NYMEX Light Sweet Crude Oil Future July 2008
Trading Metrics calculated at close of trading on 12-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
Open |
125.29 |
125.77 |
0.48 |
0.4% |
115.64 |
High |
126.25 |
126.33 |
0.08 |
0.1% |
126.25 |
Low |
124.04 |
123.56 |
-0.48 |
-0.4% |
115.00 |
Close |
126.00 |
124.10 |
-1.90 |
-1.5% |
126.00 |
Range |
2.21 |
2.77 |
0.56 |
25.3% |
11.25 |
ATR |
3.35 |
3.31 |
-0.04 |
-1.2% |
0.00 |
Volume |
196,791 |
163,731 |
-33,060 |
-16.8% |
645,905 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132.97 |
131.31 |
125.62 |
|
R3 |
130.20 |
128.54 |
124.86 |
|
R2 |
127.43 |
127.43 |
124.61 |
|
R1 |
125.77 |
125.77 |
124.35 |
125.22 |
PP |
124.66 |
124.66 |
124.66 |
124.39 |
S1 |
123.00 |
123.00 |
123.85 |
122.45 |
S2 |
121.89 |
121.89 |
123.59 |
|
S3 |
119.12 |
120.23 |
123.34 |
|
S4 |
116.35 |
117.46 |
122.58 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.17 |
152.33 |
132.19 |
|
R3 |
144.92 |
141.08 |
129.09 |
|
R2 |
133.67 |
133.67 |
128.06 |
|
R1 |
129.83 |
129.83 |
127.03 |
131.75 |
PP |
122.42 |
122.42 |
122.42 |
123.38 |
S1 |
118.58 |
118.58 |
124.97 |
120.50 |
S2 |
111.17 |
111.17 |
123.94 |
|
S3 |
99.92 |
107.33 |
122.91 |
|
S4 |
88.67 |
96.08 |
119.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.33 |
118.85 |
7.48 |
6.0% |
2.96 |
2.4% |
70% |
True |
False |
143,521 |
10 |
126.33 |
109.59 |
16.74 |
13.5% |
3.66 |
2.9% |
87% |
True |
False |
113,588 |
20 |
126.33 |
109.59 |
16.74 |
13.5% |
3.21 |
2.6% |
87% |
True |
False |
84,471 |
40 |
126.33 |
97.58 |
28.75 |
23.2% |
3.51 |
2.8% |
92% |
True |
False |
60,658 |
60 |
126.33 |
93.88 |
32.45 |
26.1% |
3.21 |
2.6% |
93% |
True |
False |
45,350 |
80 |
126.33 |
85.17 |
41.16 |
33.2% |
2.91 |
2.3% |
95% |
True |
False |
35,696 |
100 |
126.33 |
85.17 |
41.16 |
33.2% |
2.63 |
2.1% |
95% |
True |
False |
29,296 |
120 |
126.33 |
85.12 |
41.21 |
33.2% |
2.58 |
2.1% |
95% |
True |
False |
24,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138.10 |
2.618 |
133.58 |
1.618 |
130.81 |
1.000 |
129.10 |
0.618 |
128.04 |
HIGH |
126.33 |
0.618 |
125.27 |
0.500 |
124.95 |
0.382 |
124.62 |
LOW |
123.56 |
0.618 |
121.85 |
1.000 |
120.79 |
1.618 |
119.08 |
2.618 |
116.31 |
4.250 |
111.79 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
124.95 |
124.04 |
PP |
124.66 |
123.98 |
S1 |
124.38 |
123.92 |
|