NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
135.98 |
130.44 |
-5.54 |
-4.1% |
125.35 |
High |
136.25 |
132.91 |
-3.34 |
-2.5% |
136.25 |
Low |
129.94 |
129.88 |
-0.06 |
0.0% |
124.86 |
Close |
130.54 |
131.36 |
0.82 |
0.6% |
131.36 |
Range |
6.31 |
3.03 |
-3.28 |
-52.0% |
11.39 |
ATR |
3.61 |
3.57 |
-0.04 |
-1.1% |
0.00 |
Volume |
55,310 |
87,679 |
32,369 |
58.5% |
268,482 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140.47 |
138.95 |
133.03 |
|
R3 |
137.44 |
135.92 |
132.19 |
|
R2 |
134.41 |
134.41 |
131.92 |
|
R1 |
132.89 |
132.89 |
131.64 |
133.65 |
PP |
131.38 |
131.38 |
131.38 |
131.77 |
S1 |
129.86 |
129.86 |
131.08 |
130.62 |
S2 |
128.35 |
128.35 |
130.80 |
|
S3 |
125.32 |
126.83 |
130.53 |
|
S4 |
122.29 |
123.80 |
129.69 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.99 |
159.57 |
137.62 |
|
R3 |
153.60 |
148.18 |
134.49 |
|
R2 |
142.21 |
142.21 |
133.45 |
|
R1 |
136.79 |
136.79 |
132.40 |
139.50 |
PP |
130.82 |
130.82 |
130.82 |
132.18 |
S1 |
125.40 |
125.40 |
130.32 |
128.11 |
S2 |
119.43 |
119.43 |
129.27 |
|
S3 |
108.04 |
114.01 |
128.23 |
|
S4 |
96.65 |
102.62 |
125.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.25 |
124.86 |
11.39 |
8.7% |
4.33 |
3.3% |
57% |
False |
False |
53,696 |
10 |
136.25 |
120.05 |
16.20 |
12.3% |
3.82 |
2.9% |
70% |
False |
False |
43,493 |
20 |
136.25 |
107.00 |
29.25 |
22.3% |
3.61 |
2.7% |
83% |
False |
False |
34,778 |
40 |
136.25 |
96.62 |
39.63 |
30.2% |
3.18 |
2.4% |
88% |
False |
False |
27,295 |
60 |
136.25 |
95.83 |
40.42 |
30.8% |
3.11 |
2.4% |
88% |
False |
False |
27,352 |
80 |
136.25 |
85.60 |
50.65 |
38.6% |
2.88 |
2.2% |
90% |
False |
False |
24,943 |
100 |
136.25 |
83.90 |
52.35 |
39.9% |
2.70 |
2.1% |
91% |
False |
False |
23,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.79 |
2.618 |
140.84 |
1.618 |
137.81 |
1.000 |
135.94 |
0.618 |
134.78 |
HIGH |
132.91 |
0.618 |
131.75 |
0.500 |
131.40 |
0.382 |
131.04 |
LOW |
129.88 |
0.618 |
128.01 |
1.000 |
126.85 |
1.618 |
124.98 |
2.618 |
121.95 |
4.250 |
117.00 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
131.40 |
132.70 |
PP |
131.38 |
132.25 |
S1 |
131.37 |
131.81 |
|