NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.10 |
123.53 |
-1.57 |
-1.3% |
114.22 |
| High |
125.22 |
126.08 |
0.86 |
0.7% |
125.60 |
| Low |
123.50 |
120.49 |
-3.01 |
-2.4% |
114.22 |
| Close |
123.90 |
123.51 |
-0.39 |
-0.3% |
125.45 |
| Range |
1.72 |
5.59 |
3.87 |
225.0% |
11.38 |
| ATR |
3.00 |
3.19 |
0.18 |
6.2% |
0.00 |
| Volume |
17,248 |
22,257 |
5,009 |
29.0% |
93,083 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.13 |
137.41 |
126.58 |
|
| R3 |
134.54 |
131.82 |
125.05 |
|
| R2 |
128.95 |
128.95 |
124.53 |
|
| R1 |
126.23 |
126.23 |
124.02 |
124.80 |
| PP |
123.36 |
123.36 |
123.36 |
122.64 |
| S1 |
120.64 |
120.64 |
123.00 |
119.21 |
| S2 |
117.77 |
117.77 |
122.49 |
|
| S3 |
112.18 |
115.05 |
121.97 |
|
| S4 |
106.59 |
109.46 |
120.44 |
|
|
| 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 |
126.08 |
120.49 |
5.59 |
4.5% |
3.11 |
2.5% |
54% |
True |
True |
24,200 |
| 10 |
126.08 |
109.84 |
16.24 |
13.1% |
3.41 |
2.8% |
84% |
True |
False |
20,664 |
| 20 |
126.08 |
108.40 |
17.68 |
14.3% |
3.23 |
2.6% |
85% |
True |
False |
16,704 |
| 40 |
126.08 |
96.72 |
29.36 |
23.8% |
2.99 |
2.4% |
91% |
True |
False |
12,729 |
| 60 |
126.08 |
95.83 |
30.25 |
24.5% |
2.83 |
2.3% |
92% |
True |
False |
10,696 |
| 80 |
126.08 |
85.68 |
40.40 |
32.7% |
2.54 |
2.1% |
94% |
True |
False |
8,766 |
| 100 |
126.08 |
84.70 |
41.38 |
33.5% |
2.24 |
1.8% |
94% |
True |
False |
7,330 |
| 120 |
126.08 |
84.34 |
41.74 |
33.8% |
2.07 |
1.7% |
94% |
True |
False |
6,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.84 |
|
2.618 |
140.71 |
|
1.618 |
135.12 |
|
1.000 |
131.67 |
|
0.618 |
129.53 |
|
HIGH |
126.08 |
|
0.618 |
123.94 |
|
0.500 |
123.29 |
|
0.382 |
122.63 |
|
LOW |
120.49 |
|
0.618 |
117.04 |
|
1.000 |
114.90 |
|
1.618 |
111.45 |
|
2.618 |
105.86 |
|
4.250 |
96.73 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.44 |
123.44 |
| PP |
123.36 |
123.36 |
| S1 |
123.29 |
123.29 |
|