114.31 |
116.31 |
126.01 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.17 |
157.61 |
137.97 |
|
| R3 |
151.76 |
147.20 |
135.10 |
|
| R2 |
141.35 |
141.35 |
134.15 |
|
| R1 |
136.79 |
136.79 |
133.19 |
139.07 |
| PP |
130.94 |
130.94 |
130.94 |
132.08 |
| S1 |
126.38 |
126.38 |
131.29 |
128.66 |
| S2 |
120.53 |
120.53 |
130.33 |
|
| S3 |
110.12 |
115.97 |
129.38 |
|
| S4 |
99.71 |
105.56 |
126.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.49 |
128.28 |
7.21 |
5.6% |
4.22 |
3.3% |
9% |
False |
True |
120,229 |
| 10 |
135.49 |
120.61 |
14.88 |
11.5% |
3.76 |
2.9% |
56% |
False |
False |
81,391 |
| 20 |
135.49 |
108.95 |
26.54 |
20.6% |
3.66 |
2.8% |
75% |
False |
False |
58,980 |
| 40 |
135.49 |
98.55 |
36.94 |
28.6% |
3.18 |
2.5% |
82% |
False |
False |
37,514 |
| 60 |
135.49 |
97.33 |
38.16 |
29.6% |
3.22 |
2.5% |
83% |
False |
False |
28,394 |
| 80 |
135.49 |
86.15 |
49.34 |
38.3% |
2.89 |
2.2% |
87% |
False |
False |
22,248 |
| 100 |
135.49 |
84.33 |
51.16 |
39.7% |
2.66 |
2.1% |
87% |
False |
False |
18,461 |
| 120 |
135.49 |
84.33 |
51.16 |
39.7% |
2.40 |
1.9% |
87% |
False |
False |
15,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.21 |
|
2.618 |
147.53 |
|
1.618 |
142.21 |
|
1.000 |
138.92 |
|
0.618 |
136.89 |
|
HIGH |
133.60 |
|
0.618 |
131.57 |
|
0.500 |
130.94 |
|
0.382 |
130.31 |
|
LOW |
128.28 |
|
0.618 |
124.99 |
|
1.000 |
122.96 |
|
1.618 |
119.67 |
|
2.618 |
114.35 |
|
4.250 |
105.67 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.94 |
130.99 |
| PP |
130.27 |
130.31 |
| S1 |
129.61 |
129.62 |
|