NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
131.92 |
128.19 |
-3.73 |
-2.8% |
125.35 |
| High |
132.66 |
130.27 |
-2.39 |
-1.8% |
136.25 |
| Low |
128.05 |
125.92 |
-2.13 |
-1.7% |
124.86 |
| Close |
128.67 |
129.96 |
1.29 |
1.0% |
131.36 |
| Range |
4.61 |
4.35 |
-0.26 |
-5.6% |
11.39 |
| ATR |
3.64 |
3.69 |
0.05 |
1.4% |
0.00 |
| Volume |
55,218 |
36,383 |
-18,835 |
-34.1% |
268,482 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.77 |
140.21 |
132.35 |
|
| R3 |
137.42 |
135.86 |
131.16 |
|
| R2 |
133.07 |
133.07 |
130.76 |
|
| R1 |
131.51 |
131.51 |
130.36 |
132.29 |
| PP |
128.72 |
128.72 |
128.72 |
129.11 |
| S1 |
127.16 |
127.16 |
129.56 |
127.94 |
| S2 |
124.37 |
124.37 |
129.16 |
|
| S3 |
120.02 |
122.81 |
128.76 |
|
| S4 |
115.67 |
118.46 |
127.57 |
|
|
| 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 |
125.92 |
10.33 |
7.9% |
4.91 |
3.8% |
39% |
False |
True |
57,727 |
| 10 |
136.25 |
120.05 |
16.20 |
12.5% |
4.12 |
3.2% |
61% |
False |
False |
44,875 |
| 20 |
136.25 |
107.00 |
29.25 |
22.5% |
3.82 |
2.9% |
78% |
False |
False |
37,474 |
| 40 |
136.25 |
96.76 |
39.49 |
30.4% |
3.21 |
2.5% |
84% |
False |
False |
28,640 |
| 60 |
136.25 |
95.83 |
40.42 |
31.1% |
3.19 |
2.5% |
84% |
False |
False |
28,139 |
| 80 |
136.25 |
85.60 |
50.65 |
39.0% |
2.93 |
2.3% |
88% |
False |
False |
25,602 |
| 100 |
136.25 |
83.90 |
52.35 |
40.3% |
2.76 |
2.1% |
88% |
False |
False |
23,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.76 |
|
2.618 |
141.66 |
|
1.618 |
137.31 |
|
1.000 |
134.62 |
|
0.618 |
132.96 |
|
HIGH |
130.27 |
|
0.618 |
128.61 |
|
0.500 |
128.10 |
|
0.382 |
127.58 |
|
LOW |
125.92 |
|
0.618 |
123.23 |
|
1.000 |
121.57 |
|
1.618 |
118.88 |
|
2.618 |
114.53 |
|
4.250 |
107.43 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.34 |
129.78 |
| PP |
128.72 |
129.60 |
| S1 |
128.10 |
129.42 |
|