NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
122.87 |
-0.13 |
-0.1% |
115.01 |
| High |
123.92 |
123.14 |
-0.78 |
-0.6% |
123.92 |
| Low |
123.00 |
122.12 |
-0.88 |
-0.7% |
115.01 |
| Close |
124.12 |
122.48 |
-1.64 |
-1.3% |
124.12 |
| Range |
0.92 |
1.02 |
0.10 |
10.9% |
8.91 |
| ATR |
1.98 |
1.98 |
0.00 |
0.1% |
0.00 |
| Volume |
990 |
2,078 |
1,088 |
109.9% |
5,661 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.64 |
125.08 |
123.04 |
|
| R3 |
124.62 |
124.06 |
122.76 |
|
| R2 |
123.60 |
123.60 |
122.67 |
|
| R1 |
123.04 |
123.04 |
122.57 |
122.81 |
| PP |
122.58 |
122.58 |
122.58 |
122.47 |
| S1 |
122.02 |
122.02 |
122.39 |
121.79 |
| S2 |
121.56 |
121.56 |
122.29 |
|
| S3 |
120.54 |
121.00 |
122.20 |
|
| S4 |
119.52 |
119.98 |
121.92 |
|
|
| 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 |
116.25 |
7.67 |
6.3% |
1.62 |
1.3% |
81% |
False |
False |
1,398 |
| 10 |
123.92 |
108.57 |
15.35 |
12.5% |
1.10 |
0.9% |
91% |
False |
False |
902 |
| 20 |
123.92 |
106.04 |
17.88 |
14.6% |
1.01 |
0.8% |
92% |
False |
False |
695 |
| 40 |
123.92 |
96.69 |
27.23 |
22.2% |
1.17 |
1.0% |
95% |
False |
False |
625 |
| 60 |
123.92 |
92.74 |
31.18 |
25.5% |
0.90 |
0.7% |
95% |
False |
False |
679 |
| 80 |
123.92 |
84.44 |
39.48 |
32.2% |
0.72 |
0.6% |
96% |
False |
False |
665 |
| 100 |
123.92 |
84.44 |
39.48 |
32.2% |
0.61 |
0.5% |
96% |
False |
False |
604 |
| 120 |
123.92 |
83.94 |
39.98 |
32.6% |
0.69 |
0.6% |
96% |
False |
False |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.48 |
|
2.618 |
125.81 |
|
1.618 |
124.79 |
|
1.000 |
124.16 |
|
0.618 |
123.77 |
|
HIGH |
123.14 |
|
0.618 |
122.75 |
|
0.500 |
122.63 |
|
0.382 |
122.51 |
|
LOW |
122.12 |
|
0.618 |
121.49 |
|
1.000 |
121.10 |
|
1.618 |
120.47 |
|
2.618 |
119.45 |
|
4.250 |
117.79 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.63 |
122.29 |
| PP |
122.58 |
122.11 |
| S1 |
122.53 |
121.92 |
|