NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
127.40 |
128.86 |
1.46 |
1.1% |
126.45 |
| High |
128.47 |
129.08 |
0.61 |
0.5% |
136.08 |
| Low |
127.40 |
128.86 |
1.46 |
1.1% |
125.65 |
| Close |
129.75 |
126.19 |
-3.56 |
-2.7% |
131.17 |
| Range |
1.07 |
0.22 |
-0.85 |
-79.4% |
10.43 |
| ATR |
2.48 |
2.36 |
-0.11 |
-4.6% |
0.00 |
| Volume |
1,694 |
3,252 |
1,558 |
92.0% |
15,961 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.70 |
127.67 |
126.31 |
|
| R3 |
128.48 |
127.45 |
126.25 |
|
| R2 |
128.26 |
128.26 |
126.23 |
|
| R1 |
127.23 |
127.23 |
126.21 |
127.64 |
| PP |
128.04 |
128.04 |
128.04 |
128.25 |
| S1 |
127.01 |
127.01 |
126.17 |
127.42 |
| S2 |
127.82 |
127.82 |
126.15 |
|
| S3 |
127.60 |
126.79 |
126.13 |
|
| S4 |
127.38 |
126.57 |
126.07 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.26 |
157.14 |
136.91 |
|
| R3 |
151.83 |
146.71 |
134.04 |
|
| R2 |
141.40 |
141.40 |
133.08 |
|
| R1 |
136.28 |
136.28 |
132.13 |
138.84 |
| PP |
130.97 |
130.97 |
130.97 |
132.25 |
| S1 |
125.85 |
125.85 |
130.21 |
128.41 |
| S2 |
120.54 |
120.54 |
129.26 |
|
| S3 |
110.11 |
115.42 |
128.30 |
|
| S4 |
99.68 |
104.99 |
125.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136.08 |
127.40 |
8.68 |
6.9% |
2.08 |
1.6% |
-14% |
False |
False |
3,439 |
| 10 |
136.08 |
121.97 |
14.11 |
11.2% |
2.33 |
1.8% |
30% |
False |
False |
2,682 |
| 20 |
136.08 |
108.57 |
27.51 |
21.8% |
1.74 |
1.4% |
64% |
False |
False |
1,963 |
| 40 |
136.08 |
99.24 |
36.84 |
29.2% |
1.47 |
1.2% |
73% |
False |
False |
1,255 |
| 60 |
136.08 |
96.69 |
39.39 |
31.2% |
1.25 |
1.0% |
75% |
False |
False |
1,038 |
| 80 |
136.08 |
86.00 |
50.08 |
39.7% |
1.03 |
0.8% |
80% |
False |
False |
989 |
| 100 |
136.08 |
84.44 |
51.64 |
40.9% |
0.83 |
0.7% |
81% |
False |
False |
876 |
| 120 |
136.08 |
84.44 |
51.64 |
40.9% |
0.77 |
0.6% |
81% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.02 |
|
2.618 |
129.66 |
|
1.618 |
129.44 |
|
1.000 |
129.30 |
|
0.618 |
129.22 |
|
HIGH |
129.08 |
|
0.618 |
129.00 |
|
0.500 |
128.97 |
|
0.382 |
128.94 |
|
LOW |
128.86 |
|
0.618 |
128.72 |
|
1.000 |
128.64 |
|
1.618 |
128.50 |
|
2.618 |
128.28 |
|
4.250 |
127.93 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.97 |
128.48 |
| PP |
128.04 |
127.72 |
| S1 |
127.12 |
126.95 |
|