NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.62 |
130.28 |
3.66 |
2.9% |
123.07 |
| High |
130.10 |
133.70 |
3.60 |
2.8% |
125.35 |
| Low |
126.30 |
130.28 |
3.98 |
3.2% |
121.78 |
| Close |
130.03 |
134.39 |
4.36 |
3.4% |
125.11 |
| Range |
3.80 |
3.42 |
-0.38 |
-10.0% |
3.57 |
| ATR |
1.93 |
2.05 |
0.12 |
6.5% |
0.00 |
| Volume |
328 |
799 |
471 |
143.6% |
3,963 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.05 |
142.14 |
136.27 |
|
| R3 |
139.63 |
138.72 |
135.33 |
|
| R2 |
136.21 |
136.21 |
135.02 |
|
| R1 |
135.30 |
135.30 |
134.70 |
135.76 |
| PP |
132.79 |
132.79 |
132.79 |
133.02 |
| S1 |
131.88 |
131.88 |
134.08 |
132.34 |
| S2 |
129.37 |
129.37 |
133.76 |
|
| S3 |
125.95 |
128.46 |
133.45 |
|
| S4 |
122.53 |
125.04 |
132.51 |
|
|
| 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 |
133.70 |
121.82 |
11.88 |
8.8% |
2.07 |
1.5% |
106% |
True |
False |
656 |
| 10 |
133.70 |
119.30 |
14.40 |
10.7% |
1.50 |
1.1% |
105% |
True |
False |
818 |
| 20 |
133.70 |
108.15 |
25.55 |
19.0% |
0.96 |
0.7% |
103% |
True |
False |
573 |
| 40 |
133.70 |
95.99 |
37.71 |
28.1% |
0.51 |
0.4% |
102% |
True |
False |
443 |
| 60 |
133.70 |
95.99 |
37.71 |
28.1% |
0.39 |
0.3% |
102% |
True |
False |
448 |
| 80 |
133.70 |
86.06 |
47.64 |
35.4% |
0.32 |
0.2% |
101% |
True |
False |
406 |
| 100 |
133.70 |
84.00 |
49.70 |
37.0% |
0.27 |
0.2% |
101% |
True |
False |
383 |
| 120 |
133.70 |
84.00 |
49.70 |
37.0% |
0.24 |
0.2% |
101% |
True |
False |
411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.24 |
|
2.618 |
142.65 |
|
1.618 |
139.23 |
|
1.000 |
137.12 |
|
0.618 |
135.81 |
|
HIGH |
133.70 |
|
0.618 |
132.39 |
|
0.500 |
131.99 |
|
0.382 |
131.59 |
|
LOW |
130.28 |
|
0.618 |
128.17 |
|
1.000 |
126.86 |
|
1.618 |
124.75 |
|
2.618 |
121.33 |
|
4.250 |
115.75 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.59 |
132.93 |
| PP |
132.79 |
131.46 |
| S1 |
131.99 |
130.00 |
|