NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 14-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
Open |
122.93 |
124.00 |
1.07 |
0.9% |
113.03 |
High |
124.98 |
124.41 |
-0.57 |
-0.5% |
124.71 |
Low |
121.75 |
122.90 |
1.15 |
0.9% |
112.70 |
Close |
124.12 |
123.43 |
-0.69 |
-0.6% |
124.51 |
Range |
3.23 |
1.51 |
-1.72 |
-53.3% |
12.01 |
ATR |
3.11 |
3.00 |
-0.11 |
-3.7% |
0.00 |
Volume |
36,676 |
27,613 |
-9,063 |
-24.7% |
146,122 |
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.11 |
127.28 |
124.26 |
|
R3 |
126.60 |
125.77 |
123.85 |
|
R2 |
125.09 |
125.09 |
123.71 |
|
R1 |
124.26 |
124.26 |
123.57 |
123.92 |
PP |
123.58 |
123.58 |
123.58 |
123.41 |
S1 |
122.75 |
122.75 |
123.29 |
122.41 |
S2 |
122.07 |
122.07 |
123.15 |
|
S3 |
120.56 |
121.24 |
123.01 |
|
S4 |
119.05 |
119.73 |
122.60 |
|
|
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 |
119.59 |
5.45 |
4.4% |
2.64 |
2.1% |
70% |
False |
False |
34,940 |
10 |
125.04 |
107.00 |
18.04 |
14.6% |
3.37 |
2.7% |
91% |
False |
False |
30,484 |
20 |
125.04 |
107.00 |
18.04 |
14.6% |
3.02 |
2.4% |
91% |
False |
False |
25,682 |
40 |
125.04 |
95.83 |
29.21 |
23.7% |
2.90 |
2.3% |
94% |
False |
False |
23,124 |
60 |
125.04 |
94.78 |
30.26 |
24.5% |
2.88 |
2.3% |
95% |
False |
False |
23,966 |
80 |
125.04 |
84.50 |
40.54 |
32.8% |
2.66 |
2.2% |
96% |
False |
False |
22,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.83 |
2.618 |
128.36 |
1.618 |
126.85 |
1.000 |
125.92 |
0.618 |
125.34 |
HIGH |
124.41 |
0.618 |
123.83 |
0.500 |
123.66 |
0.382 |
123.48 |
LOW |
122.90 |
0.618 |
121.97 |
1.000 |
121.39 |
1.618 |
120.46 |
2.618 |
118.95 |
4.250 |
116.48 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
123.66 |
123.42 |
PP |
123.58 |
123.41 |
S1 |
123.51 |
123.40 |
|