NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.04 |
125.35 |
2.31 |
1.9% |
124.50 |
| High |
126.39 |
127.11 |
0.72 |
0.6% |
126.39 |
| Low |
122.90 |
124.86 |
1.96 |
1.6% |
120.05 |
| Close |
125.41 |
126.49 |
1.08 |
0.9% |
125.41 |
| Range |
3.49 |
2.25 |
-1.24 |
-35.5% |
6.34 |
| ATR |
3.20 |
3.14 |
-0.07 |
-2.1% |
0.00 |
| Volume |
32,860 |
34,449 |
1,589 |
4.8% |
166,450 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.90 |
131.95 |
127.73 |
|
| R3 |
130.65 |
129.70 |
127.11 |
|
| R2 |
128.40 |
128.40 |
126.90 |
|
| R1 |
127.45 |
127.45 |
126.70 |
127.93 |
| PP |
126.15 |
126.15 |
126.15 |
126.39 |
| S1 |
125.20 |
125.20 |
126.28 |
125.68 |
| S2 |
123.90 |
123.90 |
126.08 |
|
| S3 |
121.65 |
122.95 |
125.87 |
|
| S4 |
119.40 |
120.70 |
125.25 |
|
|
| 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 |
127.11 |
120.05 |
7.06 |
5.6% |
3.21 |
2.5% |
91% |
True |
False |
31,959 |
| 10 |
127.11 |
116.24 |
10.87 |
8.6% |
3.13 |
2.5% |
94% |
True |
False |
32,513 |
| 20 |
127.11 |
107.00 |
20.11 |
15.9% |
3.27 |
2.6% |
97% |
True |
False |
27,275 |
| 40 |
127.11 |
96.62 |
30.49 |
24.1% |
2.94 |
2.3% |
98% |
True |
False |
23,424 |
| 60 |
127.11 |
95.55 |
31.56 |
25.0% |
2.95 |
2.3% |
98% |
True |
False |
24,576 |
| 80 |
127.11 |
85.60 |
41.51 |
32.8% |
2.72 |
2.2% |
99% |
True |
False |
22,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.67 |
|
2.618 |
133.00 |
|
1.618 |
130.75 |
|
1.000 |
129.36 |
|
0.618 |
128.50 |
|
HIGH |
127.11 |
|
0.618 |
126.25 |
|
0.500 |
125.99 |
|
0.382 |
125.72 |
|
LOW |
124.86 |
|
0.618 |
123.47 |
|
1.000 |
122.61 |
|
1.618 |
121.22 |
|
2.618 |
118.97 |
|
4.250 |
115.30 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.32 |
125.52 |
| PP |
126.15 |
124.55 |
| S1 |
125.99 |
123.58 |
|