NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.75 |
132.39 |
1.64 |
1.3% |
125.22 |
| High |
133.51 |
133.19 |
-0.32 |
-0.2% |
135.79 |
| Low |
130.27 |
132.31 |
2.04 |
1.6% |
125.00 |
| Close |
132.03 |
132.82 |
0.79 |
0.6% |
132.03 |
| Range |
3.24 |
0.88 |
-2.36 |
-72.8% |
10.79 |
| ATR |
3.47 |
3.30 |
-0.16 |
-4.8% |
0.00 |
| Volume |
73,297 |
73,297 |
0 |
0.0% |
226,246 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.41 |
135.00 |
133.30 |
|
| R3 |
134.53 |
134.12 |
133.06 |
|
| R2 |
133.65 |
133.65 |
132.98 |
|
| R1 |
133.24 |
133.24 |
132.90 |
133.45 |
| PP |
132.77 |
132.77 |
132.77 |
132.88 |
| S1 |
132.36 |
132.36 |
132.74 |
132.57 |
| S2 |
131.89 |
131.89 |
132.66 |
|
| S3 |
131.01 |
131.48 |
132.58 |
|
| S4 |
130.13 |
130.60 |
132.34 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.31 |
158.46 |
137.96 |
|
| R3 |
152.52 |
147.67 |
135.00 |
|
| R2 |
141.73 |
141.73 |
134.01 |
|
| R1 |
136.88 |
136.88 |
133.02 |
139.31 |
| PP |
130.94 |
130.94 |
130.94 |
132.15 |
| S1 |
126.09 |
126.09 |
131.04 |
128.52 |
| S2 |
120.15 |
120.15 |
130.05 |
|
| S3 |
109.36 |
115.30 |
129.06 |
|
| S4 |
98.57 |
104.51 |
126.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.79 |
126.38 |
9.41 |
7.1% |
3.72 |
2.8% |
68% |
False |
False |
55,729 |
| 10 |
135.79 |
120.49 |
15.30 |
11.5% |
3.52 |
2.6% |
81% |
False |
False |
38,682 |
| 20 |
135.79 |
108.40 |
27.39 |
20.6% |
3.45 |
2.6% |
89% |
False |
False |
28,480 |
| 40 |
135.79 |
97.93 |
37.86 |
28.5% |
3.08 |
2.3% |
92% |
False |
False |
19,334 |
| 60 |
135.79 |
96.72 |
39.07 |
29.4% |
3.04 |
2.3% |
92% |
False |
False |
15,410 |
| 80 |
135.79 |
86.44 |
49.35 |
37.2% |
2.70 |
2.0% |
94% |
False |
False |
12,541 |
| 100 |
135.79 |
84.70 |
51.09 |
38.5% |
2.42 |
1.8% |
94% |
False |
False |
10,419 |
| 120 |
135.79 |
84.34 |
51.45 |
38.7% |
2.24 |
1.7% |
94% |
False |
False |
9,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.93 |
|
2.618 |
135.49 |
|
1.618 |
134.61 |
|
1.000 |
134.07 |
|
0.618 |
133.73 |
|
HIGH |
133.19 |
|
0.618 |
132.85 |
|
0.500 |
132.75 |
|
0.382 |
132.65 |
|
LOW |
132.31 |
|
0.618 |
131.77 |
|
1.000 |
131.43 |
|
1.618 |
130.89 |
|
2.618 |
130.01 |
|
4.250 |
128.57 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.80 |
133.01 |
| PP |
132.77 |
132.95 |
| S1 |
132.75 |
132.88 |
|