NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
125.12 |
126.40 |
1.28 |
1.0% |
123.07 |
High |
125.35 |
126.40 |
1.05 |
0.8% |
125.35 |
Low |
124.98 |
126.40 |
1.42 |
1.1% |
121.78 |
Close |
125.11 |
126.40 |
1.29 |
1.0% |
125.11 |
Range |
0.37 |
0.00 |
-0.37 |
-100.0% |
3.57 |
ATR |
1.82 |
1.78 |
-0.04 |
-2.1% |
0.00 |
Volume |
704 |
365 |
-339 |
-48.2% |
3,963 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.40 |
126.40 |
126.40 |
|
R3 |
126.40 |
126.40 |
126.40 |
|
R2 |
126.40 |
126.40 |
126.40 |
|
R1 |
126.40 |
126.40 |
126.40 |
126.40 |
PP |
126.40 |
126.40 |
126.40 |
126.40 |
S1 |
126.40 |
126.40 |
126.40 |
126.40 |
S2 |
126.40 |
126.40 |
126.40 |
|
S3 |
126.40 |
126.40 |
126.40 |
|
S4 |
126.40 |
126.40 |
126.40 |
|
|
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 |
126.40 |
121.82 |
4.58 |
3.6% |
0.72 |
0.6% |
100% |
True |
False |
695 |
10 |
126.40 |
117.37 |
9.03 |
7.1% |
1.07 |
0.8% |
100% |
True |
False |
757 |
20 |
126.40 |
108.15 |
18.25 |
14.4% |
0.63 |
0.5% |
100% |
True |
False |
539 |
40 |
126.40 |
95.99 |
30.41 |
24.1% |
0.32 |
0.3% |
100% |
True |
False |
421 |
60 |
126.40 |
95.99 |
30.41 |
24.1% |
0.27 |
0.2% |
100% |
True |
False |
468 |
80 |
126.40 |
86.06 |
40.34 |
31.9% |
0.23 |
0.2% |
100% |
True |
False |
396 |
100 |
126.40 |
84.00 |
42.40 |
33.5% |
0.20 |
0.2% |
100% |
True |
False |
377 |
120 |
126.40 |
84.00 |
42.40 |
33.5% |
0.18 |
0.1% |
100% |
True |
False |
414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.40 |
2.618 |
126.40 |
1.618 |
126.40 |
1.000 |
126.40 |
0.618 |
126.40 |
HIGH |
126.40 |
0.618 |
126.40 |
0.500 |
126.40 |
0.382 |
126.40 |
LOW |
126.40 |
0.618 |
126.40 |
1.000 |
126.40 |
1.618 |
126.40 |
2.618 |
126.40 |
4.250 |
126.40 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
126.40 |
125.64 |
PP |
126.40 |
124.87 |
S1 |
126.40 |
124.11 |
|