NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
132.24 |
128.44 |
-3.80 |
-2.9% |
125.85 |
| High |
133.60 |
131.46 |
-2.14 |
-1.6% |
135.49 |
| Low |
128.28 |
126.12 |
-2.16 |
-1.7% |
125.08 |
| Close |
128.94 |
130.99 |
2.05 |
1.6% |
132.24 |
| Range |
5.32 |
5.34 |
0.02 |
0.4% |
10.41 |
| ATR |
3.51 |
3.64 |
0.13 |
3.7% |
0.00 |
| Volume |
103,610 |
89,140 |
-14,470 |
-14.0% |
455,346 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.54 |
143.61 |
133.93 |
|
| R3 |
140.20 |
138.27 |
132.46 |
|
| R2 |
134.86 |
134.86 |
131.97 |
|
| R1 |
132.93 |
132.93 |
131.48 |
133.90 |
| PP |
129.52 |
129.52 |
129.52 |
130.01 |
| S1 |
127.59 |
127.59 |
130.50 |
128.56 |
| S2 |
124.18 |
124.18 |
130.01 |
|
| S3 |
118.84 |
122.25 |
129.52 |
|
| S4 |
113.50 |
116.91 |
128.05 |
|
|
| 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 |
126.12 |
9.37 |
7.2% |
4.16 |
3.2% |
52% |
False |
True |
119,770 |
| 10 |
135.49 |
120.61 |
14.88 |
11.4% |
4.10 |
3.1% |
70% |
False |
False |
86,860 |
| 20 |
135.49 |
108.95 |
26.54 |
20.3% |
3.76 |
2.9% |
83% |
False |
False |
62,194 |
| 40 |
135.49 |
101.52 |
33.97 |
25.9% |
3.19 |
2.4% |
87% |
False |
False |
39,445 |
| 60 |
135.49 |
97.33 |
38.16 |
29.1% |
3.25 |
2.5% |
88% |
False |
False |
29,781 |
| 80 |
135.49 |
86.15 |
49.34 |
37.7% |
2.94 |
2.2% |
91% |
False |
False |
23,349 |
| 100 |
135.49 |
84.33 |
51.16 |
39.1% |
2.68 |
2.0% |
91% |
False |
False |
19,336 |
| 120 |
135.49 |
84.33 |
51.16 |
39.1% |
2.44 |
1.9% |
91% |
False |
False |
16,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.16 |
|
2.618 |
145.44 |
|
1.618 |
140.10 |
|
1.000 |
136.80 |
|
0.618 |
134.76 |
|
HIGH |
131.46 |
|
0.618 |
129.42 |
|
0.500 |
128.79 |
|
0.382 |
128.16 |
|
LOW |
126.12 |
|
0.618 |
122.82 |
|
1.000 |
120.78 |
|
1.618 |
117.48 |
|
2.618 |
112.14 |
|
4.250 |
103.43 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.26 |
130.61 |
| PP |
129.52 |
130.24 |
| S1 |
128.79 |
129.86 |
|