NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
120.30 |
123.00 |
2.70 |
2.2% |
115.01 |
High |
121.91 |
123.92 |
2.01 |
1.6% |
123.92 |
Low |
119.92 |
123.00 |
3.08 |
2.6% |
115.01 |
Close |
121.15 |
124.12 |
2.97 |
2.5% |
124.12 |
Range |
1.99 |
0.92 |
-1.07 |
-53.8% |
8.91 |
ATR |
1.92 |
1.98 |
0.06 |
3.1% |
0.00 |
Volume |
2,027 |
990 |
-1,037 |
-51.2% |
5,661 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.44 |
126.20 |
124.63 |
|
R3 |
125.52 |
125.28 |
124.37 |
|
R2 |
124.60 |
124.60 |
124.29 |
|
R1 |
124.36 |
124.36 |
124.20 |
124.48 |
PP |
123.68 |
123.68 |
123.68 |
123.74 |
S1 |
123.44 |
123.44 |
124.04 |
123.56 |
S2 |
122.76 |
122.76 |
123.95 |
|
S3 |
121.84 |
122.52 |
123.87 |
|
S4 |
120.92 |
121.60 |
123.61 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.75 |
144.84 |
129.02 |
|
R3 |
138.84 |
135.93 |
126.57 |
|
R2 |
129.93 |
129.93 |
125.75 |
|
R1 |
127.02 |
127.02 |
124.94 |
128.48 |
PP |
121.02 |
121.02 |
121.02 |
121.74 |
S1 |
118.11 |
118.11 |
123.30 |
119.57 |
S2 |
112.11 |
112.11 |
122.49 |
|
S3 |
103.20 |
109.20 |
121.67 |
|
S4 |
94.29 |
100.29 |
119.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.92 |
115.01 |
8.91 |
7.2% |
1.65 |
1.3% |
102% |
True |
False |
1,132 |
10 |
123.92 |
108.57 |
15.35 |
12.4% |
1.05 |
0.8% |
101% |
True |
False |
779 |
20 |
123.92 |
106.04 |
17.88 |
14.4% |
0.98 |
0.8% |
101% |
True |
False |
640 |
40 |
123.92 |
96.69 |
27.23 |
21.9% |
1.17 |
0.9% |
101% |
True |
False |
584 |
60 |
123.92 |
92.74 |
31.18 |
25.1% |
0.88 |
0.7% |
101% |
True |
False |
654 |
80 |
123.92 |
84.44 |
39.48 |
31.8% |
0.71 |
0.6% |
101% |
True |
False |
644 |
100 |
123.92 |
84.44 |
39.48 |
31.8% |
0.59 |
0.5% |
101% |
True |
False |
588 |
120 |
123.92 |
83.94 |
39.98 |
32.2% |
0.70 |
0.6% |
101% |
True |
False |
635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.83 |
2.618 |
126.33 |
1.618 |
125.41 |
1.000 |
124.84 |
0.618 |
124.49 |
HIGH |
123.92 |
0.618 |
123.57 |
0.500 |
123.46 |
0.382 |
123.35 |
LOW |
123.00 |
0.618 |
122.43 |
1.000 |
122.08 |
1.618 |
121.51 |
2.618 |
120.59 |
4.250 |
119.09 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
123.90 |
123.05 |
PP |
123.68 |
121.98 |
S1 |
123.46 |
120.91 |
|