NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.87 |
122.35 |
-0.52 |
-0.4% |
115.01 |
| High |
123.14 |
123.50 |
0.36 |
0.3% |
123.92 |
| Low |
122.12 |
122.03 |
-0.09 |
-0.1% |
115.01 |
| Close |
122.48 |
123.77 |
1.29 |
1.1% |
124.12 |
| Range |
1.02 |
1.47 |
0.45 |
44.1% |
8.91 |
| ATR |
1.98 |
1.95 |
-0.04 |
-1.9% |
0.00 |
| Volume |
2,078 |
1,414 |
-664 |
-32.0% |
5,661 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.51 |
127.11 |
124.58 |
|
| R3 |
126.04 |
125.64 |
124.17 |
|
| R2 |
124.57 |
124.57 |
124.04 |
|
| R1 |
124.17 |
124.17 |
123.90 |
124.37 |
| PP |
123.10 |
123.10 |
123.10 |
123.20 |
| S1 |
122.70 |
122.70 |
123.64 |
122.90 |
| S2 |
121.63 |
121.63 |
123.50 |
|
| S3 |
120.16 |
121.23 |
123.37 |
|
| S4 |
118.69 |
119.76 |
122.96 |
|
|
| 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 |
117.90 |
6.02 |
4.9% |
1.42 |
1.1% |
98% |
False |
False |
1,601 |
| 10 |
123.92 |
108.57 |
15.35 |
12.4% |
1.24 |
1.0% |
99% |
False |
False |
1,010 |
| 20 |
123.92 |
108.57 |
15.35 |
12.4% |
0.94 |
0.8% |
99% |
False |
False |
759 |
| 40 |
123.92 |
96.69 |
27.23 |
22.0% |
1.20 |
1.0% |
99% |
False |
False |
653 |
| 60 |
123.92 |
95.30 |
28.62 |
23.1% |
0.91 |
0.7% |
99% |
False |
False |
650 |
| 80 |
123.92 |
84.44 |
39.48 |
31.9% |
0.74 |
0.6% |
100% |
False |
False |
681 |
| 100 |
123.92 |
84.44 |
39.48 |
31.9% |
0.61 |
0.5% |
100% |
False |
False |
613 |
| 120 |
123.92 |
83.94 |
39.98 |
32.3% |
0.68 |
0.6% |
100% |
False |
False |
653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.75 |
|
2.618 |
127.35 |
|
1.618 |
125.88 |
|
1.000 |
124.97 |
|
0.618 |
124.41 |
|
HIGH |
123.50 |
|
0.618 |
122.94 |
|
0.500 |
122.77 |
|
0.382 |
122.59 |
|
LOW |
122.03 |
|
0.618 |
121.12 |
|
1.000 |
120.56 |
|
1.618 |
119.65 |
|
2.618 |
118.18 |
|
4.250 |
115.78 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.44 |
123.51 |
| PP |
123.10 |
123.24 |
| S1 |
122.77 |
122.98 |
|