NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.80 |
125.89 |
2.09 |
1.7% |
124.85 |
| High |
126.70 |
126.79 |
0.09 |
0.1% |
126.70 |
| Low |
123.80 |
124.95 |
1.15 |
0.9% |
120.30 |
| Close |
125.67 |
126.54 |
0.87 |
0.7% |
125.67 |
| Range |
2.90 |
1.84 |
-1.06 |
-36.6% |
6.40 |
| ATR |
3.01 |
2.93 |
-0.08 |
-2.8% |
0.00 |
| Volume |
8,724 |
9,206 |
482 |
5.5% |
45,724 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.61 |
130.92 |
127.55 |
|
| R3 |
129.77 |
129.08 |
127.05 |
|
| R2 |
127.93 |
127.93 |
126.88 |
|
| R1 |
127.24 |
127.24 |
126.71 |
127.59 |
| PP |
126.09 |
126.09 |
126.09 |
126.27 |
| S1 |
125.40 |
125.40 |
126.37 |
125.75 |
| S2 |
124.25 |
124.25 |
126.20 |
|
| S3 |
122.41 |
123.56 |
126.03 |
|
| S4 |
120.57 |
121.72 |
125.53 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.42 |
140.95 |
129.19 |
|
| R3 |
137.02 |
134.55 |
127.43 |
|
| R2 |
130.62 |
130.62 |
126.84 |
|
| R1 |
128.15 |
128.15 |
126.26 |
129.39 |
| PP |
124.22 |
124.22 |
124.22 |
124.84 |
| S1 |
121.75 |
121.75 |
125.08 |
122.99 |
| S2 |
117.82 |
117.82 |
124.50 |
|
| S3 |
111.42 |
115.35 |
123.91 |
|
| S4 |
105.02 |
108.95 |
122.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.79 |
120.30 |
6.49 |
5.1% |
3.05 |
2.4% |
96% |
True |
False |
8,667 |
| 10 |
126.79 |
117.55 |
9.24 |
7.3% |
2.91 |
2.3% |
97% |
True |
False |
8,884 |
| 20 |
126.79 |
108.00 |
18.79 |
14.8% |
3.08 |
2.4% |
99% |
True |
False |
7,618 |
| 40 |
126.79 |
97.48 |
29.31 |
23.2% |
2.61 |
2.1% |
99% |
True |
False |
6,081 |
| 60 |
126.79 |
96.38 |
30.41 |
24.0% |
2.36 |
1.9% |
99% |
True |
False |
5,078 |
| 80 |
126.79 |
86.34 |
40.45 |
32.0% |
2.10 |
1.7% |
99% |
True |
False |
4,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.61 |
|
2.618 |
131.61 |
|
1.618 |
129.77 |
|
1.000 |
128.63 |
|
0.618 |
127.93 |
|
HIGH |
126.79 |
|
0.618 |
126.09 |
|
0.500 |
125.87 |
|
0.382 |
125.65 |
|
LOW |
124.95 |
|
0.618 |
123.81 |
|
1.000 |
123.11 |
|
1.618 |
121.97 |
|
2.618 |
120.13 |
|
4.250 |
117.13 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.32 |
125.54 |
| PP |
126.09 |
124.54 |
| S1 |
125.87 |
123.55 |
|