NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.05 |
123.04 |
-0.01 |
0.0% |
124.50 |
| High |
125.63 |
126.39 |
0.76 |
0.6% |
126.39 |
| Low |
120.05 |
122.90 |
2.85 |
2.4% |
120.05 |
| Close |
123.05 |
125.41 |
2.36 |
1.9% |
125.41 |
| Range |
5.58 |
3.49 |
-2.09 |
-37.5% |
6.34 |
| ATR |
3.18 |
3.20 |
0.02 |
0.7% |
0.00 |
| Volume |
28,198 |
32,860 |
4,662 |
16.5% |
166,450 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.37 |
133.88 |
127.33 |
|
| R3 |
131.88 |
130.39 |
126.37 |
|
| R2 |
128.39 |
128.39 |
126.05 |
|
| R1 |
126.90 |
126.90 |
125.73 |
127.65 |
| PP |
124.90 |
124.90 |
124.90 |
125.27 |
| S1 |
123.41 |
123.41 |
125.09 |
124.16 |
| S2 |
121.41 |
121.41 |
124.77 |
|
| S3 |
117.92 |
119.92 |
124.45 |
|
| S4 |
114.43 |
116.43 |
123.49 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.97 |
140.53 |
128.90 |
|
| R3 |
136.63 |
134.19 |
127.15 |
|
| R2 |
130.29 |
130.29 |
126.57 |
|
| R1 |
127.85 |
127.85 |
125.99 |
129.07 |
| PP |
123.95 |
123.95 |
123.95 |
124.56 |
| S1 |
121.51 |
121.51 |
124.83 |
122.73 |
| S2 |
117.61 |
117.61 |
124.25 |
|
| S3 |
111.27 |
115.17 |
123.67 |
|
| S4 |
104.93 |
108.83 |
121.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.39 |
120.05 |
6.34 |
5.1% |
3.32 |
2.6% |
85% |
True |
False |
33,290 |
| 10 |
126.39 |
112.70 |
13.69 |
10.9% |
3.33 |
2.7% |
93% |
True |
False |
31,257 |
| 20 |
126.39 |
107.00 |
19.39 |
15.5% |
3.24 |
2.6% |
95% |
True |
False |
26,605 |
| 40 |
126.39 |
96.62 |
29.77 |
23.7% |
2.93 |
2.3% |
97% |
True |
False |
23,279 |
| 60 |
126.39 |
94.90 |
31.49 |
25.1% |
2.94 |
2.3% |
97% |
True |
False |
24,374 |
| 80 |
126.39 |
85.60 |
40.79 |
32.5% |
2.72 |
2.2% |
98% |
True |
False |
22,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.22 |
|
2.618 |
135.53 |
|
1.618 |
132.04 |
|
1.000 |
129.88 |
|
0.618 |
128.55 |
|
HIGH |
126.39 |
|
0.618 |
125.06 |
|
0.500 |
124.65 |
|
0.382 |
124.23 |
|
LOW |
122.90 |
|
0.618 |
120.74 |
|
1.000 |
119.41 |
|
1.618 |
117.25 |
|
2.618 |
113.76 |
|
4.250 |
108.07 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.16 |
124.68 |
| PP |
124.90 |
123.95 |
| S1 |
124.65 |
123.22 |
|