NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 14-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
Open |
123.42 |
122.89 |
-0.53 |
-0.4% |
115.35 |
High |
123.42 |
123.38 |
-0.04 |
0.0% |
123.78 |
Low |
123.42 |
122.89 |
-0.53 |
-0.4% |
115.35 |
Close |
123.42 |
122.92 |
-0.50 |
-0.4% |
123.75 |
Range |
0.00 |
0.49 |
0.49 |
|
8.43 |
ATR |
1.76 |
1.67 |
-0.09 |
-5.0% |
0.00 |
Volume |
283 |
1,039 |
756 |
267.1% |
3,822 |
|
Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.53 |
124.22 |
123.19 |
|
R3 |
124.04 |
123.73 |
123.05 |
|
R2 |
123.55 |
123.55 |
123.01 |
|
R1 |
123.24 |
123.24 |
122.96 |
123.40 |
PP |
123.06 |
123.06 |
123.06 |
123.14 |
S1 |
122.75 |
122.75 |
122.88 |
122.91 |
S2 |
122.57 |
122.57 |
122.83 |
|
S3 |
122.08 |
122.26 |
122.79 |
|
S4 |
121.59 |
121.77 |
122.65 |
|
|
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 |
119.30 |
4.48 |
3.6% |
0.94 |
0.8% |
81% |
False |
False |
980 |
10 |
123.78 |
108.15 |
15.63 |
12.7% |
0.80 |
0.6% |
94% |
False |
False |
669 |
20 |
123.78 |
108.15 |
15.63 |
12.7% |
0.47 |
0.4% |
94% |
False |
False |
489 |
40 |
123.78 |
95.99 |
27.79 |
22.6% |
0.25 |
0.2% |
97% |
False |
False |
426 |
60 |
123.78 |
95.18 |
28.60 |
23.3% |
0.22 |
0.2% |
97% |
False |
False |
451 |
80 |
123.78 |
84.00 |
39.78 |
32.4% |
0.19 |
0.2% |
98% |
False |
False |
388 |
100 |
123.78 |
84.00 |
39.78 |
32.4% |
0.17 |
0.1% |
98% |
False |
False |
383 |
120 |
123.78 |
84.00 |
39.78 |
32.4% |
0.15 |
0.1% |
98% |
False |
False |
397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.46 |
2.618 |
124.66 |
1.618 |
124.17 |
1.000 |
123.87 |
0.618 |
123.68 |
HIGH |
123.38 |
0.618 |
123.19 |
0.500 |
123.14 |
0.382 |
123.08 |
LOW |
122.89 |
0.618 |
122.59 |
1.000 |
122.40 |
1.618 |
122.10 |
2.618 |
121.61 |
4.250 |
120.81 |
|
|
Fisher Pivots for day following 14-May-2008 |
Pivot |
1 day |
3 day |
R1 |
123.14 |
122.81 |
PP |
123.06 |
122.71 |
S1 |
122.99 |
122.60 |
|