NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.35 |
123.60 |
-0.75 |
-0.6% |
124.22 |
| High |
125.32 |
126.45 |
1.13 |
0.9% |
126.45 |
| Low |
121.15 |
123.60 |
2.45 |
2.0% |
121.15 |
| Close |
123.22 |
125.54 |
2.32 |
1.9% |
125.54 |
| Range |
4.17 |
2.85 |
-1.32 |
-31.7% |
5.30 |
| ATR |
2.35 |
2.41 |
0.06 |
2.7% |
0.00 |
| Volume |
5,244 |
5,737 |
493 |
9.4% |
30,928 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.75 |
132.49 |
127.11 |
|
| R3 |
130.90 |
129.64 |
126.32 |
|
| R2 |
128.05 |
128.05 |
126.06 |
|
| R1 |
126.79 |
126.79 |
125.80 |
127.42 |
| PP |
125.20 |
125.20 |
125.20 |
125.51 |
| S1 |
123.94 |
123.94 |
125.28 |
124.57 |
| S2 |
122.35 |
122.35 |
125.02 |
|
| S3 |
119.50 |
121.09 |
124.76 |
|
| S4 |
116.65 |
118.24 |
123.97 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.28 |
138.21 |
128.46 |
|
| R3 |
134.98 |
132.91 |
127.00 |
|
| R2 |
129.68 |
129.68 |
126.51 |
|
| R1 |
127.61 |
127.61 |
126.03 |
128.65 |
| PP |
124.38 |
124.38 |
124.38 |
124.90 |
| S1 |
122.31 |
122.31 |
125.05 |
123.35 |
| S2 |
119.08 |
119.08 |
124.57 |
|
| S3 |
113.78 |
117.01 |
124.08 |
|
| S4 |
108.48 |
111.71 |
122.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.45 |
121.15 |
5.30 |
4.2% |
2.36 |
1.9% |
83% |
True |
False |
6,185 |
| 10 |
126.45 |
113.94 |
12.51 |
10.0% |
2.50 |
2.0% |
93% |
True |
False |
5,074 |
| 20 |
126.45 |
107.60 |
18.85 |
15.0% |
2.22 |
1.8% |
95% |
True |
False |
4,198 |
| 40 |
126.45 |
98.10 |
28.35 |
22.6% |
1.75 |
1.4% |
97% |
True |
False |
3,203 |
| 60 |
126.45 |
95.37 |
31.08 |
24.8% |
1.60 |
1.3% |
97% |
True |
False |
2,755 |
| 80 |
126.45 |
86.22 |
40.23 |
32.0% |
1.45 |
1.2% |
98% |
True |
False |
2,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.56 |
|
2.618 |
133.91 |
|
1.618 |
131.06 |
|
1.000 |
129.30 |
|
0.618 |
128.21 |
|
HIGH |
126.45 |
|
0.618 |
125.36 |
|
0.500 |
125.03 |
|
0.382 |
124.69 |
|
LOW |
123.60 |
|
0.618 |
121.84 |
|
1.000 |
120.75 |
|
1.618 |
118.99 |
|
2.618 |
116.14 |
|
4.250 |
111.49 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.37 |
124.96 |
| PP |
125.20 |
124.38 |
| S1 |
125.03 |
123.80 |
|