NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.94 |
126.56 |
-0.38 |
-0.3% |
124.22 |
| High |
126.94 |
129.81 |
2.87 |
2.3% |
126.45 |
| Low |
125.60 |
126.56 |
0.96 |
0.8% |
121.15 |
| Close |
126.51 |
129.76 |
3.25 |
2.6% |
125.54 |
| Range |
1.34 |
3.25 |
1.91 |
142.5% |
5.30 |
| ATR |
2.34 |
2.41 |
0.07 |
2.9% |
0.00 |
| Volume |
5,373 |
4,098 |
-1,275 |
-23.7% |
30,928 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.46 |
137.36 |
131.55 |
|
| R3 |
135.21 |
134.11 |
130.65 |
|
| R2 |
131.96 |
131.96 |
130.36 |
|
| R1 |
130.86 |
130.86 |
130.06 |
131.41 |
| PP |
128.71 |
128.71 |
128.71 |
128.99 |
| S1 |
127.61 |
127.61 |
129.46 |
128.16 |
| S2 |
125.46 |
125.46 |
129.16 |
|
| S3 |
122.21 |
124.36 |
128.87 |
|
| S4 |
118.96 |
121.11 |
127.97 |
|
|
| 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 |
129.81 |
121.15 |
8.66 |
6.7% |
2.53 |
1.9% |
99% |
True |
False |
5,149 |
| 10 |
129.81 |
118.10 |
11.71 |
9.0% |
2.34 |
1.8% |
100% |
True |
False |
5,433 |
| 20 |
129.81 |
107.60 |
22.21 |
17.1% |
2.32 |
1.8% |
100% |
True |
False |
4,488 |
| 40 |
129.81 |
98.15 |
31.66 |
24.4% |
1.82 |
1.4% |
100% |
True |
False |
3,343 |
| 60 |
129.81 |
96.27 |
33.54 |
25.8% |
1.64 |
1.3% |
100% |
True |
False |
2,883 |
| 80 |
129.81 |
86.22 |
43.59 |
33.6% |
1.48 |
1.1% |
100% |
True |
False |
2,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.62 |
|
2.618 |
138.32 |
|
1.618 |
135.07 |
|
1.000 |
133.06 |
|
0.618 |
131.82 |
|
HIGH |
129.81 |
|
0.618 |
128.57 |
|
0.500 |
128.19 |
|
0.382 |
127.80 |
|
LOW |
126.56 |
|
0.618 |
124.55 |
|
1.000 |
123.31 |
|
1.618 |
121.30 |
|
2.618 |
118.05 |
|
4.250 |
112.75 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.24 |
128.74 |
| PP |
128.71 |
127.72 |
| S1 |
128.19 |
126.71 |
|