NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
119.80 |
123.78 |
3.98 |
3.3% |
115.35 |
High |
121.39 |
123.78 |
2.39 |
2.0% |
123.78 |
Low |
119.30 |
122.98 |
3.68 |
3.1% |
115.35 |
Close |
120.74 |
123.75 |
3.01 |
2.5% |
123.75 |
Range |
2.09 |
0.80 |
-1.29 |
-61.7% |
8.43 |
ATR |
1.69 |
1.78 |
0.10 |
5.7% |
0.00 |
Volume |
1,463 |
1,267 |
-196 |
-13.4% |
3,822 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.90 |
125.63 |
124.19 |
|
R3 |
125.10 |
124.83 |
123.97 |
|
R2 |
124.30 |
124.30 |
123.90 |
|
R1 |
124.03 |
124.03 |
123.82 |
123.77 |
PP |
123.50 |
123.50 |
123.50 |
123.37 |
S1 |
123.23 |
123.23 |
123.68 |
122.97 |
S2 |
122.70 |
122.70 |
123.60 |
|
S3 |
121.90 |
122.43 |
123.53 |
|
S4 |
121.10 |
121.63 |
123.31 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.25 |
143.43 |
128.39 |
|
R3 |
137.82 |
135.00 |
126.07 |
|
R2 |
129.39 |
129.39 |
125.30 |
|
R1 |
126.57 |
126.57 |
124.52 |
127.98 |
PP |
120.96 |
120.96 |
120.96 |
121.67 |
S1 |
118.14 |
118.14 |
122.98 |
119.55 |
S2 |
112.53 |
112.53 |
122.20 |
|
S3 |
104.10 |
109.71 |
121.43 |
|
S4 |
95.67 |
101.28 |
119.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.78 |
115.35 |
8.43 |
6.8% |
1.24 |
1.0% |
100% |
True |
False |
764 |
10 |
123.78 |
108.15 |
15.63 |
12.6% |
0.68 |
0.5% |
100% |
True |
False |
559 |
20 |
123.78 |
106.34 |
17.44 |
14.1% |
0.39 |
0.3% |
100% |
True |
False |
468 |
40 |
123.78 |
95.99 |
27.79 |
22.5% |
0.23 |
0.2% |
100% |
True |
False |
430 |
60 |
123.78 |
92.10 |
31.68 |
25.6% |
0.19 |
0.2% |
100% |
True |
False |
430 |
80 |
123.78 |
84.00 |
39.78 |
32.1% |
0.17 |
0.1% |
100% |
True |
False |
368 |
100 |
123.78 |
84.00 |
39.78 |
32.1% |
0.15 |
0.1% |
100% |
True |
False |
374 |
120 |
123.78 |
84.00 |
39.78 |
32.1% |
0.14 |
0.1% |
100% |
True |
False |
383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.18 |
2.618 |
125.87 |
1.618 |
125.07 |
1.000 |
124.58 |
0.618 |
124.27 |
HIGH |
123.78 |
0.618 |
123.47 |
0.500 |
123.38 |
0.382 |
123.29 |
LOW |
122.98 |
0.618 |
122.49 |
1.000 |
122.18 |
1.618 |
121.69 |
2.618 |
120.89 |
4.250 |
119.58 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
123.63 |
122.73 |
PP |
123.50 |
121.71 |
S1 |
123.38 |
120.69 |
|