NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.67 |
123.35 |
-2.32 |
-1.8% |
115.00 |
| High |
125.99 |
126.34 |
0.35 |
0.3% |
125.94 |
| Low |
123.31 |
122.78 |
-0.53 |
-0.4% |
114.85 |
| Close |
123.86 |
125.31 |
1.45 |
1.2% |
125.76 |
| Range |
2.68 |
3.56 |
0.88 |
32.8% |
11.09 |
| ATR |
3.15 |
3.18 |
0.03 |
0.9% |
0.00 |
| Volume |
51,336 |
49,869 |
-1,467 |
-2.9% |
181,064 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.49 |
133.96 |
127.27 |
|
| R3 |
131.93 |
130.40 |
126.29 |
|
| R2 |
128.37 |
128.37 |
125.96 |
|
| R1 |
126.84 |
126.84 |
125.64 |
127.61 |
| PP |
124.81 |
124.81 |
124.81 |
125.19 |
| S1 |
123.28 |
123.28 |
124.98 |
124.05 |
| S2 |
121.25 |
121.25 |
124.66 |
|
| S3 |
117.69 |
119.72 |
124.33 |
|
| S4 |
114.13 |
116.16 |
123.35 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.45 |
151.70 |
131.86 |
|
| R3 |
144.36 |
140.61 |
128.81 |
|
| R2 |
133.27 |
133.27 |
127.79 |
|
| R1 |
129.52 |
129.52 |
126.78 |
131.40 |
| PP |
122.18 |
122.18 |
122.18 |
123.12 |
| S1 |
118.43 |
118.43 |
124.74 |
120.31 |
| S2 |
111.09 |
111.09 |
123.73 |
|
| S3 |
100.00 |
107.34 |
122.71 |
|
| S4 |
88.91 |
96.25 |
119.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.34 |
119.67 |
6.67 |
5.3% |
2.98 |
2.4% |
85% |
True |
False |
45,460 |
| 10 |
126.34 |
108.95 |
17.39 |
13.9% |
3.56 |
2.8% |
94% |
True |
False |
36,569 |
| 20 |
126.34 |
108.95 |
17.39 |
13.9% |
3.16 |
2.5% |
94% |
True |
False |
27,747 |
| 40 |
126.34 |
97.33 |
29.01 |
23.2% |
3.11 |
2.5% |
96% |
True |
False |
19,994 |
| 60 |
126.34 |
94.67 |
31.67 |
25.3% |
2.97 |
2.4% |
97% |
True |
False |
15,642 |
| 80 |
126.34 |
84.33 |
42.01 |
33.5% |
2.66 |
2.1% |
98% |
True |
False |
12,628 |
| 100 |
126.34 |
84.33 |
42.01 |
33.5% |
2.35 |
1.9% |
98% |
True |
False |
10,525 |
| 120 |
126.34 |
84.33 |
42.01 |
33.5% |
2.19 |
1.7% |
98% |
True |
False |
8,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.47 |
|
2.618 |
135.66 |
|
1.618 |
132.10 |
|
1.000 |
129.90 |
|
0.618 |
128.54 |
|
HIGH |
126.34 |
|
0.618 |
124.98 |
|
0.500 |
124.56 |
|
0.382 |
124.14 |
|
LOW |
122.78 |
|
0.618 |
120.58 |
|
1.000 |
119.22 |
|
1.618 |
117.02 |
|
2.618 |
113.46 |
|
4.250 |
107.65 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.06 |
125.06 |
| PP |
124.81 |
124.81 |
| S1 |
124.56 |
124.56 |
|