NYMEX Light Sweet Crude Oil Future February 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 |
123.07 |
123.42 |
0.35 |
0.3% |
115.35 |
High |
123.08 |
123.42 |
0.34 |
0.3% |
123.78 |
Low |
121.78 |
123.42 |
1.64 |
1.3% |
115.35 |
Close |
122.15 |
123.42 |
1.27 |
1.0% |
123.75 |
Range |
1.30 |
0.00 |
-1.30 |
-100.0% |
8.43 |
ATR |
1.80 |
1.76 |
-0.04 |
-2.1% |
0.00 |
Volume |
849 |
283 |
-566 |
-66.7% |
3,822 |
|
Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.42 |
123.42 |
123.42 |
|
R3 |
123.42 |
123.42 |
123.42 |
|
R2 |
123.42 |
123.42 |
123.42 |
|
R1 |
123.42 |
123.42 |
123.42 |
123.42 |
PP |
123.42 |
123.42 |
123.42 |
123.42 |
S1 |
123.42 |
123.42 |
123.42 |
123.42 |
S2 |
123.42 |
123.42 |
123.42 |
|
S3 |
123.42 |
123.42 |
123.42 |
|
S4 |
123.42 |
123.42 |
123.42 |
|
|
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 |
117.59 |
6.19 |
5.0% |
1.30 |
1.1% |
94% |
False |
False |
859 |
10 |
123.78 |
108.15 |
15.63 |
12.7% |
0.81 |
0.7% |
98% |
False |
False |
572 |
20 |
123.78 |
108.15 |
15.63 |
12.7% |
0.45 |
0.4% |
98% |
False |
False |
477 |
40 |
123.78 |
95.99 |
27.79 |
22.5% |
0.23 |
0.2% |
99% |
False |
False |
410 |
60 |
123.78 |
95.18 |
28.60 |
23.2% |
0.21 |
0.2% |
99% |
False |
False |
434 |
80 |
123.78 |
84.00 |
39.78 |
32.2% |
0.18 |
0.1% |
99% |
False |
False |
380 |
100 |
123.78 |
84.00 |
39.78 |
32.2% |
0.16 |
0.1% |
99% |
False |
False |
378 |
120 |
123.78 |
84.00 |
39.78 |
32.2% |
0.15 |
0.1% |
99% |
False |
False |
389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.42 |
2.618 |
123.42 |
1.618 |
123.42 |
1.000 |
123.42 |
0.618 |
123.42 |
HIGH |
123.42 |
0.618 |
123.42 |
0.500 |
123.42 |
0.382 |
123.42 |
LOW |
123.42 |
0.618 |
123.42 |
1.000 |
123.42 |
1.618 |
123.42 |
2.618 |
123.42 |
4.250 |
123.42 |
|
|
Fisher Pivots for day following 13-May-2008 |
Pivot |
1 day |
3 day |
R1 |
123.42 |
123.21 |
PP |
123.42 |
122.99 |
S1 |
123.42 |
122.78 |
|