NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.80 |
124.05 |
0.25 |
0.2% |
125.67 |
| High |
126.28 |
127.12 |
0.84 |
0.7% |
127.12 |
| Low |
120.61 |
123.59 |
2.98 |
2.5% |
120.61 |
| Close |
123.67 |
125.90 |
2.23 |
1.8% |
125.90 |
| Range |
5.67 |
3.53 |
-2.14 |
-37.7% |
6.51 |
| ATR |
3.28 |
3.30 |
0.02 |
0.5% |
0.00 |
| Volume |
46,402 |
37,385 |
-9,017 |
-19.4% |
219,435 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.13 |
134.54 |
127.84 |
|
| R3 |
132.60 |
131.01 |
126.87 |
|
| R2 |
129.07 |
129.07 |
126.55 |
|
| R1 |
127.48 |
127.48 |
126.22 |
128.28 |
| PP |
125.54 |
125.54 |
125.54 |
125.93 |
| S1 |
123.95 |
123.95 |
125.58 |
124.75 |
| S2 |
122.01 |
122.01 |
125.25 |
|
| S3 |
118.48 |
120.42 |
124.93 |
|
| S4 |
114.95 |
116.89 |
123.96 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.07 |
141.50 |
129.48 |
|
| R3 |
137.56 |
134.99 |
127.69 |
|
| R2 |
131.05 |
131.05 |
127.09 |
|
| R1 |
128.48 |
128.48 |
126.50 |
129.77 |
| PP |
124.54 |
124.54 |
124.54 |
125.19 |
| S1 |
121.97 |
121.97 |
125.30 |
123.26 |
| S2 |
118.03 |
118.03 |
124.71 |
|
| S3 |
111.52 |
115.46 |
124.11 |
|
| S4 |
105.01 |
108.95 |
122.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.12 |
120.61 |
6.51 |
5.2% |
3.48 |
2.8% |
81% |
True |
False |
43,887 |
| 10 |
127.12 |
114.85 |
12.27 |
9.7% |
3.36 |
2.7% |
90% |
True |
False |
40,049 |
| 20 |
127.12 |
108.95 |
18.17 |
14.4% |
3.35 |
2.7% |
93% |
True |
False |
31,551 |
| 40 |
127.12 |
98.05 |
29.07 |
23.1% |
3.08 |
2.4% |
96% |
True |
False |
22,125 |
| 60 |
127.12 |
95.99 |
31.13 |
24.7% |
3.02 |
2.4% |
96% |
True |
False |
17,384 |
| 80 |
127.12 |
86.15 |
40.97 |
32.5% |
2.71 |
2.2% |
97% |
True |
False |
13,943 |
| 100 |
127.12 |
84.33 |
42.79 |
34.0% |
2.45 |
1.9% |
97% |
True |
False |
11,661 |
| 120 |
127.12 |
84.33 |
42.79 |
34.0% |
2.26 |
1.8% |
97% |
True |
False |
9,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.12 |
|
2.618 |
136.36 |
|
1.618 |
132.83 |
|
1.000 |
130.65 |
|
0.618 |
129.30 |
|
HIGH |
127.12 |
|
0.618 |
125.77 |
|
0.500 |
125.36 |
|
0.382 |
124.94 |
|
LOW |
123.59 |
|
0.618 |
121.41 |
|
1.000 |
120.06 |
|
1.618 |
117.88 |
|
2.618 |
114.35 |
|
4.250 |
108.59 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.72 |
125.22 |
| PP |
125.54 |
124.54 |
| S1 |
125.36 |
123.87 |
|