NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 08-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
Open |
118.05 |
119.80 |
1.75 |
1.5% |
113.48 |
High |
119.91 |
121.39 |
1.48 |
1.2% |
113.48 |
Low |
117.59 |
119.30 |
1.71 |
1.5% |
108.15 |
Close |
119.85 |
120.74 |
0.89 |
0.7% |
112.18 |
Range |
2.32 |
2.09 |
-0.23 |
-9.9% |
5.33 |
ATR |
1.65 |
1.69 |
0.03 |
1.9% |
0.00 |
Volume |
437 |
1,463 |
1,026 |
234.8% |
1,773 |
|
Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.75 |
125.83 |
121.89 |
|
R3 |
124.66 |
123.74 |
121.31 |
|
R2 |
122.57 |
122.57 |
121.12 |
|
R1 |
121.65 |
121.65 |
120.93 |
122.11 |
PP |
120.48 |
120.48 |
120.48 |
120.71 |
S1 |
119.56 |
119.56 |
120.55 |
120.02 |
S2 |
118.39 |
118.39 |
120.36 |
|
S3 |
116.30 |
117.47 |
120.17 |
|
S4 |
114.21 |
115.38 |
119.59 |
|
|
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 |
121.39 |
111.50 |
9.89 |
8.2% |
1.08 |
0.9% |
93% |
True |
False |
532 |
10 |
121.39 |
108.15 |
13.24 |
11.0% |
0.60 |
0.5% |
95% |
True |
False |
466 |
20 |
121.39 |
105.34 |
16.05 |
13.3% |
0.35 |
0.3% |
96% |
True |
False |
431 |
40 |
121.39 |
95.99 |
25.40 |
21.0% |
0.21 |
0.2% |
97% |
True |
False |
422 |
60 |
121.39 |
91.39 |
30.00 |
24.8% |
0.17 |
0.1% |
98% |
True |
False |
410 |
80 |
121.39 |
84.00 |
37.39 |
31.0% |
0.16 |
0.1% |
98% |
True |
False |
362 |
100 |
121.39 |
84.00 |
37.39 |
31.0% |
0.14 |
0.1% |
98% |
True |
False |
362 |
120 |
121.39 |
83.78 |
37.61 |
31.1% |
0.13 |
0.1% |
98% |
True |
False |
378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.27 |
2.618 |
126.86 |
1.618 |
124.77 |
1.000 |
123.48 |
0.618 |
122.68 |
HIGH |
121.39 |
0.618 |
120.59 |
0.500 |
120.35 |
0.382 |
120.10 |
LOW |
119.30 |
0.618 |
118.01 |
1.000 |
117.21 |
1.618 |
115.92 |
2.618 |
113.83 |
4.250 |
110.42 |
|
|
Fisher Pivots for day following 08-May-2008 |
Pivot |
1 day |
3 day |
R1 |
120.61 |
120.29 |
PP |
120.48 |
119.83 |
S1 |
120.35 |
119.38 |
|