NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.60 |
126.94 |
3.34 |
2.7% |
124.22 |
| High |
126.45 |
126.94 |
0.49 |
0.4% |
126.45 |
| Low |
123.60 |
125.60 |
2.00 |
1.6% |
121.15 |
| Close |
125.54 |
126.51 |
0.97 |
0.8% |
125.54 |
| Range |
2.85 |
1.34 |
-1.51 |
-53.0% |
5.30 |
| ATR |
2.41 |
2.34 |
-0.07 |
-3.0% |
0.00 |
| Volume |
5,737 |
5,373 |
-364 |
-6.3% |
30,928 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.37 |
129.78 |
127.25 |
|
| R3 |
129.03 |
128.44 |
126.88 |
|
| R2 |
127.69 |
127.69 |
126.76 |
|
| R1 |
127.10 |
127.10 |
126.63 |
126.73 |
| PP |
126.35 |
126.35 |
126.35 |
126.16 |
| S1 |
125.76 |
125.76 |
126.39 |
125.39 |
| S2 |
125.01 |
125.01 |
126.26 |
|
| S3 |
123.67 |
124.42 |
126.14 |
|
| S4 |
122.33 |
123.08 |
125.77 |
|
|
| 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 |
126.94 |
121.15 |
5.79 |
4.6% |
2.24 |
1.8% |
93% |
True |
False |
5,830 |
| 10 |
126.94 |
117.19 |
9.75 |
7.7% |
2.30 |
1.8% |
96% |
True |
False |
5,279 |
| 20 |
126.94 |
107.60 |
19.34 |
15.3% |
2.25 |
1.8% |
98% |
True |
False |
4,374 |
| 40 |
126.94 |
98.15 |
28.79 |
22.8% |
1.77 |
1.4% |
99% |
True |
False |
3,255 |
| 60 |
126.94 |
96.14 |
30.80 |
24.3% |
1.60 |
1.3% |
99% |
True |
False |
2,825 |
| 80 |
126.94 |
86.22 |
40.72 |
32.2% |
1.46 |
1.2% |
99% |
True |
False |
2,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.64 |
|
2.618 |
130.45 |
|
1.618 |
129.11 |
|
1.000 |
128.28 |
|
0.618 |
127.77 |
|
HIGH |
126.94 |
|
0.618 |
126.43 |
|
0.500 |
126.27 |
|
0.382 |
126.11 |
|
LOW |
125.60 |
|
0.618 |
124.77 |
|
1.000 |
124.26 |
|
1.618 |
123.43 |
|
2.618 |
122.09 |
|
4.250 |
119.91 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.43 |
125.69 |
| PP |
126.35 |
124.87 |
| S1 |
126.27 |
124.05 |
|