NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110.00 |
114.22 |
4.22 |
3.8% |
116.10 |
| High |
114.60 |
118.44 |
3.84 |
3.4% |
117.00 |
| Low |
109.84 |
114.22 |
4.38 |
4.0% |
108.40 |
| Close |
114.58 |
118.26 |
3.68 |
3.2% |
114.58 |
| Range |
4.76 |
4.22 |
-0.54 |
-11.3% |
8.60 |
| ATR |
3.05 |
3.13 |
0.08 |
2.7% |
0.00 |
| Volume |
21,347 |
15,546 |
-5,801 |
-27.2% |
84,855 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.63 |
128.17 |
120.58 |
|
| R3 |
125.41 |
123.95 |
119.42 |
|
| R2 |
121.19 |
121.19 |
119.03 |
|
| R1 |
119.73 |
119.73 |
118.65 |
120.46 |
| PP |
116.97 |
116.97 |
116.97 |
117.34 |
| S1 |
115.51 |
115.51 |
117.87 |
116.24 |
| S2 |
112.75 |
112.75 |
117.49 |
|
| S3 |
108.53 |
111.29 |
117.10 |
|
| S4 |
104.31 |
107.07 |
115.94 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.13 |
135.45 |
119.31 |
|
| R3 |
130.53 |
126.85 |
116.95 |
|
| R2 |
121.93 |
121.93 |
116.16 |
|
| R1 |
118.25 |
118.25 |
115.37 |
115.79 |
| PP |
113.33 |
113.33 |
113.33 |
112.10 |
| S1 |
109.65 |
109.65 |
113.79 |
107.19 |
| S2 |
104.73 |
104.73 |
113.00 |
|
| S3 |
96.13 |
101.05 |
112.22 |
|
| S4 |
87.53 |
92.45 |
109.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.44 |
108.40 |
10.04 |
8.5% |
3.92 |
3.3% |
98% |
True |
False |
15,948 |
| 10 |
118.44 |
108.40 |
10.04 |
8.5% |
3.43 |
2.9% |
98% |
True |
False |
14,836 |
| 20 |
118.44 |
105.00 |
13.44 |
11.4% |
2.87 |
2.4% |
99% |
True |
False |
12,048 |
| 40 |
118.44 |
96.72 |
21.72 |
18.4% |
3.00 |
2.5% |
99% |
True |
False |
10,194 |
| 60 |
118.44 |
90.17 |
28.27 |
23.9% |
2.66 |
2.2% |
99% |
True |
False |
8,412 |
| 80 |
118.44 |
84.70 |
33.74 |
28.5% |
2.36 |
2.0% |
99% |
True |
False |
6,794 |
| 100 |
118.44 |
84.70 |
33.74 |
28.5% |
2.09 |
1.8% |
99% |
True |
False |
5,850 |
| 120 |
118.44 |
84.34 |
34.10 |
28.8% |
1.90 |
1.6% |
99% |
True |
False |
5,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.38 |
|
2.618 |
129.49 |
|
1.618 |
125.27 |
|
1.000 |
122.66 |
|
0.618 |
121.05 |
|
HIGH |
118.44 |
|
0.618 |
116.83 |
|
0.500 |
116.33 |
|
0.382 |
115.83 |
|
LOW |
114.22 |
|
0.618 |
111.61 |
|
1.000 |
110.00 |
|
1.618 |
107.39 |
|
2.618 |
103.17 |
|
4.250 |
96.29 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.62 |
116.65 |
| PP |
116.97 |
115.03 |
| S1 |
116.33 |
113.42 |
|