NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.35 |
125.24 |
1.89 |
1.5% |
115.00 |
| High |
126.34 |
125.49 |
-0.85 |
-0.7% |
125.94 |
| Low |
122.78 |
123.54 |
0.76 |
0.6% |
114.85 |
| Close |
125.31 |
124.01 |
-1.30 |
-1.0% |
125.76 |
| Range |
3.56 |
1.95 |
-1.61 |
-45.2% |
11.09 |
| ATR |
3.18 |
3.09 |
-0.09 |
-2.8% |
0.00 |
| Volume |
49,869 |
34,443 |
-15,426 |
-30.9% |
181,064 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.20 |
129.05 |
125.08 |
|
| R3 |
128.25 |
127.10 |
124.55 |
|
| R2 |
126.30 |
126.30 |
124.37 |
|
| R1 |
125.15 |
125.15 |
124.19 |
124.75 |
| PP |
124.35 |
124.35 |
124.35 |
124.15 |
| S1 |
123.20 |
123.20 |
123.83 |
122.80 |
| S2 |
122.40 |
122.40 |
123.65 |
|
| S3 |
120.45 |
121.25 |
123.47 |
|
| S4 |
118.50 |
119.30 |
122.94 |
|
|
| 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 |
121.24 |
5.10 |
4.1% |
2.68 |
2.2% |
54% |
False |
False |
45,380 |
| 10 |
126.34 |
108.95 |
17.39 |
14.0% |
3.42 |
2.8% |
87% |
False |
False |
37,528 |
| 20 |
126.34 |
108.95 |
17.39 |
14.0% |
3.12 |
2.5% |
87% |
False |
False |
28,697 |
| 40 |
126.34 |
97.33 |
29.01 |
23.4% |
3.05 |
2.5% |
92% |
False |
False |
20,593 |
| 60 |
126.34 |
95.79 |
30.55 |
24.6% |
2.95 |
2.4% |
92% |
False |
False |
16,122 |
| 80 |
126.34 |
85.15 |
41.19 |
33.2% |
2.64 |
2.1% |
94% |
False |
False |
13,007 |
| 100 |
126.34 |
84.33 |
42.01 |
33.9% |
2.36 |
1.9% |
94% |
False |
False |
10,857 |
| 120 |
126.34 |
84.33 |
42.01 |
33.9% |
2.19 |
1.8% |
94% |
False |
False |
9,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.78 |
|
2.618 |
130.60 |
|
1.618 |
128.65 |
|
1.000 |
127.44 |
|
0.618 |
126.70 |
|
HIGH |
125.49 |
|
0.618 |
124.75 |
|
0.500 |
124.52 |
|
0.382 |
124.28 |
|
LOW |
123.54 |
|
0.618 |
122.33 |
|
1.000 |
121.59 |
|
1.618 |
120.38 |
|
2.618 |
118.43 |
|
4.250 |
115.25 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.52 |
124.56 |
| PP |
124.35 |
124.38 |
| S1 |
124.18 |
124.19 |
|