NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
121.34 |
123.46 |
2.12 |
1.7% |
118.40 |
| High |
123.59 |
124.50 |
0.91 |
0.7% |
118.65 |
| Low |
120.12 |
121.51 |
1.39 |
1.2% |
109.59 |
| Close |
123.20 |
123.61 |
0.41 |
0.3% |
115.79 |
| Range |
3.47 |
2.99 |
-0.48 |
-13.8% |
9.06 |
| ATR |
3.44 |
3.40 |
-0.03 |
-0.9% |
0.00 |
| Volume |
129,110 |
140,995 |
11,885 |
9.2% |
423,380 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.18 |
130.88 |
125.25 |
|
| R3 |
129.19 |
127.89 |
124.43 |
|
| R2 |
126.20 |
126.20 |
124.16 |
|
| R1 |
124.90 |
124.90 |
123.88 |
125.55 |
| PP |
123.21 |
123.21 |
123.21 |
123.53 |
| S1 |
121.91 |
121.91 |
123.34 |
122.56 |
| S2 |
120.22 |
120.22 |
123.06 |
|
| S3 |
117.23 |
118.92 |
122.79 |
|
| S4 |
114.24 |
115.93 |
121.97 |
|
|
| 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 |
124.50 |
111.10 |
13.40 |
10.8% |
3.94 |
3.2% |
93% |
True |
False |
106,415 |
| 10 |
124.50 |
109.59 |
14.91 |
12.1% |
3.79 |
3.1% |
94% |
True |
False |
96,377 |
| 20 |
124.50 |
107.95 |
16.55 |
13.4% |
3.15 |
2.5% |
95% |
True |
False |
71,309 |
| 40 |
124.50 |
97.58 |
26.92 |
21.8% |
3.47 |
2.8% |
97% |
True |
False |
52,751 |
| 60 |
124.50 |
91.62 |
32.88 |
26.6% |
3.18 |
2.6% |
97% |
True |
False |
39,531 |
| 80 |
124.50 |
85.17 |
39.33 |
31.8% |
2.89 |
2.3% |
98% |
True |
False |
31,284 |
| 100 |
124.50 |
85.17 |
39.33 |
31.8% |
2.60 |
2.1% |
98% |
True |
False |
25,756 |
| 120 |
124.50 |
85.12 |
39.38 |
31.9% |
2.56 |
2.1% |
98% |
True |
False |
21,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.21 |
|
2.618 |
132.33 |
|
1.618 |
129.34 |
|
1.000 |
127.49 |
|
0.618 |
126.35 |
|
HIGH |
124.50 |
|
0.618 |
123.36 |
|
0.500 |
123.01 |
|
0.382 |
122.65 |
|
LOW |
121.51 |
|
0.618 |
119.66 |
|
1.000 |
118.52 |
|
1.618 |
116.67 |
|
2.618 |
113.68 |
|
4.250 |
108.80 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.41 |
122.97 |
| PP |
123.21 |
122.32 |
| S1 |
123.01 |
121.68 |
|