NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.59 |
129.66 |
3.07 |
2.4% |
124.85 |
| High |
129.84 |
135.02 |
5.18 |
4.0% |
126.70 |
| Low |
126.59 |
129.54 |
2.95 |
2.3% |
120.30 |
| Close |
129.63 |
134.03 |
4.40 |
3.4% |
125.67 |
| Range |
3.25 |
5.48 |
2.23 |
68.6% |
6.40 |
| ATR |
2.95 |
3.13 |
0.18 |
6.1% |
0.00 |
| Volume |
7,290 |
23,933 |
16,643 |
228.3% |
45,724 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.30 |
147.15 |
137.04 |
|
| R3 |
143.82 |
141.67 |
135.54 |
|
| R2 |
138.34 |
138.34 |
135.03 |
|
| R1 |
136.19 |
136.19 |
134.53 |
137.27 |
| PP |
132.86 |
132.86 |
132.86 |
133.40 |
| S1 |
130.71 |
130.71 |
133.53 |
131.79 |
| S2 |
127.38 |
127.38 |
133.03 |
|
| S3 |
121.90 |
125.23 |
132.52 |
|
| S4 |
116.42 |
119.75 |
131.02 |
|
|
| 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 |
135.02 |
120.30 |
14.72 |
11.0% |
3.81 |
2.8% |
93% |
True |
False |
11,370 |
| 10 |
135.02 |
120.00 |
15.02 |
11.2% |
3.18 |
2.4% |
93% |
True |
False |
10,725 |
| 20 |
135.02 |
108.00 |
27.02 |
20.2% |
3.29 |
2.5% |
96% |
True |
False |
8,763 |
| 40 |
135.02 |
97.48 |
37.54 |
28.0% |
2.71 |
2.0% |
97% |
True |
False |
6,705 |
| 60 |
135.02 |
96.67 |
38.35 |
28.6% |
2.49 |
1.9% |
97% |
True |
False |
5,563 |
| 80 |
135.02 |
86.34 |
48.68 |
36.3% |
2.17 |
1.6% |
98% |
True |
False |
4,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.31 |
|
2.618 |
149.37 |
|
1.618 |
143.89 |
|
1.000 |
140.50 |
|
0.618 |
138.41 |
|
HIGH |
135.02 |
|
0.618 |
132.93 |
|
0.500 |
132.28 |
|
0.382 |
131.63 |
|
LOW |
129.54 |
|
0.618 |
126.15 |
|
1.000 |
124.06 |
|
1.618 |
120.67 |
|
2.618 |
115.19 |
|
4.250 |
106.25 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.45 |
132.68 |
| PP |
132.86 |
131.33 |
| S1 |
132.28 |
129.99 |
|