NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.03 |
116.66 |
3.63 |
3.2% |
115.28 |
| High |
116.97 |
119.55 |
2.58 |
2.2% |
115.28 |
| Low |
112.70 |
116.24 |
3.54 |
3.1% |
107.00 |
| Close |
116.74 |
118.66 |
1.92 |
1.6% |
113.13 |
| Range |
4.27 |
3.31 |
-0.96 |
-22.5% |
8.28 |
| ATR |
3.11 |
3.12 |
0.01 |
0.5% |
0.00 |
| Volume |
21,889 |
21,138 |
-751 |
-3.4% |
114,514 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.08 |
126.68 |
120.48 |
|
| R3 |
124.77 |
123.37 |
119.57 |
|
| R2 |
121.46 |
121.46 |
119.27 |
|
| R1 |
120.06 |
120.06 |
118.96 |
120.76 |
| PP |
118.15 |
118.15 |
118.15 |
118.50 |
| S1 |
116.75 |
116.75 |
118.36 |
117.45 |
| S2 |
114.84 |
114.84 |
118.05 |
|
| S3 |
111.53 |
113.44 |
117.75 |
|
| S4 |
108.22 |
110.13 |
116.84 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.64 |
133.17 |
117.68 |
|
| R3 |
128.36 |
124.89 |
115.41 |
|
| R2 |
120.08 |
120.08 |
114.65 |
|
| R1 |
116.61 |
116.61 |
113.89 |
114.21 |
| PP |
111.80 |
111.80 |
111.80 |
110.60 |
| S1 |
108.33 |
108.33 |
112.37 |
105.93 |
| S2 |
103.52 |
103.52 |
111.61 |
|
| S3 |
95.24 |
100.05 |
110.85 |
|
| S4 |
86.96 |
91.77 |
108.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.55 |
107.00 |
12.55 |
10.6% |
4.03 |
3.4% |
93% |
True |
False |
23,970 |
| 10 |
119.55 |
107.00 |
12.55 |
10.6% |
3.47 |
2.9% |
93% |
True |
False |
22,595 |
| 20 |
119.55 |
103.76 |
15.79 |
13.3% |
2.90 |
2.4% |
94% |
True |
False |
20,570 |
| 40 |
119.55 |
95.83 |
23.72 |
20.0% |
3.00 |
2.5% |
96% |
True |
False |
22,226 |
| 60 |
119.55 |
90.39 |
29.16 |
24.6% |
2.77 |
2.3% |
97% |
True |
False |
22,190 |
| 80 |
119.55 |
83.90 |
35.65 |
30.0% |
2.61 |
2.2% |
98% |
True |
False |
20,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.62 |
|
2.618 |
128.22 |
|
1.618 |
124.91 |
|
1.000 |
122.86 |
|
0.618 |
121.60 |
|
HIGH |
119.55 |
|
0.618 |
118.29 |
|
0.500 |
117.90 |
|
0.382 |
117.50 |
|
LOW |
116.24 |
|
0.618 |
114.19 |
|
1.000 |
112.93 |
|
1.618 |
110.88 |
|
2.618 |
107.57 |
|
4.250 |
102.17 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.41 |
117.09 |
| PP |
118.15 |
115.52 |
| S1 |
117.90 |
113.95 |
|