NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.70 |
117.55 |
2.85 |
2.5% |
116.06 |
| High |
118.00 |
120.39 |
2.39 |
2.0% |
116.06 |
| Low |
114.00 |
117.55 |
3.55 |
3.1% |
108.00 |
| Close |
117.73 |
119.68 |
1.95 |
1.7% |
114.07 |
| Range |
4.00 |
2.84 |
-1.16 |
-29.0% |
8.06 |
| ATR |
2.84 |
2.84 |
0.00 |
0.0% |
0.00 |
| Volume |
4,928 |
5,114 |
186 |
3.8% |
37,352 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.73 |
126.54 |
121.24 |
|
| R3 |
124.89 |
123.70 |
120.46 |
|
| R2 |
122.05 |
122.05 |
120.20 |
|
| R1 |
120.86 |
120.86 |
119.94 |
121.46 |
| PP |
119.21 |
119.21 |
119.21 |
119.50 |
| S1 |
118.02 |
118.02 |
119.42 |
118.62 |
| S2 |
116.37 |
116.37 |
119.16 |
|
| S3 |
113.53 |
115.18 |
118.90 |
|
| S4 |
110.69 |
112.34 |
118.12 |
|
|
| 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 |
120.39 |
108.00 |
12.39 |
10.4% |
3.94 |
3.3% |
94% |
True |
False |
7,186 |
| 10 |
120.39 |
108.00 |
12.39 |
10.4% |
3.24 |
2.7% |
94% |
True |
False |
6,581 |
| 20 |
120.39 |
105.17 |
15.22 |
12.7% |
2.64 |
2.2% |
95% |
True |
False |
5,582 |
| 40 |
120.39 |
96.67 |
23.72 |
19.8% |
2.44 |
2.0% |
97% |
True |
False |
4,870 |
| 60 |
120.39 |
91.13 |
29.26 |
24.4% |
2.08 |
1.7% |
98% |
True |
False |
3,887 |
| 80 |
120.39 |
84.60 |
35.79 |
29.9% |
1.84 |
1.5% |
98% |
True |
False |
3,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.46 |
|
2.618 |
127.83 |
|
1.618 |
124.99 |
|
1.000 |
123.23 |
|
0.618 |
122.15 |
|
HIGH |
120.39 |
|
0.618 |
119.31 |
|
0.500 |
118.97 |
|
0.382 |
118.63 |
|
LOW |
117.55 |
|
0.618 |
115.79 |
|
1.000 |
114.71 |
|
1.618 |
112.95 |
|
2.618 |
110.11 |
|
4.250 |
105.48 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.44 |
118.07 |
| PP |
119.21 |
116.46 |
| S1 |
118.97 |
114.85 |
|