NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
131.68 |
128.30 |
-3.38 |
-2.6% |
126.15 |
| High |
133.65 |
131.58 |
-2.07 |
-1.5% |
135.09 |
| Low |
128.18 |
125.96 |
-2.22 |
-1.7% |
125.10 |
| Close |
128.85 |
131.03 |
2.18 |
1.7% |
132.19 |
| Range |
5.47 |
5.62 |
0.15 |
2.7% |
9.99 |
| ATR |
3.63 |
3.77 |
0.14 |
3.9% |
0.00 |
| Volume |
321,344 |
326,598 |
5,254 |
1.6% |
1,569,689 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.38 |
144.33 |
134.12 |
|
| R3 |
140.76 |
138.71 |
132.58 |
|
| R2 |
135.14 |
135.14 |
132.06 |
|
| R1 |
133.09 |
133.09 |
131.55 |
134.12 |
| PP |
129.52 |
129.52 |
129.52 |
130.04 |
| S1 |
127.47 |
127.47 |
130.51 |
128.50 |
| S2 |
123.90 |
123.90 |
130.00 |
|
| S3 |
118.28 |
121.85 |
129.48 |
|
| S4 |
112.66 |
116.23 |
127.94 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.76 |
156.47 |
137.68 |
|
| R3 |
150.77 |
146.48 |
134.94 |
|
| R2 |
140.78 |
140.78 |
134.02 |
|
| R1 |
136.49 |
136.49 |
133.11 |
138.64 |
| PP |
130.79 |
130.79 |
130.79 |
131.87 |
| S1 |
126.50 |
126.50 |
131.27 |
128.65 |
| S2 |
120.80 |
120.80 |
130.36 |
|
| S3 |
110.81 |
116.51 |
129.44 |
|
| S4 |
100.82 |
106.52 |
126.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.09 |
125.96 |
9.13 |
7.0% |
4.31 |
3.3% |
56% |
False |
True |
372,032 |
| 10 |
135.09 |
120.65 |
14.44 |
11.0% |
4.19 |
3.2% |
72% |
False |
False |
299,850 |
| 20 |
135.09 |
109.59 |
25.50 |
19.5% |
3.87 |
3.0% |
84% |
False |
False |
216,612 |
| 40 |
135.09 |
102.00 |
33.09 |
25.3% |
3.32 |
2.5% |
88% |
False |
False |
134,894 |
| 60 |
135.09 |
97.58 |
37.51 |
28.6% |
3.49 |
2.7% |
89% |
False |
False |
99,286 |
| 80 |
135.09 |
86.28 |
48.81 |
37.3% |
3.21 |
2.5% |
92% |
False |
False |
76,527 |
| 100 |
135.09 |
85.17 |
49.92 |
38.1% |
2.95 |
2.3% |
92% |
False |
False |
62,430 |
| 120 |
135.09 |
85.12 |
49.97 |
38.1% |
2.80 |
2.1% |
92% |
False |
False |
52,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.47 |
|
2.618 |
146.29 |
|
1.618 |
140.67 |
|
1.000 |
137.20 |
|
0.618 |
135.05 |
|
HIGH |
131.58 |
|
0.618 |
129.43 |
|
0.500 |
128.77 |
|
0.382 |
128.11 |
|
LOW |
125.96 |
|
0.618 |
122.49 |
|
1.000 |
120.34 |
|
1.618 |
116.87 |
|
2.618 |
111.25 |
|
4.250 |
102.08 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.28 |
130.62 |
| PP |
129.52 |
130.21 |
| S1 |
128.77 |
129.81 |
|