NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.40 |
126.62 |
0.22 |
0.2% |
123.07 |
| High |
126.40 |
130.10 |
3.70 |
2.9% |
125.35 |
| Low |
126.40 |
126.30 |
-0.10 |
-0.1% |
121.78 |
| Close |
126.40 |
130.03 |
3.63 |
2.9% |
125.11 |
| Range |
0.00 |
3.80 |
3.80 |
|
3.57 |
| ATR |
1.78 |
1.93 |
0.14 |
8.1% |
0.00 |
| Volume |
365 |
328 |
-37 |
-10.1% |
3,963 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.21 |
138.92 |
132.12 |
|
| R3 |
136.41 |
135.12 |
131.08 |
|
| R2 |
132.61 |
132.61 |
130.73 |
|
| R1 |
131.32 |
131.32 |
130.38 |
131.97 |
| PP |
128.81 |
128.81 |
128.81 |
129.13 |
| S1 |
127.52 |
127.52 |
129.68 |
128.17 |
| S2 |
125.01 |
125.01 |
129.33 |
|
| S3 |
121.21 |
123.72 |
128.99 |
|
| S4 |
117.41 |
119.92 |
127.94 |
|
|
| 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 |
130.10 |
121.82 |
8.28 |
6.4% |
1.48 |
1.1% |
99% |
True |
False |
704 |
| 10 |
130.10 |
117.59 |
12.51 |
9.6% |
1.39 |
1.1% |
99% |
True |
False |
782 |
| 20 |
130.10 |
108.15 |
21.95 |
16.9% |
0.79 |
0.6% |
100% |
True |
False |
553 |
| 40 |
130.10 |
95.99 |
34.11 |
26.2% |
0.42 |
0.3% |
100% |
True |
False |
429 |
| 60 |
130.10 |
95.99 |
34.11 |
26.2% |
0.33 |
0.3% |
100% |
True |
False |
458 |
| 80 |
130.10 |
86.06 |
44.04 |
33.9% |
0.27 |
0.2% |
100% |
True |
False |
396 |
| 100 |
130.10 |
84.00 |
46.10 |
35.5% |
0.24 |
0.2% |
100% |
True |
False |
378 |
| 120 |
130.10 |
84.00 |
46.10 |
35.5% |
0.21 |
0.2% |
100% |
True |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.25 |
|
2.618 |
140.05 |
|
1.618 |
136.25 |
|
1.000 |
133.90 |
|
0.618 |
132.45 |
|
HIGH |
130.10 |
|
0.618 |
128.65 |
|
0.500 |
128.20 |
|
0.382 |
127.75 |
|
LOW |
126.30 |
|
0.618 |
123.95 |
|
1.000 |
122.50 |
|
1.618 |
120.15 |
|
2.618 |
116.35 |
|
4.250 |
110.15 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.42 |
129.20 |
| PP |
128.81 |
128.37 |
| S1 |
128.20 |
127.54 |
|