NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.14 |
135.98 |
6.84 |
5.3% |
124.50 |
| High |
135.40 |
136.25 |
0.85 |
0.6% |
126.39 |
| Low |
129.14 |
129.94 |
0.80 |
0.6% |
120.05 |
| Close |
134.27 |
130.54 |
-3.73 |
-2.8% |
125.41 |
| Range |
6.26 |
6.31 |
0.05 |
0.8% |
6.34 |
| ATR |
3.40 |
3.61 |
0.21 |
6.1% |
0.00 |
| Volume |
54,045 |
55,310 |
1,265 |
2.3% |
166,450 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.17 |
147.17 |
134.01 |
|
| R3 |
144.86 |
140.86 |
132.28 |
|
| R2 |
138.55 |
138.55 |
131.70 |
|
| R1 |
134.55 |
134.55 |
131.12 |
133.40 |
| PP |
132.24 |
132.24 |
132.24 |
131.67 |
| S1 |
128.24 |
128.24 |
129.96 |
127.09 |
| S2 |
125.93 |
125.93 |
129.38 |
|
| S3 |
119.62 |
121.93 |
128.80 |
|
| S4 |
113.31 |
115.62 |
127.07 |
|
|
| 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 |
136.25 |
122.90 |
13.35 |
10.2% |
4.42 |
3.4% |
57% |
True |
False |
42,732 |
| 10 |
136.25 |
120.05 |
16.20 |
12.4% |
3.80 |
2.9% |
65% |
True |
False |
38,415 |
| 20 |
136.25 |
107.00 |
29.25 |
22.4% |
3.68 |
2.8% |
80% |
True |
False |
31,680 |
| 40 |
136.25 |
96.62 |
39.63 |
30.4% |
3.16 |
2.4% |
86% |
True |
False |
25,611 |
| 60 |
136.25 |
95.83 |
40.42 |
31.0% |
3.12 |
2.4% |
86% |
True |
False |
26,226 |
| 80 |
136.25 |
85.60 |
50.65 |
38.8% |
2.87 |
2.2% |
89% |
True |
False |
24,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.07 |
|
2.618 |
152.77 |
|
1.618 |
146.46 |
|
1.000 |
142.56 |
|
0.618 |
140.15 |
|
HIGH |
136.25 |
|
0.618 |
133.84 |
|
0.500 |
133.10 |
|
0.382 |
132.35 |
|
LOW |
129.94 |
|
0.618 |
126.04 |
|
1.000 |
123.63 |
|
1.618 |
119.73 |
|
2.618 |
113.42 |
|
4.250 |
103.12 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.10 |
131.31 |
| PP |
132.24 |
131.05 |
| S1 |
131.39 |
130.80 |
|