NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.63 |
123.50 |
-1.13 |
-0.9% |
114.70 |
| High |
124.90 |
125.90 |
1.00 |
0.8% |
125.30 |
| Low |
123.47 |
120.30 |
-3.17 |
-2.6% |
114.00 |
| Close |
123.78 |
123.37 |
-0.41 |
-0.3% |
125.14 |
| Range |
1.43 |
5.60 |
4.17 |
291.6% |
11.30 |
| ATR |
2.79 |
2.99 |
0.20 |
7.2% |
0.00 |
| Volume |
7,409 |
7,701 |
292 |
3.9% |
38,840 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.99 |
137.28 |
126.45 |
|
| R3 |
134.39 |
131.68 |
124.91 |
|
| R2 |
128.79 |
128.79 |
124.40 |
|
| R1 |
126.08 |
126.08 |
123.88 |
124.64 |
| PP |
123.19 |
123.19 |
123.19 |
122.47 |
| S1 |
120.48 |
120.48 |
122.86 |
119.04 |
| S2 |
117.59 |
117.59 |
122.34 |
|
| S3 |
111.99 |
114.88 |
121.83 |
|
| S4 |
106.39 |
109.28 |
120.29 |
|
|
| 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 |
125.90 |
120.30 |
5.60 |
4.5% |
3.08 |
2.5% |
55% |
True |
True |
9,660 |
| 10 |
125.90 |
109.31 |
16.59 |
13.4% |
3.32 |
2.7% |
85% |
True |
False |
8,377 |
| 20 |
125.90 |
108.00 |
17.90 |
14.5% |
3.07 |
2.5% |
86% |
True |
False |
7,042 |
| 40 |
125.90 |
96.67 |
29.23 |
23.7% |
2.58 |
2.1% |
91% |
True |
False |
5,893 |
| 60 |
125.90 |
95.61 |
30.29 |
24.6% |
2.33 |
1.9% |
92% |
True |
False |
4,806 |
| 80 |
125.90 |
86.34 |
39.56 |
32.1% |
2.04 |
1.7% |
94% |
True |
False |
3,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.70 |
|
2.618 |
140.56 |
|
1.618 |
134.96 |
|
1.000 |
131.50 |
|
0.618 |
129.36 |
|
HIGH |
125.90 |
|
0.618 |
123.76 |
|
0.500 |
123.10 |
|
0.382 |
122.44 |
|
LOW |
120.30 |
|
0.618 |
116.84 |
|
1.000 |
114.70 |
|
1.618 |
111.24 |
|
2.618 |
105.64 |
|
4.250 |
96.50 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.28 |
123.28 |
| PP |
123.19 |
123.19 |
| S1 |
123.10 |
123.10 |
|