NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
115.00 |
118.65 |
3.65 |
3.2% |
117.39 |
| High |
119.17 |
121.55 |
2.38 |
2.0% |
117.60 |
| Low |
114.85 |
118.28 |
3.43 |
3.0% |
108.95 |
| Close |
118.84 |
120.75 |
1.91 |
1.6% |
115.16 |
| Range |
4.32 |
3.27 |
-1.05 |
-24.3% |
8.65 |
| ATR |
3.24 |
3.24 |
0.00 |
0.1% |
0.00 |
| Volume |
31,656 |
23,309 |
-8,347 |
-26.4% |
132,089 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.00 |
128.65 |
122.55 |
|
| R3 |
126.73 |
125.38 |
121.65 |
|
| R2 |
123.46 |
123.46 |
121.35 |
|
| R1 |
122.11 |
122.11 |
121.05 |
122.79 |
| PP |
120.19 |
120.19 |
120.19 |
120.53 |
| S1 |
118.84 |
118.84 |
120.45 |
119.52 |
| S2 |
116.92 |
116.92 |
120.15 |
|
| S3 |
113.65 |
115.57 |
119.85 |
|
| S4 |
110.38 |
112.30 |
118.95 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.85 |
136.16 |
119.92 |
|
| R3 |
131.20 |
127.51 |
117.54 |
|
| R2 |
122.55 |
122.55 |
116.75 |
|
| R1 |
118.86 |
118.86 |
115.95 |
116.38 |
| PP |
113.90 |
113.90 |
113.90 |
112.67 |
| S1 |
110.21 |
110.21 |
114.37 |
107.73 |
| S2 |
105.25 |
105.25 |
113.57 |
|
| S3 |
96.60 |
101.56 |
112.78 |
|
| S4 |
87.95 |
92.91 |
110.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.55 |
108.95 |
12.60 |
10.4% |
4.14 |
3.4% |
94% |
True |
False |
27,678 |
| 10 |
121.55 |
108.95 |
12.60 |
10.4% |
3.61 |
3.0% |
94% |
True |
False |
25,722 |
| 20 |
121.55 |
106.05 |
15.50 |
12.8% |
3.01 |
2.5% |
95% |
True |
False |
19,734 |
| 40 |
121.55 |
97.33 |
24.22 |
20.1% |
3.13 |
2.6% |
97% |
True |
False |
15,494 |
| 60 |
121.55 |
91.40 |
30.15 |
25.0% |
2.80 |
2.3% |
97% |
True |
False |
12,105 |
| 80 |
121.55 |
84.33 |
37.22 |
30.8% |
2.56 |
2.1% |
98% |
True |
False |
9,939 |
| 100 |
121.55 |
84.33 |
37.22 |
30.8% |
2.30 |
1.9% |
98% |
True |
False |
8,301 |
| 120 |
121.55 |
84.33 |
37.22 |
30.8% |
2.12 |
1.8% |
98% |
True |
False |
7,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.45 |
|
2.618 |
130.11 |
|
1.618 |
126.84 |
|
1.000 |
124.82 |
|
0.618 |
123.57 |
|
HIGH |
121.55 |
|
0.618 |
120.30 |
|
0.500 |
119.92 |
|
0.382 |
119.53 |
|
LOW |
118.28 |
|
0.618 |
116.26 |
|
1.000 |
115.01 |
|
1.618 |
112.99 |
|
2.618 |
109.72 |
|
4.250 |
104.38 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.47 |
119.16 |
| PP |
120.19 |
117.57 |
| S1 |
119.92 |
115.99 |
|