NYMEX Light Sweet Crude Oil Future November 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 |
124.29 |
124.35 |
0.06 |
0.0% |
113.94 |
| High |
124.57 |
125.32 |
0.75 |
0.6% |
125.05 |
| Low |
123.55 |
121.15 |
-2.40 |
-1.9% |
113.94 |
| Close |
123.62 |
123.22 |
-0.40 |
-0.3% |
124.83 |
| Range |
1.02 |
4.17 |
3.15 |
308.8% |
11.11 |
| ATR |
2.21 |
2.35 |
0.14 |
6.3% |
0.00 |
| Volume |
5,297 |
5,244 |
-53 |
-1.0% |
19,821 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.74 |
133.65 |
125.51 |
|
| R3 |
131.57 |
129.48 |
124.37 |
|
| R2 |
127.40 |
127.40 |
123.98 |
|
| R1 |
125.31 |
125.31 |
123.60 |
124.27 |
| PP |
123.23 |
123.23 |
123.23 |
122.71 |
| S1 |
121.14 |
121.14 |
122.84 |
120.10 |
| S2 |
119.06 |
119.06 |
122.46 |
|
| S3 |
114.89 |
116.97 |
122.07 |
|
| S4 |
110.72 |
112.80 |
120.93 |
|
|
| 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 |
125.32 |
121.15 |
4.17 |
3.4% |
2.06 |
1.7% |
50% |
True |
True |
6,335 |
| 10 |
125.32 |
110.32 |
15.00 |
12.2% |
2.54 |
2.1% |
86% |
True |
False |
4,997 |
| 20 |
125.32 |
107.60 |
17.72 |
14.4% |
2.18 |
1.8% |
88% |
True |
False |
3,966 |
| 40 |
125.32 |
96.27 |
29.05 |
23.6% |
1.74 |
1.4% |
93% |
True |
False |
3,119 |
| 60 |
125.32 |
95.37 |
29.95 |
24.3% |
1.57 |
1.3% |
93% |
True |
False |
2,666 |
| 80 |
125.32 |
86.22 |
39.10 |
31.7% |
1.41 |
1.1% |
95% |
True |
False |
2,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.04 |
|
2.618 |
136.24 |
|
1.618 |
132.07 |
|
1.000 |
129.49 |
|
0.618 |
127.90 |
|
HIGH |
125.32 |
|
0.618 |
123.73 |
|
0.500 |
123.24 |
|
0.382 |
122.74 |
|
LOW |
121.15 |
|
0.618 |
118.57 |
|
1.000 |
116.98 |
|
1.618 |
114.40 |
|
2.618 |
110.23 |
|
4.250 |
103.43 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.24 |
123.24 |
| PP |
123.23 |
123.23 |
| S1 |
123.23 |
123.23 |
|