NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.44 |
130.69 |
2.25 |
1.8% |
125.85 |
| High |
131.46 |
133.14 |
1.68 |
1.3% |
135.49 |
| Low |
126.12 |
126.30 |
0.18 |
0.1% |
125.08 |
| Close |
130.99 |
126.81 |
-4.18 |
-3.2% |
132.24 |
| Range |
5.34 |
6.84 |
1.50 |
28.1% |
10.41 |
| ATR |
3.64 |
3.87 |
0.23 |
6.3% |
0.00 |
| Volume |
89,140 |
116,818 |
27,678 |
31.1% |
455,346 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.27 |
144.88 |
130.57 |
|
| R3 |
142.43 |
138.04 |
128.69 |
|
| R2 |
135.59 |
135.59 |
128.06 |
|
| R1 |
131.20 |
131.20 |
127.44 |
129.98 |
| PP |
128.75 |
128.75 |
128.75 |
128.14 |
| S1 |
124.36 |
124.36 |
126.18 |
123.14 |
| S2 |
121.91 |
121.91 |
125.56 |
|
| S3 |
115.07 |
117.52 |
124.93 |
|
| S4 |
108.23 |
110.68 |
123.05 |
|
|
| 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 |
133.70 |
126.12 |
7.58 |
6.0% |
4.48 |
3.5% |
9% |
False |
False |
116,603 |
| 10 |
135.49 |
123.59 |
11.90 |
9.4% |
4.22 |
3.3% |
27% |
False |
False |
93,902 |
| 20 |
135.49 |
110.42 |
25.07 |
19.8% |
3.87 |
3.1% |
65% |
False |
False |
66,861 |
| 40 |
135.49 |
102.24 |
33.25 |
26.2% |
3.31 |
2.6% |
74% |
False |
False |
42,001 |
| 60 |
135.49 |
97.33 |
38.16 |
30.1% |
3.29 |
2.6% |
77% |
False |
False |
31,610 |
| 80 |
135.49 |
86.15 |
49.34 |
38.9% |
3.00 |
2.4% |
82% |
False |
False |
24,790 |
| 100 |
135.49 |
84.33 |
51.16 |
40.3% |
2.75 |
2.2% |
83% |
False |
False |
20,492 |
| 120 |
135.49 |
84.33 |
51.16 |
40.3% |
2.48 |
2.0% |
83% |
False |
False |
17,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.21 |
|
2.618 |
151.05 |
|
1.618 |
144.21 |
|
1.000 |
139.98 |
|
0.618 |
137.37 |
|
HIGH |
133.14 |
|
0.618 |
130.53 |
|
0.500 |
129.72 |
|
0.382 |
128.91 |
|
LOW |
126.30 |
|
0.618 |
122.07 |
|
1.000 |
119.46 |
|
1.618 |
115.23 |
|
2.618 |
108.39 |
|
4.250 |
97.23 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.72 |
129.86 |
| PP |
128.75 |
128.84 |
| S1 |
127.78 |
127.83 |
|