NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
119.16 |
121.47 |
2.31 |
1.9% |
115.01 |
| High |
121.42 |
122.53 |
1.11 |
0.9% |
115.23 |
| Low |
118.10 |
120.18 |
2.08 |
1.8% |
107.60 |
| Close |
121.28 |
122.04 |
0.76 |
0.6% |
113.58 |
| Range |
3.32 |
2.35 |
-0.97 |
-29.2% |
7.63 |
| ATR |
2.32 |
2.32 |
0.00 |
0.1% |
0.00 |
| Volume |
3,153 |
4,302 |
1,149 |
36.4% |
18,789 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.63 |
127.69 |
123.33 |
|
| R3 |
126.28 |
125.34 |
122.69 |
|
| R2 |
123.93 |
123.93 |
122.47 |
|
| R1 |
122.99 |
122.99 |
122.26 |
123.46 |
| PP |
121.58 |
121.58 |
121.58 |
121.82 |
| S1 |
120.64 |
120.64 |
121.82 |
121.11 |
| S2 |
119.23 |
119.23 |
121.61 |
|
| S3 |
116.88 |
118.29 |
121.39 |
|
| S4 |
114.53 |
115.94 |
120.75 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.03 |
131.93 |
117.78 |
|
| R3 |
127.40 |
124.30 |
115.68 |
|
| R2 |
119.77 |
119.77 |
114.98 |
|
| R1 |
116.67 |
116.67 |
114.28 |
114.41 |
| PP |
112.14 |
112.14 |
112.14 |
111.00 |
| S1 |
109.04 |
109.04 |
112.88 |
106.78 |
| S2 |
104.51 |
104.51 |
112.18 |
|
| S3 |
96.88 |
101.41 |
111.48 |
|
| S4 |
89.25 |
93.78 |
109.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.53 |
110.32 |
12.21 |
10.0% |
3.02 |
2.5% |
96% |
True |
False |
3,659 |
| 10 |
122.53 |
107.60 |
14.93 |
12.2% |
2.54 |
2.1% |
97% |
True |
False |
3,689 |
| 20 |
122.53 |
105.95 |
16.58 |
13.6% |
1.85 |
1.5% |
97% |
True |
False |
2,817 |
| 40 |
122.53 |
96.27 |
26.26 |
21.5% |
1.67 |
1.4% |
98% |
True |
False |
2,614 |
| 60 |
122.53 |
93.04 |
29.49 |
24.2% |
1.49 |
1.2% |
98% |
True |
False |
2,211 |
| 80 |
122.53 |
85.48 |
37.05 |
30.4% |
1.34 |
1.1% |
99% |
True |
False |
1,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.52 |
|
2.618 |
128.68 |
|
1.618 |
126.33 |
|
1.000 |
124.88 |
|
0.618 |
123.98 |
|
HIGH |
122.53 |
|
0.618 |
121.63 |
|
0.500 |
121.36 |
|
0.382 |
121.08 |
|
LOW |
120.18 |
|
0.618 |
118.73 |
|
1.000 |
117.83 |
|
1.618 |
116.38 |
|
2.618 |
114.03 |
|
4.250 |
110.19 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.81 |
121.31 |
| PP |
121.58 |
120.59 |
| S1 |
121.36 |
119.86 |
|