NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.96 |
123.25 |
-1.71 |
-1.4% |
114.22 |
| High |
125.55 |
126.00 |
0.45 |
0.4% |
125.60 |
| Low |
123.10 |
122.45 |
-0.65 |
-0.5% |
114.22 |
| Close |
123.61 |
125.00 |
1.39 |
1.1% |
125.45 |
| Range |
2.45 |
3.55 |
1.10 |
44.9% |
11.38 |
| ATR |
3.07 |
3.10 |
0.03 |
1.1% |
0.00 |
| Volume |
25,513 |
27,193 |
1,680 |
6.6% |
93,083 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.13 |
133.62 |
126.95 |
|
| R3 |
131.58 |
130.07 |
125.98 |
|
| R2 |
128.03 |
128.03 |
125.65 |
|
| R1 |
126.52 |
126.52 |
125.33 |
127.28 |
| PP |
124.48 |
124.48 |
124.48 |
124.86 |
| S1 |
122.97 |
122.97 |
124.67 |
123.73 |
| S2 |
120.93 |
120.93 |
124.35 |
|
| S3 |
117.38 |
119.42 |
124.02 |
|
| S4 |
113.83 |
115.87 |
123.05 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.90 |
152.05 |
131.71 |
|
| R3 |
144.52 |
140.67 |
128.58 |
|
| R2 |
133.14 |
133.14 |
127.54 |
|
| R1 |
129.29 |
129.29 |
126.49 |
131.22 |
| PP |
121.76 |
121.76 |
121.76 |
122.72 |
| S1 |
117.91 |
117.91 |
124.41 |
119.84 |
| S2 |
110.38 |
110.38 |
123.36 |
|
| S3 |
99.00 |
106.53 |
122.32 |
|
| S4 |
87.62 |
95.15 |
119.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.00 |
119.18 |
6.82 |
5.5% |
2.91 |
2.3% |
85% |
True |
False |
23,698 |
| 10 |
126.00 |
108.40 |
17.60 |
14.1% |
3.43 |
2.7% |
94% |
True |
False |
19,918 |
| 20 |
126.00 |
108.40 |
17.60 |
14.1% |
3.03 |
2.4% |
94% |
True |
False |
15,616 |
| 40 |
126.00 |
96.72 |
29.28 |
23.4% |
3.06 |
2.4% |
97% |
True |
False |
12,136 |
| 60 |
126.00 |
94.46 |
31.54 |
25.2% |
2.80 |
2.2% |
97% |
True |
False |
10,158 |
| 80 |
126.00 |
84.70 |
41.30 |
33.0% |
2.49 |
2.0% |
98% |
True |
False |
8,339 |
| 100 |
126.00 |
84.70 |
41.30 |
33.0% |
2.18 |
1.7% |
98% |
True |
False |
7,028 |
| 120 |
126.00 |
84.34 |
41.66 |
33.3% |
2.02 |
1.6% |
98% |
True |
False |
6,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.09 |
|
2.618 |
135.29 |
|
1.618 |
131.74 |
|
1.000 |
129.55 |
|
0.618 |
128.19 |
|
HIGH |
126.00 |
|
0.618 |
124.64 |
|
0.500 |
124.23 |
|
0.382 |
123.81 |
|
LOW |
122.45 |
|
0.618 |
120.26 |
|
1.000 |
118.90 |
|
1.618 |
116.71 |
|
2.618 |
113.16 |
|
4.250 |
107.36 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.74 |
124.74 |
| PP |
124.48 |
124.48 |
| S1 |
124.23 |
124.23 |
|