NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
120.00 |
122.90 |
2.90 |
2.4% |
114.70 |
High |
122.89 |
125.30 |
2.41 |
2.0% |
125.30 |
Low |
120.00 |
122.90 |
2.90 |
2.4% |
114.00 |
Close |
122.46 |
125.14 |
2.68 |
2.2% |
125.14 |
Range |
2.89 |
2.40 |
-0.49 |
-17.0% |
11.30 |
ATR |
2.87 |
2.87 |
0.00 |
-0.1% |
0.00 |
Volume |
9,801 |
11,300 |
1,499 |
15.3% |
38,840 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.65 |
130.79 |
126.46 |
|
R3 |
129.25 |
128.39 |
125.80 |
|
R2 |
126.85 |
126.85 |
125.58 |
|
R1 |
125.99 |
125.99 |
125.36 |
126.42 |
PP |
124.45 |
124.45 |
124.45 |
124.66 |
S1 |
123.59 |
123.59 |
124.92 |
124.02 |
S2 |
122.05 |
122.05 |
124.70 |
|
S3 |
119.65 |
121.19 |
124.48 |
|
S4 |
117.25 |
118.79 |
123.82 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.38 |
151.56 |
131.36 |
|
R3 |
144.08 |
140.26 |
128.25 |
|
R2 |
132.78 |
132.78 |
127.21 |
|
R1 |
128.96 |
128.96 |
126.18 |
130.87 |
PP |
121.48 |
121.48 |
121.48 |
122.44 |
S1 |
117.66 |
117.66 |
124.10 |
119.57 |
S2 |
110.18 |
110.18 |
123.07 |
|
S3 |
98.88 |
106.36 |
122.03 |
|
S4 |
87.58 |
95.06 |
118.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.30 |
114.00 |
11.30 |
9.0% |
3.08 |
2.5% |
99% |
True |
False |
7,768 |
10 |
125.30 |
108.00 |
17.30 |
13.8% |
3.26 |
2.6% |
99% |
True |
False |
7,619 |
20 |
125.30 |
107.01 |
18.29 |
14.6% |
2.81 |
2.2% |
99% |
True |
False |
5,869 |
40 |
125.30 |
96.67 |
28.63 |
22.9% |
2.53 |
2.0% |
99% |
True |
False |
5,344 |
60 |
125.30 |
93.39 |
31.91 |
25.5% |
2.19 |
1.8% |
99% |
True |
False |
4,286 |
80 |
125.30 |
84.60 |
40.70 |
32.5% |
1.93 |
1.5% |
100% |
True |
False |
3,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.50 |
2.618 |
131.58 |
1.618 |
129.18 |
1.000 |
127.70 |
0.618 |
126.78 |
HIGH |
125.30 |
0.618 |
124.38 |
0.500 |
124.10 |
0.382 |
123.82 |
LOW |
122.90 |
0.618 |
121.42 |
1.000 |
120.50 |
1.618 |
119.02 |
2.618 |
116.62 |
4.250 |
112.70 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
124.79 |
124.10 |
PP |
124.45 |
123.07 |
S1 |
124.10 |
122.03 |
|