NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.64 |
119.35 |
3.71 |
3.2% |
118.40 |
| High |
119.81 |
122.22 |
2.41 |
2.0% |
118.65 |
| Low |
115.00 |
118.85 |
3.85 |
3.3% |
109.59 |
| Close |
119.47 |
121.34 |
1.87 |
1.6% |
115.79 |
| Range |
4.81 |
3.37 |
-1.44 |
-29.9% |
9.06 |
| ATR |
3.44 |
3.43 |
0.00 |
-0.1% |
0.00 |
| Volume |
92,030 |
86,979 |
-5,051 |
-5.5% |
423,380 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.91 |
129.50 |
123.19 |
|
| R3 |
127.54 |
126.13 |
122.27 |
|
| R2 |
124.17 |
124.17 |
121.96 |
|
| R1 |
122.76 |
122.76 |
121.65 |
123.47 |
| PP |
120.80 |
120.80 |
120.80 |
121.16 |
| S1 |
119.39 |
119.39 |
121.03 |
120.10 |
| S2 |
117.43 |
117.43 |
120.72 |
|
| S3 |
114.06 |
116.02 |
120.41 |
|
| S4 |
110.69 |
112.65 |
119.49 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.86 |
137.88 |
120.77 |
|
| R3 |
132.80 |
128.82 |
118.28 |
|
| R2 |
123.74 |
123.74 |
117.45 |
|
| R1 |
119.76 |
119.76 |
116.62 |
117.22 |
| PP |
114.68 |
114.68 |
114.68 |
113.41 |
| S1 |
110.70 |
110.70 |
114.96 |
108.16 |
| S2 |
105.62 |
105.62 |
114.13 |
|
| S3 |
96.56 |
101.64 |
113.30 |
|
| S4 |
87.50 |
92.58 |
110.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.22 |
109.59 |
12.63 |
10.4% |
4.30 |
3.5% |
93% |
True |
False |
86,985 |
| 10 |
122.22 |
109.59 |
12.63 |
10.4% |
3.76 |
3.1% |
93% |
True |
False |
81,899 |
| 20 |
122.22 |
106.59 |
15.63 |
12.9% |
3.18 |
2.6% |
94% |
True |
False |
62,645 |
| 40 |
122.22 |
97.58 |
24.64 |
20.3% |
3.44 |
2.8% |
96% |
True |
False |
47,346 |
| 60 |
122.22 |
90.49 |
31.73 |
26.1% |
3.15 |
2.6% |
97% |
True |
False |
35,363 |
| 80 |
122.22 |
85.17 |
37.05 |
30.5% |
2.84 |
2.3% |
98% |
True |
False |
28,086 |
| 100 |
122.22 |
85.17 |
37.05 |
30.5% |
2.61 |
2.2% |
98% |
True |
False |
23,107 |
| 120 |
122.22 |
85.12 |
37.10 |
30.6% |
2.51 |
2.1% |
98% |
True |
False |
19,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.54 |
|
2.618 |
131.04 |
|
1.618 |
127.67 |
|
1.000 |
125.59 |
|
0.618 |
124.30 |
|
HIGH |
122.22 |
|
0.618 |
120.93 |
|
0.500 |
120.54 |
|
0.382 |
120.14 |
|
LOW |
118.85 |
|
0.618 |
116.77 |
|
1.000 |
115.48 |
|
1.618 |
113.40 |
|
2.618 |
110.03 |
|
4.250 |
104.53 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.07 |
119.78 |
| PP |
120.80 |
118.22 |
| S1 |
120.54 |
116.66 |
|