NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.50 |
122.93 |
-1.57 |
-1.3% |
113.03 |
| High |
125.04 |
124.98 |
-0.06 |
0.0% |
124.71 |
| Low |
122.25 |
121.75 |
-0.50 |
-0.4% |
112.70 |
| Close |
122.80 |
124.12 |
1.32 |
1.1% |
124.51 |
| Range |
2.79 |
3.23 |
0.44 |
15.8% |
12.01 |
| ATR |
3.10 |
3.11 |
0.01 |
0.3% |
0.00 |
| Volume |
41,103 |
36,676 |
-4,427 |
-10.8% |
146,122 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
131.94 |
125.90 |
|
| R3 |
130.08 |
128.71 |
125.01 |
|
| R2 |
126.85 |
126.85 |
124.71 |
|
| R1 |
125.48 |
125.48 |
124.42 |
126.17 |
| PP |
123.62 |
123.62 |
123.62 |
123.96 |
| S1 |
122.25 |
122.25 |
123.82 |
122.94 |
| S2 |
120.39 |
120.39 |
123.53 |
|
| S3 |
117.16 |
119.02 |
123.23 |
|
| S4 |
113.93 |
115.79 |
122.34 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.67 |
152.60 |
131.12 |
|
| R3 |
144.66 |
140.59 |
127.81 |
|
| R2 |
132.65 |
132.65 |
126.71 |
|
| R1 |
128.58 |
128.58 |
125.61 |
130.62 |
| PP |
120.64 |
120.64 |
120.64 |
121.66 |
| S1 |
116.57 |
116.57 |
123.41 |
118.61 |
| S2 |
108.63 |
108.63 |
122.31 |
|
| S3 |
96.62 |
104.56 |
121.21 |
|
| S4 |
84.61 |
92.55 |
117.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.04 |
117.64 |
7.40 |
6.0% |
3.04 |
2.4% |
88% |
False |
False |
36,174 |
| 10 |
125.04 |
107.00 |
18.04 |
14.5% |
3.53 |
2.8% |
95% |
False |
False |
30,072 |
| 20 |
125.04 |
107.00 |
18.04 |
14.5% |
3.08 |
2.5% |
95% |
False |
False |
24,993 |
| 40 |
125.04 |
95.83 |
29.21 |
23.5% |
2.97 |
2.4% |
97% |
False |
False |
23,188 |
| 60 |
125.04 |
93.63 |
31.41 |
25.3% |
2.91 |
2.3% |
97% |
False |
False |
23,819 |
| 80 |
125.04 |
83.90 |
41.14 |
33.1% |
2.68 |
2.2% |
98% |
False |
False |
22,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.71 |
|
2.618 |
133.44 |
|
1.618 |
130.21 |
|
1.000 |
128.21 |
|
0.618 |
126.98 |
|
HIGH |
124.98 |
|
0.618 |
123.75 |
|
0.500 |
123.37 |
|
0.382 |
122.98 |
|
LOW |
121.75 |
|
0.618 |
119.75 |
|
1.000 |
118.52 |
|
1.618 |
116.52 |
|
2.618 |
113.29 |
|
4.250 |
108.02 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.87 |
123.88 |
| PP |
123.62 |
123.64 |
| S1 |
123.37 |
123.40 |
|