NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.10 |
133.89 |
4.79 |
3.7% |
125.77 |
| High |
134.15 |
135.09 |
0.94 |
0.7% |
127.42 |
| Low |
128.60 |
130.07 |
1.47 |
1.1% |
120.65 |
| Close |
133.17 |
130.81 |
-2.36 |
-1.8% |
126.04 |
| Range |
5.55 |
5.02 |
-0.53 |
-9.5% |
6.77 |
| ATR |
3.51 |
3.61 |
0.11 |
3.1% |
0.00 |
| Volume |
315,556 |
362,022 |
46,466 |
14.7% |
873,855 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.05 |
143.95 |
133.57 |
|
| R3 |
142.03 |
138.93 |
132.19 |
|
| R2 |
137.01 |
137.01 |
131.73 |
|
| R1 |
133.91 |
133.91 |
131.27 |
132.95 |
| PP |
131.99 |
131.99 |
131.99 |
131.51 |
| S1 |
128.89 |
128.89 |
130.35 |
127.93 |
| S2 |
126.97 |
126.97 |
129.89 |
|
| S3 |
121.95 |
123.87 |
129.43 |
|
| S4 |
116.93 |
118.85 |
128.05 |
|
|
| 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 |
135.09 |
123.74 |
11.35 |
8.7% |
3.93 |
3.0% |
62% |
True |
False |
267,864 |
| 10 |
135.09 |
120.65 |
14.44 |
11.0% |
3.63 |
2.8% |
70% |
True |
False |
221,523 |
| 20 |
135.09 |
109.59 |
25.50 |
19.5% |
3.71 |
2.8% |
83% |
True |
False |
158,950 |
| 40 |
135.09 |
98.63 |
36.46 |
27.9% |
3.32 |
2.5% |
88% |
True |
False |
100,967 |
| 60 |
135.09 |
97.51 |
37.58 |
28.7% |
3.42 |
2.6% |
89% |
True |
False |
75,080 |
| 80 |
135.09 |
86.28 |
48.81 |
37.3% |
3.10 |
2.4% |
91% |
True |
False |
58,055 |
| 100 |
135.09 |
85.17 |
49.92 |
38.2% |
2.83 |
2.2% |
91% |
True |
False |
47,616 |
| 120 |
135.09 |
85.12 |
49.97 |
38.2% |
2.75 |
2.1% |
91% |
True |
False |
40,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.43 |
|
2.618 |
148.23 |
|
1.618 |
143.21 |
|
1.000 |
140.11 |
|
0.618 |
138.19 |
|
HIGH |
135.09 |
|
0.618 |
133.17 |
|
0.500 |
132.58 |
|
0.382 |
131.99 |
|
LOW |
130.07 |
|
0.618 |
126.97 |
|
1.000 |
125.05 |
|
1.618 |
121.95 |
|
2.618 |
116.93 |
|
4.250 |
108.74 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.58 |
130.77 |
| PP |
131.99 |
130.73 |
| S1 |
131.40 |
130.69 |
|