NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
120.78 |
123.00 |
2.22 |
1.8% |
117.39 |
| High |
123.13 |
124.14 |
1.01 |
0.8% |
117.60 |
| Low |
119.67 |
121.24 |
1.57 |
1.3% |
108.95 |
| Close |
122.74 |
123.28 |
0.54 |
0.4% |
115.16 |
| Range |
3.46 |
2.90 |
-0.56 |
-16.2% |
8.65 |
| ATR |
3.26 |
3.23 |
-0.03 |
-0.8% |
0.00 |
| Volume |
34,845 |
37,665 |
2,820 |
8.1% |
132,089 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.59 |
130.33 |
124.88 |
|
| R3 |
128.69 |
127.43 |
124.08 |
|
| R2 |
125.79 |
125.79 |
123.81 |
|
| R1 |
124.53 |
124.53 |
123.55 |
125.16 |
| PP |
122.89 |
122.89 |
122.89 |
123.20 |
| S1 |
121.63 |
121.63 |
123.01 |
122.26 |
| S2 |
119.99 |
119.99 |
122.75 |
|
| S3 |
117.09 |
118.73 |
122.48 |
|
| S4 |
114.19 |
115.83 |
121.69 |
|
|
| 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 |
124.14 |
110.42 |
13.72 |
11.1% |
3.81 |
3.1% |
94% |
True |
False |
32,511 |
| 10 |
124.14 |
108.95 |
15.19 |
12.3% |
3.65 |
3.0% |
94% |
True |
False |
28,753 |
| 20 |
124.14 |
107.41 |
16.73 |
13.6% |
3.00 |
2.4% |
95% |
True |
False |
21,814 |
| 40 |
124.14 |
97.33 |
26.81 |
21.7% |
3.18 |
2.6% |
97% |
True |
False |
16,725 |
| 60 |
124.14 |
93.34 |
30.80 |
25.0% |
2.87 |
2.3% |
97% |
True |
False |
13,184 |
| 80 |
124.14 |
84.33 |
39.81 |
32.3% |
2.61 |
2.1% |
98% |
True |
False |
10,786 |
| 100 |
124.14 |
84.33 |
39.81 |
32.3% |
2.32 |
1.9% |
98% |
True |
False |
9,005 |
| 120 |
124.14 |
84.33 |
39.81 |
32.3% |
2.16 |
1.8% |
98% |
True |
False |
7,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.47 |
|
2.618 |
131.73 |
|
1.618 |
128.83 |
|
1.000 |
127.04 |
|
0.618 |
125.93 |
|
HIGH |
124.14 |
|
0.618 |
123.03 |
|
0.500 |
122.69 |
|
0.382 |
122.35 |
|
LOW |
121.24 |
|
0.618 |
119.45 |
|
1.000 |
118.34 |
|
1.618 |
116.55 |
|
2.618 |
113.65 |
|
4.250 |
108.92 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.08 |
122.59 |
| PP |
122.89 |
121.90 |
| S1 |
122.69 |
121.21 |
|