NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.35 |
118.00 |
2.65 |
2.3% |
113.48 |
| High |
115.69 |
118.00 |
2.31 |
2.0% |
113.48 |
| Low |
115.35 |
117.37 |
2.02 |
1.8% |
108.15 |
| Close |
115.73 |
117.64 |
1.91 |
1.7% |
112.18 |
| Range |
0.34 |
0.63 |
0.29 |
85.3% |
5.33 |
| ATR |
1.55 |
1.60 |
0.05 |
3.3% |
0.00 |
| Volume |
578 |
77 |
-501 |
-86.7% |
1,773 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.56 |
119.23 |
117.99 |
|
| R3 |
118.93 |
118.60 |
117.81 |
|
| R2 |
118.30 |
118.30 |
117.76 |
|
| R1 |
117.97 |
117.97 |
117.70 |
117.82 |
| PP |
117.67 |
117.67 |
117.67 |
117.60 |
| S1 |
117.34 |
117.34 |
117.58 |
117.19 |
| S2 |
117.04 |
117.04 |
117.52 |
|
| S3 |
116.41 |
116.71 |
117.47 |
|
| S4 |
115.78 |
116.08 |
117.29 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.26 |
125.05 |
115.11 |
|
| R3 |
121.93 |
119.72 |
113.65 |
|
| R2 |
116.60 |
116.60 |
113.16 |
|
| R1 |
114.39 |
114.39 |
112.67 |
112.83 |
| PP |
111.27 |
111.27 |
111.27 |
110.49 |
| S1 |
109.06 |
109.06 |
111.69 |
107.50 |
| S2 |
105.94 |
105.94 |
111.20 |
|
| S3 |
100.61 |
103.73 |
110.71 |
|
| S4 |
95.28 |
98.40 |
109.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.00 |
108.15 |
9.85 |
8.4% |
0.31 |
0.3% |
96% |
True |
False |
284 |
| 10 |
118.00 |
108.15 |
9.85 |
8.4% |
0.19 |
0.2% |
96% |
True |
False |
325 |
| 20 |
118.00 |
104.84 |
13.16 |
11.2% |
0.13 |
0.1% |
97% |
True |
False |
365 |
| 40 |
118.00 |
95.99 |
22.01 |
18.7% |
0.10 |
0.1% |
98% |
True |
False |
391 |
| 60 |
118.00 |
89.30 |
28.70 |
24.4% |
0.13 |
0.1% |
99% |
True |
False |
384 |
| 80 |
118.00 |
84.00 |
34.00 |
28.9% |
0.10 |
0.1% |
99% |
True |
False |
359 |
| 100 |
118.00 |
84.00 |
34.00 |
28.9% |
0.10 |
0.1% |
99% |
True |
False |
346 |
| 120 |
118.00 |
82.95 |
35.05 |
29.8% |
0.09 |
0.1% |
99% |
True |
False |
363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.68 |
|
2.618 |
119.65 |
|
1.618 |
119.02 |
|
1.000 |
118.63 |
|
0.618 |
118.39 |
|
HIGH |
118.00 |
|
0.618 |
117.76 |
|
0.500 |
117.69 |
|
0.382 |
117.61 |
|
LOW |
117.37 |
|
0.618 |
116.98 |
|
1.000 |
116.74 |
|
1.618 |
116.35 |
|
2.618 |
115.72 |
|
4.250 |
114.69 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.69 |
116.68 |
| PP |
117.67 |
115.71 |
| S1 |
117.66 |
114.75 |
|