NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 23-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
Open |
135.39 |
130.25 |
-5.14 |
-3.8% |
126.40 |
High |
135.70 |
131.13 |
-4.57 |
-3.4% |
135.70 |
Low |
131.90 |
130.25 |
-1.65 |
-1.3% |
126.30 |
Close |
130.44 |
131.00 |
0.56 |
0.4% |
131.00 |
Range |
3.80 |
0.88 |
-2.92 |
-76.8% |
9.40 |
ATR |
2.18 |
2.08 |
-0.09 |
-4.3% |
0.00 |
Volume |
954 |
1,365 |
411 |
43.1% |
3,811 |
|
Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.43 |
133.10 |
131.48 |
|
R3 |
132.55 |
132.22 |
131.24 |
|
R2 |
131.67 |
131.67 |
131.16 |
|
R1 |
131.34 |
131.34 |
131.08 |
131.51 |
PP |
130.79 |
130.79 |
130.79 |
130.88 |
S1 |
130.46 |
130.46 |
130.92 |
130.63 |
S2 |
129.91 |
129.91 |
130.84 |
|
S3 |
129.03 |
129.58 |
130.76 |
|
S4 |
128.15 |
128.70 |
130.52 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.20 |
154.50 |
136.17 |
|
R3 |
149.80 |
145.10 |
133.59 |
|
R2 |
140.40 |
140.40 |
132.72 |
|
R1 |
135.70 |
135.70 |
131.86 |
138.05 |
PP |
131.00 |
131.00 |
131.00 |
132.18 |
S1 |
126.30 |
126.30 |
130.14 |
128.65 |
S2 |
121.60 |
121.60 |
129.28 |
|
S3 |
112.20 |
116.90 |
128.42 |
|
S4 |
102.80 |
107.50 |
125.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
135.70 |
126.30 |
9.40 |
7.2% |
2.38 |
1.8% |
50% |
False |
False |
762 |
10 |
135.70 |
121.78 |
13.92 |
10.6% |
1.68 |
1.3% |
66% |
False |
False |
777 |
20 |
135.70 |
108.15 |
27.55 |
21.0% |
1.18 |
0.9% |
83% |
False |
False |
668 |
40 |
135.70 |
95.99 |
39.71 |
30.3% |
0.62 |
0.5% |
88% |
False |
False |
493 |
60 |
135.70 |
95.99 |
39.71 |
30.3% |
0.45 |
0.3% |
88% |
False |
False |
476 |
80 |
135.70 |
86.06 |
49.64 |
37.9% |
0.38 |
0.3% |
91% |
False |
False |
430 |
100 |
135.70 |
84.00 |
51.70 |
39.5% |
0.32 |
0.2% |
91% |
False |
False |
405 |
120 |
135.70 |
84.00 |
51.70 |
39.5% |
0.28 |
0.2% |
91% |
False |
False |
430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134.87 |
2.618 |
133.43 |
1.618 |
132.55 |
1.000 |
132.01 |
0.618 |
131.67 |
HIGH |
131.13 |
0.618 |
130.79 |
0.500 |
130.69 |
0.382 |
130.59 |
LOW |
130.25 |
0.618 |
129.71 |
1.000 |
129.37 |
1.618 |
128.83 |
2.618 |
127.95 |
4.250 |
126.51 |
|
|
Fisher Pivots for day following 23-May-2008 |
Pivot |
1 day |
3 day |
R1 |
130.90 |
132.98 |
PP |
130.79 |
132.32 |
S1 |
130.69 |
131.66 |
|