NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.90 |
124.85 |
1.95 |
1.6% |
114.70 |
| High |
125.30 |
125.48 |
0.18 |
0.1% |
125.30 |
| Low |
122.90 |
123.00 |
0.10 |
0.1% |
114.00 |
| Close |
125.14 |
123.35 |
-1.79 |
-1.4% |
125.14 |
| Range |
2.40 |
2.48 |
0.08 |
3.3% |
11.30 |
| ATR |
2.87 |
2.84 |
-0.03 |
-1.0% |
0.00 |
| Volume |
11,300 |
11,591 |
291 |
2.6% |
38,840 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.38 |
129.85 |
124.71 |
|
| R3 |
128.90 |
127.37 |
124.03 |
|
| R2 |
126.42 |
126.42 |
123.80 |
|
| R1 |
124.89 |
124.89 |
123.58 |
124.42 |
| PP |
123.94 |
123.94 |
123.94 |
123.71 |
| S1 |
122.41 |
122.41 |
123.12 |
121.94 |
| S2 |
121.46 |
121.46 |
122.90 |
|
| S3 |
118.98 |
119.93 |
122.67 |
|
| S4 |
116.50 |
117.45 |
121.99 |
|
|
| 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 |
125.48 |
117.55 |
7.93 |
6.4% |
2.77 |
2.2% |
73% |
True |
False |
9,100 |
| 10 |
125.48 |
108.00 |
17.48 |
14.2% |
3.38 |
2.7% |
88% |
True |
False |
8,107 |
| 20 |
125.48 |
107.24 |
18.24 |
14.8% |
2.85 |
2.3% |
88% |
True |
False |
6,349 |
| 40 |
125.48 |
96.67 |
28.81 |
23.4% |
2.59 |
2.1% |
93% |
True |
False |
5,563 |
| 60 |
125.48 |
93.39 |
32.09 |
26.0% |
2.21 |
1.8% |
93% |
True |
False |
4,468 |
| 80 |
125.48 |
84.60 |
40.88 |
33.1% |
1.95 |
1.6% |
95% |
True |
False |
3,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
131.97 |
|
1.618 |
129.49 |
|
1.000 |
127.96 |
|
0.618 |
127.01 |
|
HIGH |
125.48 |
|
0.618 |
124.53 |
|
0.500 |
124.24 |
|
0.382 |
123.95 |
|
LOW |
123.00 |
|
0.618 |
121.47 |
|
1.000 |
120.52 |
|
1.618 |
118.99 |
|
2.618 |
116.51 |
|
4.250 |
112.46 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.24 |
123.15 |
| PP |
123.94 |
122.94 |
| S1 |
123.65 |
122.74 |
|