NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.30 |
129.46 |
1.16 |
0.9% |
126.94 |
| High |
130.36 |
132.44 |
2.08 |
1.6% |
136.06 |
| Low |
126.03 |
126.36 |
0.33 |
0.3% |
125.60 |
| Close |
130.17 |
126.48 |
-3.69 |
-2.8% |
131.55 |
| Range |
4.33 |
6.08 |
1.75 |
40.4% |
10.46 |
| ATR |
3.07 |
3.29 |
0.21 |
7.0% |
0.00 |
| Volume |
8,851 |
15,028 |
6,177 |
69.8% |
59,752 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.67 |
142.65 |
129.82 |
|
| R3 |
140.59 |
136.57 |
128.15 |
|
| R2 |
134.51 |
134.51 |
127.59 |
|
| R1 |
130.49 |
130.49 |
127.04 |
129.46 |
| PP |
128.43 |
128.43 |
128.43 |
127.91 |
| S1 |
124.41 |
124.41 |
125.92 |
123.38 |
| S2 |
122.35 |
122.35 |
125.37 |
|
| S3 |
116.27 |
118.33 |
124.81 |
|
| S4 |
110.19 |
112.25 |
123.14 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.45 |
157.46 |
137.30 |
|
| R3 |
151.99 |
147.00 |
134.43 |
|
| R2 |
141.53 |
141.53 |
133.47 |
|
| R1 |
136.54 |
136.54 |
132.51 |
139.04 |
| PP |
131.07 |
131.07 |
131.07 |
132.32 |
| S1 |
126.08 |
126.08 |
130.59 |
128.58 |
| S2 |
120.61 |
120.61 |
129.63 |
|
| S3 |
110.15 |
115.62 |
128.67 |
|
| S4 |
99.69 |
105.16 |
125.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.06 |
126.03 |
10.03 |
7.9% |
4.72 |
3.7% |
4% |
False |
False |
15,200 |
| 10 |
136.06 |
121.15 |
14.91 |
11.8% |
4.07 |
3.2% |
36% |
False |
False |
10,938 |
| 20 |
136.06 |
107.60 |
28.46 |
22.5% |
3.21 |
2.5% |
66% |
False |
False |
7,957 |
| 40 |
136.06 |
100.04 |
36.02 |
28.5% |
2.23 |
1.8% |
73% |
False |
False |
5,175 |
| 60 |
136.06 |
96.27 |
39.79 |
31.5% |
2.01 |
1.6% |
76% |
False |
False |
4,283 |
| 80 |
136.06 |
86.22 |
49.84 |
39.4% |
1.81 |
1.4% |
81% |
False |
False |
3,416 |
| 100 |
136.06 |
85.48 |
50.58 |
40.0% |
1.56 |
1.2% |
81% |
False |
False |
2,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.28 |
|
2.618 |
148.36 |
|
1.618 |
142.28 |
|
1.000 |
138.52 |
|
0.618 |
136.20 |
|
HIGH |
132.44 |
|
0.618 |
130.12 |
|
0.500 |
129.40 |
|
0.382 |
128.68 |
|
LOW |
126.36 |
|
0.618 |
122.60 |
|
1.000 |
120.28 |
|
1.618 |
116.52 |
|
2.618 |
110.44 |
|
4.250 |
100.52 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.40 |
129.48 |
| PP |
128.43 |
128.48 |
| S1 |
127.45 |
127.48 |
|