NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.44 |
131.92 |
1.48 |
1.1% |
125.35 |
| High |
132.91 |
132.66 |
-0.25 |
-0.2% |
136.25 |
| Low |
129.88 |
128.05 |
-1.83 |
-1.4% |
124.86 |
| Close |
131.36 |
128.67 |
-2.69 |
-2.0% |
131.36 |
| Range |
3.03 |
4.61 |
1.58 |
52.1% |
11.39 |
| ATR |
3.57 |
3.64 |
0.07 |
2.1% |
0.00 |
| Volume |
87,679 |
55,218 |
-32,461 |
-37.0% |
268,482 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.62 |
140.76 |
131.21 |
|
| R3 |
139.01 |
136.15 |
129.94 |
|
| R2 |
134.40 |
134.40 |
129.52 |
|
| R1 |
131.54 |
131.54 |
129.09 |
130.67 |
| PP |
129.79 |
129.79 |
129.79 |
129.36 |
| S1 |
126.93 |
126.93 |
128.25 |
126.06 |
| S2 |
125.18 |
125.18 |
127.82 |
|
| S3 |
120.57 |
122.32 |
127.40 |
|
| S4 |
115.96 |
117.71 |
126.13 |
|
|
| 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 |
126.36 |
9.89 |
7.7% |
4.80 |
3.7% |
23% |
False |
False |
57,850 |
| 10 |
136.25 |
120.05 |
16.20 |
12.6% |
4.01 |
3.1% |
53% |
False |
False |
44,904 |
| 20 |
136.25 |
107.00 |
29.25 |
22.7% |
3.76 |
2.9% |
74% |
False |
False |
36,457 |
| 40 |
136.25 |
96.62 |
39.63 |
30.8% |
3.16 |
2.5% |
81% |
False |
False |
28,212 |
| 60 |
136.25 |
95.83 |
40.42 |
31.4% |
3.17 |
2.5% |
81% |
False |
False |
27,883 |
| 80 |
136.25 |
85.60 |
50.65 |
39.4% |
2.90 |
2.3% |
85% |
False |
False |
25,409 |
| 100 |
136.25 |
83.90 |
52.35 |
40.7% |
2.73 |
2.1% |
86% |
False |
False |
23,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.25 |
|
2.618 |
144.73 |
|
1.618 |
140.12 |
|
1.000 |
137.27 |
|
0.618 |
135.51 |
|
HIGH |
132.66 |
|
0.618 |
130.90 |
|
0.500 |
130.36 |
|
0.382 |
129.81 |
|
LOW |
128.05 |
|
0.618 |
125.20 |
|
1.000 |
123.44 |
|
1.618 |
120.59 |
|
2.618 |
115.98 |
|
4.250 |
108.46 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.36 |
132.15 |
| PP |
129.79 |
130.99 |
| S1 |
129.23 |
129.83 |
|