NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
118.65 |
120.78 |
2.13 |
1.8% |
117.39 |
| High |
121.55 |
123.13 |
1.58 |
1.3% |
117.60 |
| Low |
118.28 |
119.67 |
1.39 |
1.2% |
108.95 |
| Close |
120.75 |
122.74 |
1.99 |
1.6% |
115.16 |
| Range |
3.27 |
3.46 |
0.19 |
5.8% |
8.65 |
| ATR |
3.24 |
3.26 |
0.02 |
0.5% |
0.00 |
| Volume |
23,309 |
34,845 |
11,536 |
49.5% |
132,089 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.23 |
130.94 |
124.64 |
|
| R3 |
128.77 |
127.48 |
123.69 |
|
| R2 |
125.31 |
125.31 |
123.37 |
|
| R1 |
124.02 |
124.02 |
123.06 |
124.67 |
| PP |
121.85 |
121.85 |
121.85 |
122.17 |
| S1 |
120.56 |
120.56 |
122.42 |
121.21 |
| S2 |
118.39 |
118.39 |
122.11 |
|
| S3 |
114.93 |
117.10 |
121.79 |
|
| S4 |
111.47 |
113.64 |
120.84 |
|
|
| 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 |
123.13 |
108.95 |
14.18 |
11.6% |
4.17 |
3.4% |
97% |
True |
False |
29,677 |
| 10 |
123.13 |
108.95 |
14.18 |
11.6% |
3.76 |
3.1% |
97% |
True |
False |
26,820 |
| 20 |
123.13 |
106.93 |
16.20 |
13.2% |
3.01 |
2.4% |
98% |
True |
False |
20,719 |
| 40 |
123.13 |
97.33 |
25.80 |
21.0% |
3.16 |
2.6% |
98% |
True |
False |
16,087 |
| 60 |
123.13 |
91.40 |
31.73 |
25.9% |
2.85 |
2.3% |
99% |
True |
False |
12,614 |
| 80 |
123.13 |
84.33 |
38.80 |
31.6% |
2.58 |
2.1% |
99% |
True |
False |
10,332 |
| 100 |
123.13 |
84.33 |
38.80 |
31.6% |
2.30 |
1.9% |
99% |
True |
False |
8,642 |
| 120 |
123.13 |
84.33 |
38.80 |
31.6% |
2.14 |
1.7% |
99% |
True |
False |
7,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.84 |
|
2.618 |
132.19 |
|
1.618 |
128.73 |
|
1.000 |
126.59 |
|
0.618 |
125.27 |
|
HIGH |
123.13 |
|
0.618 |
121.81 |
|
0.500 |
121.40 |
|
0.382 |
120.99 |
|
LOW |
119.67 |
|
0.618 |
117.53 |
|
1.000 |
116.21 |
|
1.618 |
114.07 |
|
2.618 |
110.61 |
|
4.250 |
104.97 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.29 |
121.49 |
| PP |
121.85 |
120.24 |
| S1 |
121.40 |
118.99 |
|