NYMEX Light Sweet Crude Oil Future October 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 |
109.45 |
114.70 |
5.25 |
4.8% |
116.06 |
| High |
114.12 |
118.00 |
3.88 |
3.4% |
116.06 |
| Low |
109.31 |
114.00 |
4.69 |
4.3% |
108.00 |
| Close |
114.07 |
117.73 |
3.66 |
3.2% |
114.07 |
| Range |
4.81 |
4.00 |
-0.81 |
-16.8% |
8.06 |
| ATR |
2.75 |
2.84 |
0.09 |
3.2% |
0.00 |
| Volume |
7,931 |
4,928 |
-3,003 |
-37.9% |
37,352 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.58 |
127.15 |
119.93 |
|
| R3 |
124.58 |
123.15 |
118.83 |
|
| R2 |
120.58 |
120.58 |
118.46 |
|
| R1 |
119.15 |
119.15 |
118.10 |
119.87 |
| PP |
116.58 |
116.58 |
116.58 |
116.93 |
| S1 |
115.15 |
115.15 |
117.36 |
115.87 |
| S2 |
112.58 |
112.58 |
117.00 |
|
| S3 |
108.58 |
111.15 |
116.63 |
|
| S4 |
104.58 |
107.15 |
115.53 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.89 |
133.54 |
118.50 |
|
| R3 |
128.83 |
125.48 |
116.29 |
|
| R2 |
120.77 |
120.77 |
115.55 |
|
| R1 |
117.42 |
117.42 |
114.81 |
115.07 |
| PP |
112.71 |
112.71 |
112.71 |
111.53 |
| S1 |
109.36 |
109.36 |
113.33 |
107.01 |
| S2 |
104.65 |
104.65 |
112.59 |
|
| S3 |
96.59 |
101.30 |
111.85 |
|
| S4 |
88.53 |
93.24 |
109.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.00 |
108.00 |
10.00 |
8.5% |
3.98 |
3.4% |
97% |
True |
False |
7,115 |
| 10 |
118.00 |
108.00 |
10.00 |
8.5% |
3.24 |
2.7% |
97% |
True |
False |
6,353 |
| 20 |
118.00 |
104.51 |
13.49 |
11.5% |
2.56 |
2.2% |
98% |
True |
False |
5,606 |
| 40 |
118.00 |
96.67 |
21.33 |
18.1% |
2.43 |
2.1% |
99% |
True |
False |
4,832 |
| 60 |
118.00 |
90.06 |
27.94 |
23.7% |
2.08 |
1.8% |
99% |
True |
False |
3,810 |
| 80 |
118.00 |
84.60 |
33.40 |
28.4% |
1.80 |
1.5% |
99% |
True |
False |
3,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.00 |
|
2.618 |
128.47 |
|
1.618 |
124.47 |
|
1.000 |
122.00 |
|
0.618 |
120.47 |
|
HIGH |
118.00 |
|
0.618 |
116.47 |
|
0.500 |
116.00 |
|
0.382 |
115.53 |
|
LOW |
114.00 |
|
0.618 |
111.53 |
|
1.000 |
110.00 |
|
1.618 |
107.53 |
|
2.618 |
103.53 |
|
4.250 |
97.00 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.15 |
116.15 |
| PP |
116.58 |
114.58 |
| S1 |
116.00 |
113.00 |
|