NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.56 |
125.12 |
0.56 |
0.4% |
123.07 |
| High |
124.56 |
125.35 |
0.79 |
0.6% |
125.35 |
| Low |
121.82 |
124.98 |
3.16 |
2.6% |
121.78 |
| Close |
122.58 |
125.11 |
2.53 |
2.1% |
125.11 |
| Range |
2.74 |
0.37 |
-2.37 |
-86.5% |
3.57 |
| ATR |
1.75 |
1.82 |
0.07 |
4.2% |
0.00 |
| Volume |
1,088 |
704 |
-384 |
-35.3% |
3,963 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.26 |
126.05 |
125.31 |
|
| R3 |
125.89 |
125.68 |
125.21 |
|
| R2 |
125.52 |
125.52 |
125.18 |
|
| R1 |
125.31 |
125.31 |
125.14 |
125.23 |
| PP |
125.15 |
125.15 |
125.15 |
125.11 |
| S1 |
124.94 |
124.94 |
125.08 |
124.86 |
| S2 |
124.78 |
124.78 |
125.04 |
|
| S3 |
124.41 |
124.57 |
125.01 |
|
| S4 |
124.04 |
124.20 |
124.91 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.79 |
133.52 |
127.07 |
|
| R3 |
131.22 |
129.95 |
126.09 |
|
| R2 |
127.65 |
127.65 |
125.76 |
|
| R1 |
126.38 |
126.38 |
125.44 |
127.02 |
| PP |
124.08 |
124.08 |
124.08 |
124.40 |
| S1 |
122.81 |
122.81 |
124.78 |
123.45 |
| S2 |
120.51 |
120.51 |
124.46 |
|
| S3 |
116.94 |
119.24 |
124.13 |
|
| S4 |
113.37 |
115.67 |
123.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.35 |
121.78 |
3.57 |
2.9% |
0.98 |
0.8% |
93% |
True |
False |
792 |
| 10 |
125.35 |
115.35 |
10.00 |
8.0% |
1.11 |
0.9% |
98% |
True |
False |
778 |
| 20 |
125.35 |
108.15 |
17.20 |
13.7% |
0.63 |
0.5% |
99% |
True |
False |
523 |
| 40 |
125.35 |
95.99 |
29.36 |
23.5% |
0.32 |
0.3% |
99% |
True |
False |
428 |
| 60 |
125.35 |
95.56 |
29.79 |
23.8% |
0.27 |
0.2% |
99% |
True |
False |
479 |
| 80 |
125.35 |
86.06 |
39.29 |
31.4% |
0.23 |
0.2% |
99% |
True |
False |
393 |
| 100 |
125.35 |
84.00 |
41.35 |
33.1% |
0.20 |
0.2% |
99% |
True |
False |
377 |
| 120 |
125.35 |
84.00 |
41.35 |
33.1% |
0.18 |
0.1% |
99% |
True |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.92 |
|
2.618 |
126.32 |
|
1.618 |
125.95 |
|
1.000 |
125.72 |
|
0.618 |
125.58 |
|
HIGH |
125.35 |
|
0.618 |
125.21 |
|
0.500 |
125.17 |
|
0.382 |
125.12 |
|
LOW |
124.98 |
|
0.618 |
124.75 |
|
1.000 |
124.61 |
|
1.618 |
124.38 |
|
2.618 |
124.01 |
|
4.250 |
123.41 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.17 |
124.60 |
| PP |
125.15 |
124.09 |
| S1 |
125.13 |
123.59 |
|