NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.15 |
126.86 |
0.71 |
0.6% |
125.77 |
| High |
127.47 |
129.29 |
1.82 |
1.4% |
127.42 |
| Low |
125.10 |
126.28 |
1.18 |
0.9% |
120.65 |
| Close |
126.72 |
128.98 |
2.26 |
1.8% |
126.04 |
| Range |
2.37 |
3.01 |
0.64 |
27.0% |
6.77 |
| ATR |
3.37 |
3.35 |
-0.03 |
-0.8% |
0.00 |
| Volume |
194,411 |
272,601 |
78,190 |
40.2% |
873,855 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.21 |
136.11 |
130.64 |
|
| R3 |
134.20 |
133.10 |
129.81 |
|
| R2 |
131.19 |
131.19 |
129.53 |
|
| R1 |
130.09 |
130.09 |
129.26 |
130.64 |
| PP |
128.18 |
128.18 |
128.18 |
128.46 |
| S1 |
127.08 |
127.08 |
128.70 |
127.63 |
| S2 |
125.17 |
125.17 |
128.43 |
|
| S3 |
122.16 |
124.07 |
128.15 |
|
| S4 |
119.15 |
121.06 |
127.32 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.01 |
142.30 |
129.76 |
|
| R3 |
138.24 |
135.53 |
127.90 |
|
| R2 |
131.47 |
131.47 |
127.28 |
|
| R1 |
128.76 |
128.76 |
126.66 |
130.12 |
| PP |
124.70 |
124.70 |
124.70 |
125.38 |
| S1 |
121.99 |
121.99 |
125.42 |
123.35 |
| S2 |
117.93 |
117.93 |
124.80 |
|
| S3 |
111.16 |
115.22 |
124.18 |
|
| S4 |
104.39 |
108.45 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.29 |
120.65 |
8.64 |
6.7% |
3.39 |
2.6% |
96% |
True |
False |
199,924 |
| 10 |
129.29 |
120.12 |
9.17 |
7.1% |
3.22 |
2.5% |
97% |
True |
False |
180,776 |
| 20 |
129.29 |
109.59 |
19.70 |
15.3% |
3.49 |
2.7% |
98% |
True |
False |
131,338 |
| 40 |
129.29 |
98.63 |
30.66 |
23.8% |
3.26 |
2.5% |
99% |
True |
False |
86,298 |
| 60 |
129.29 |
97.46 |
31.83 |
24.7% |
3.32 |
2.6% |
99% |
True |
False |
64,133 |
| 80 |
129.29 |
86.28 |
43.01 |
33.3% |
3.01 |
2.3% |
99% |
True |
False |
49,937 |
| 100 |
129.29 |
85.17 |
44.12 |
34.2% |
2.76 |
2.1% |
99% |
True |
False |
40,951 |
| 120 |
129.29 |
85.12 |
44.17 |
34.2% |
2.69 |
2.1% |
99% |
True |
False |
34,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.08 |
|
2.618 |
137.17 |
|
1.618 |
134.16 |
|
1.000 |
132.30 |
|
0.618 |
131.15 |
|
HIGH |
129.29 |
|
0.618 |
128.14 |
|
0.500 |
127.79 |
|
0.382 |
127.43 |
|
LOW |
126.28 |
|
0.618 |
124.42 |
|
1.000 |
123.27 |
|
1.618 |
121.41 |
|
2.618 |
118.40 |
|
4.250 |
113.49 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.58 |
128.16 |
| PP |
128.18 |
127.34 |
| S1 |
127.79 |
126.52 |
|