NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.71 |
124.29 |
1.58 |
1.3% |
113.94 |
| High |
124.50 |
124.57 |
0.07 |
0.1% |
125.05 |
| Low |
122.70 |
123.55 |
0.85 |
0.7% |
113.94 |
| Close |
124.41 |
123.62 |
-0.79 |
-0.6% |
124.83 |
| Range |
1.80 |
1.02 |
-0.78 |
-43.3% |
11.11 |
| ATR |
2.30 |
2.21 |
-0.09 |
-4.0% |
0.00 |
| Volume |
7,502 |
5,297 |
-2,205 |
-29.4% |
19,821 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.97 |
126.32 |
124.18 |
|
| R3 |
125.95 |
125.30 |
123.90 |
|
| R2 |
124.93 |
124.93 |
123.81 |
|
| R1 |
124.28 |
124.28 |
123.71 |
124.10 |
| PP |
123.91 |
123.91 |
123.91 |
123.82 |
| S1 |
123.26 |
123.26 |
123.53 |
123.08 |
| S2 |
122.89 |
122.89 |
123.43 |
|
| S3 |
121.87 |
122.24 |
123.34 |
|
| S4 |
120.85 |
121.22 |
123.06 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.60 |
150.83 |
130.94 |
|
| R3 |
143.49 |
139.72 |
127.89 |
|
| R2 |
132.38 |
132.38 |
126.87 |
|
| R1 |
128.61 |
128.61 |
125.85 |
130.50 |
| PP |
121.27 |
121.27 |
121.27 |
122.22 |
| S1 |
117.50 |
117.50 |
123.81 |
119.39 |
| S2 |
110.16 |
110.16 |
122.79 |
|
| S3 |
99.05 |
106.39 |
121.77 |
|
| S4 |
87.94 |
95.28 |
118.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.05 |
120.18 |
4.87 |
3.9% |
1.70 |
1.4% |
71% |
False |
False |
6,146 |
| 10 |
125.05 |
107.60 |
17.45 |
14.1% |
2.35 |
1.9% |
92% |
False |
False |
4,976 |
| 20 |
125.05 |
107.60 |
17.45 |
14.1% |
2.01 |
1.6% |
92% |
False |
False |
3,847 |
| 40 |
125.05 |
96.27 |
28.78 |
23.3% |
1.73 |
1.4% |
95% |
False |
False |
3,041 |
| 60 |
125.05 |
95.37 |
29.68 |
24.0% |
1.53 |
1.2% |
95% |
False |
False |
2,586 |
| 80 |
125.05 |
85.48 |
39.57 |
32.0% |
1.37 |
1.1% |
96% |
False |
False |
2,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.91 |
|
2.618 |
127.24 |
|
1.618 |
126.22 |
|
1.000 |
125.59 |
|
0.618 |
125.20 |
|
HIGH |
124.57 |
|
0.618 |
124.18 |
|
0.500 |
124.06 |
|
0.382 |
123.94 |
|
LOW |
123.55 |
|
0.618 |
122.92 |
|
1.000 |
122.53 |
|
1.618 |
121.90 |
|
2.618 |
120.88 |
|
4.250 |
119.22 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.06 |
123.80 |
| PP |
123.91 |
123.74 |
| S1 |
123.77 |
123.68 |
|