NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
116.25 |
117.90 |
1.65 |
1.4% |
113.69 |
| High |
118.72 |
119.60 |
0.88 |
0.7% |
113.74 |
| Low |
116.25 |
117.90 |
1.65 |
1.4% |
108.57 |
| Close |
118.12 |
120.30 |
2.18 |
1.8% |
112.63 |
| Range |
2.47 |
1.70 |
-0.77 |
-31.2% |
5.17 |
| ATR |
1.93 |
1.92 |
-0.02 |
-0.9% |
0.00 |
| Volume |
398 |
1,498 |
1,100 |
276.4% |
2,133 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.37 |
124.03 |
121.24 |
|
| R3 |
122.67 |
122.33 |
120.77 |
|
| R2 |
120.97 |
120.97 |
120.61 |
|
| R1 |
120.63 |
120.63 |
120.46 |
120.80 |
| PP |
119.27 |
119.27 |
119.27 |
119.35 |
| S1 |
118.93 |
118.93 |
120.14 |
119.10 |
| S2 |
117.57 |
117.57 |
119.99 |
|
| S3 |
115.87 |
117.23 |
119.83 |
|
| S4 |
114.17 |
115.53 |
119.37 |
|
|
| 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 |
119.60 |
108.57 |
11.03 |
9.2% |
1.07 |
0.9% |
106% |
True |
False |
683 |
| 10 |
119.60 |
108.57 |
11.03 |
9.2% |
1.00 |
0.8% |
106% |
True |
False |
571 |
| 20 |
119.60 |
104.00 |
15.60 |
13.0% |
0.94 |
0.8% |
104% |
True |
False |
544 |
| 40 |
119.60 |
96.69 |
22.91 |
19.0% |
1.10 |
0.9% |
103% |
True |
False |
576 |
| 60 |
119.60 |
90.95 |
28.65 |
23.8% |
0.85 |
0.7% |
102% |
True |
False |
619 |
| 80 |
119.60 |
84.44 |
35.16 |
29.2% |
0.67 |
0.6% |
102% |
True |
False |
613 |
| 100 |
119.60 |
84.44 |
35.16 |
29.2% |
0.57 |
0.5% |
102% |
True |
False |
562 |
| 120 |
119.60 |
83.14 |
36.46 |
30.3% |
0.70 |
0.6% |
102% |
True |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.83 |
|
2.618 |
124.05 |
|
1.618 |
122.35 |
|
1.000 |
121.30 |
|
0.618 |
120.65 |
|
HIGH |
119.60 |
|
0.618 |
118.95 |
|
0.500 |
118.75 |
|
0.382 |
118.55 |
|
LOW |
117.90 |
|
0.618 |
116.85 |
|
1.000 |
116.20 |
|
1.618 |
115.15 |
|
2.618 |
113.45 |
|
4.250 |
110.68 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.78 |
119.30 |
| PP |
119.27 |
118.30 |
| S1 |
118.75 |
117.31 |
|