NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.00 |
118.90 |
3.90 |
3.4% |
116.10 |
| High |
121.01 |
122.65 |
1.64 |
1.4% |
117.00 |
| Low |
117.71 |
119.18 |
1.47 |
1.2% |
108.40 |
| Close |
120.21 |
122.25 |
2.04 |
1.7% |
114.58 |
| Range |
3.30 |
3.47 |
0.17 |
5.2% |
8.60 |
| ATR |
3.15 |
3.17 |
0.02 |
0.7% |
0.00 |
| Volume |
11,749 |
15,639 |
3,890 |
33.1% |
84,855 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.77 |
130.48 |
124.16 |
|
| R3 |
128.30 |
127.01 |
123.20 |
|
| R2 |
124.83 |
124.83 |
122.89 |
|
| R1 |
123.54 |
123.54 |
122.57 |
124.19 |
| PP |
121.36 |
121.36 |
121.36 |
121.68 |
| S1 |
120.07 |
120.07 |
121.93 |
120.72 |
| S2 |
117.89 |
117.89 |
121.61 |
|
| S3 |
114.42 |
116.60 |
121.30 |
|
| S4 |
110.95 |
113.13 |
120.34 |
|
|
| 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 |
122.65 |
108.40 |
14.25 |
11.7% |
3.98 |
3.3% |
97% |
True |
False |
16,296 |
| 10 |
122.65 |
108.40 |
14.25 |
11.7% |
3.62 |
3.0% |
97% |
True |
False |
15,438 |
| 20 |
122.65 |
106.06 |
16.59 |
13.6% |
2.96 |
2.4% |
98% |
True |
False |
12,290 |
| 40 |
122.65 |
96.72 |
25.93 |
21.2% |
3.06 |
2.5% |
98% |
True |
False |
10,469 |
| 60 |
122.65 |
91.21 |
31.44 |
25.7% |
2.70 |
2.2% |
99% |
True |
False |
8,739 |
| 80 |
122.65 |
84.70 |
37.95 |
31.0% |
2.43 |
2.0% |
99% |
True |
False |
7,097 |
| 100 |
122.65 |
84.70 |
37.95 |
31.0% |
2.10 |
1.7% |
99% |
True |
False |
6,087 |
| 120 |
122.65 |
84.34 |
38.31 |
31.3% |
1.94 |
1.6% |
99% |
True |
False |
5,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.40 |
|
2.618 |
131.73 |
|
1.618 |
128.26 |
|
1.000 |
126.12 |
|
0.618 |
124.79 |
|
HIGH |
122.65 |
|
0.618 |
121.32 |
|
0.500 |
120.92 |
|
0.382 |
120.51 |
|
LOW |
119.18 |
|
0.618 |
117.04 |
|
1.000 |
115.71 |
|
1.618 |
113.57 |
|
2.618 |
110.10 |
|
4.250 |
104.43 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.81 |
120.98 |
| PP |
121.36 |
119.71 |
| S1 |
120.92 |
118.44 |
|