NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.01 |
116.25 |
1.24 |
1.1% |
113.69 |
| High |
116.18 |
118.72 |
2.54 |
2.2% |
113.74 |
| Low |
115.01 |
116.25 |
1.24 |
1.1% |
108.57 |
| Close |
116.21 |
118.12 |
1.91 |
1.6% |
112.63 |
| Range |
1.17 |
2.47 |
1.30 |
111.1% |
5.17 |
| ATR |
1.89 |
1.93 |
0.04 |
2.3% |
0.00 |
| Volume |
748 |
398 |
-350 |
-46.8% |
2,133 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.11 |
124.08 |
119.48 |
|
| R3 |
122.64 |
121.61 |
118.80 |
|
| R2 |
120.17 |
120.17 |
118.57 |
|
| R1 |
119.14 |
119.14 |
118.35 |
119.66 |
| PP |
117.70 |
117.70 |
117.70 |
117.95 |
| S1 |
116.67 |
116.67 |
117.89 |
117.19 |
| S2 |
115.23 |
115.23 |
117.67 |
|
| S3 |
112.76 |
114.20 |
117.44 |
|
| S4 |
110.29 |
111.73 |
116.76 |
|
|
| 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 |
118.72 |
108.57 |
10.15 |
8.6% |
1.05 |
0.9% |
94% |
True |
False |
419 |
| 10 |
118.72 |
108.57 |
10.15 |
8.6% |
0.89 |
0.7% |
94% |
True |
False |
473 |
| 20 |
118.72 |
101.30 |
17.42 |
14.7% |
1.10 |
0.9% |
97% |
True |
False |
536 |
| 40 |
118.72 |
96.69 |
22.03 |
18.7% |
1.07 |
0.9% |
97% |
True |
False |
551 |
| 60 |
118.72 |
90.95 |
27.77 |
23.5% |
0.82 |
0.7% |
98% |
True |
False |
597 |
| 80 |
118.72 |
84.44 |
34.28 |
29.0% |
0.65 |
0.6% |
98% |
True |
False |
604 |
| 100 |
118.72 |
84.44 |
34.28 |
29.0% |
0.58 |
0.5% |
98% |
True |
False |
550 |
| 120 |
118.72 |
83.14 |
35.58 |
30.1% |
0.70 |
0.6% |
98% |
True |
False |
613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.22 |
|
2.618 |
125.19 |
|
1.618 |
122.72 |
|
1.000 |
121.19 |
|
0.618 |
120.25 |
|
HIGH |
118.72 |
|
0.618 |
117.78 |
|
0.500 |
117.49 |
|
0.382 |
117.19 |
|
LOW |
116.25 |
|
0.618 |
114.72 |
|
1.000 |
113.78 |
|
1.618 |
112.25 |
|
2.618 |
109.78 |
|
4.250 |
105.75 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.91 |
117.20 |
| PP |
117.70 |
116.28 |
| S1 |
117.49 |
115.36 |
|