NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.00 |
115.01 |
3.01 |
2.7% |
113.69 |
| High |
112.00 |
116.18 |
4.18 |
3.7% |
113.74 |
| Low |
112.00 |
115.01 |
3.01 |
2.7% |
108.57 |
| Close |
112.63 |
116.21 |
3.58 |
3.2% |
112.63 |
| Range |
0.00 |
1.17 |
1.17 |
|
5.17 |
| ATR |
1.76 |
1.89 |
0.13 |
7.2% |
0.00 |
| Volume |
106 |
748 |
642 |
605.7% |
2,133 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.31 |
118.93 |
116.85 |
|
| R3 |
118.14 |
117.76 |
116.53 |
|
| R2 |
116.97 |
116.97 |
116.42 |
|
| R1 |
116.59 |
116.59 |
116.32 |
116.78 |
| PP |
115.80 |
115.80 |
115.80 |
115.90 |
| S1 |
115.42 |
115.42 |
116.10 |
115.61 |
| S2 |
114.63 |
114.63 |
116.00 |
|
| S3 |
113.46 |
114.25 |
115.89 |
|
| S4 |
112.29 |
113.08 |
115.57 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.16 |
125.06 |
115.47 |
|
| R3 |
121.99 |
119.89 |
114.05 |
|
| R2 |
116.82 |
116.82 |
113.58 |
|
| R1 |
114.72 |
114.72 |
113.10 |
113.19 |
| PP |
111.65 |
111.65 |
111.65 |
110.88 |
| S1 |
109.55 |
109.55 |
112.16 |
108.02 |
| S2 |
106.48 |
106.48 |
111.68 |
|
| S3 |
101.31 |
104.38 |
111.21 |
|
| S4 |
96.14 |
99.21 |
109.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.18 |
108.57 |
7.61 |
6.5% |
0.58 |
0.5% |
100% |
True |
False |
407 |
| 10 |
116.18 |
108.57 |
7.61 |
6.5% |
0.77 |
0.7% |
100% |
True |
False |
454 |
| 20 |
116.18 |
101.30 |
14.88 |
12.8% |
1.08 |
0.9% |
100% |
True |
False |
520 |
| 40 |
116.18 |
96.69 |
19.49 |
16.8% |
1.01 |
0.9% |
100% |
True |
False |
583 |
| 60 |
116.18 |
89.10 |
27.08 |
23.3% |
0.78 |
0.7% |
100% |
True |
False |
626 |
| 80 |
116.18 |
84.44 |
31.74 |
27.3% |
0.62 |
0.5% |
100% |
True |
False |
615 |
| 100 |
116.18 |
84.44 |
31.74 |
27.3% |
0.55 |
0.5% |
100% |
True |
False |
551 |
| 120 |
116.18 |
82.46 |
33.72 |
29.0% |
0.70 |
0.6% |
100% |
True |
False |
610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.15 |
|
2.618 |
119.24 |
|
1.618 |
118.07 |
|
1.000 |
117.35 |
|
0.618 |
116.90 |
|
HIGH |
116.18 |
|
0.618 |
115.73 |
|
0.500 |
115.60 |
|
0.382 |
115.46 |
|
LOW |
115.01 |
|
0.618 |
114.29 |
|
1.000 |
113.84 |
|
1.618 |
113.12 |
|
2.618 |
111.95 |
|
4.250 |
110.04 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.01 |
114.93 |
| PP |
115.80 |
113.65 |
| S1 |
115.60 |
112.38 |
|