NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116.66 |
118.55 |
1.89 |
1.6% |
115.28 |
| High |
119.55 |
121.14 |
1.59 |
1.3% |
115.28 |
| Low |
116.24 |
117.64 |
1.40 |
1.2% |
107.00 |
| Close |
118.66 |
120.80 |
2.14 |
1.8% |
113.13 |
| Range |
3.31 |
3.50 |
0.19 |
5.7% |
8.28 |
| ATR |
3.12 |
3.15 |
0.03 |
0.9% |
0.00 |
| Volume |
21,138 |
33,786 |
12,648 |
59.8% |
114,514 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.36 |
129.08 |
122.73 |
|
| R3 |
126.86 |
125.58 |
121.76 |
|
| R2 |
123.36 |
123.36 |
121.44 |
|
| R1 |
122.08 |
122.08 |
121.12 |
122.72 |
| PP |
119.86 |
119.86 |
119.86 |
120.18 |
| S1 |
118.58 |
118.58 |
120.48 |
119.22 |
| S2 |
116.36 |
116.36 |
120.16 |
|
| S3 |
112.86 |
115.08 |
119.84 |
|
| S4 |
109.36 |
111.58 |
118.88 |
|
|
| 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 |
121.14 |
107.00 |
14.14 |
11.7% |
4.10 |
3.4% |
98% |
True |
False |
26,029 |
| 10 |
121.14 |
107.00 |
14.14 |
11.7% |
3.63 |
3.0% |
98% |
True |
False |
23,446 |
| 20 |
121.14 |
104.47 |
16.67 |
13.8% |
2.91 |
2.4% |
98% |
True |
False |
21,131 |
| 40 |
121.14 |
95.83 |
25.31 |
21.0% |
3.03 |
2.5% |
99% |
True |
False |
22,150 |
| 60 |
121.14 |
90.69 |
30.45 |
25.2% |
2.80 |
2.3% |
99% |
True |
False |
22,397 |
| 80 |
121.14 |
83.90 |
37.24 |
30.8% |
2.64 |
2.2% |
99% |
True |
False |
21,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
130.30 |
|
1.618 |
126.80 |
|
1.000 |
124.64 |
|
0.618 |
123.30 |
|
HIGH |
121.14 |
|
0.618 |
119.80 |
|
0.500 |
119.39 |
|
0.382 |
118.98 |
|
LOW |
117.64 |
|
0.618 |
115.48 |
|
1.000 |
114.14 |
|
1.618 |
111.98 |
|
2.618 |
108.48 |
|
4.250 |
102.77 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.33 |
119.51 |
| PP |
119.86 |
118.21 |
| S1 |
119.39 |
116.92 |
|