NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
124.05 |
125.85 |
1.80 |
1.5% |
125.67 |
| High |
127.12 |
127.36 |
0.24 |
0.2% |
127.12 |
| Low |
123.59 |
125.08 |
1.49 |
1.2% |
120.61 |
| Close |
125.90 |
126.64 |
0.74 |
0.6% |
125.90 |
| Range |
3.53 |
2.28 |
-1.25 |
-35.4% |
6.51 |
| ATR |
3.30 |
3.22 |
-0.07 |
-2.2% |
0.00 |
| Volume |
37,385 |
36,855 |
-530 |
-1.4% |
219,435 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.20 |
132.20 |
127.89 |
|
| R3 |
130.92 |
129.92 |
127.27 |
|
| R2 |
128.64 |
128.64 |
127.06 |
|
| R1 |
127.64 |
127.64 |
126.85 |
128.14 |
| PP |
126.36 |
126.36 |
126.36 |
126.61 |
| S1 |
125.36 |
125.36 |
126.43 |
125.86 |
| S2 |
124.08 |
124.08 |
126.22 |
|
| S3 |
121.80 |
123.08 |
126.01 |
|
| S4 |
119.52 |
120.80 |
125.39 |
|
|
| 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 |
127.36 |
120.61 |
6.75 |
5.3% |
3.40 |
2.7% |
89% |
True |
False |
40,990 |
| 10 |
127.36 |
118.28 |
9.08 |
7.2% |
3.16 |
2.5% |
92% |
True |
False |
40,569 |
| 20 |
127.36 |
108.95 |
18.41 |
14.5% |
3.37 |
2.7% |
96% |
True |
False |
32,702 |
| 40 |
127.36 |
98.20 |
29.16 |
23.0% |
3.08 |
2.4% |
98% |
True |
False |
22,746 |
| 60 |
127.36 |
96.69 |
30.67 |
24.2% |
3.02 |
2.4% |
98% |
True |
False |
17,914 |
| 80 |
127.36 |
86.15 |
41.21 |
32.5% |
2.71 |
2.1% |
98% |
True |
False |
14,355 |
| 100 |
127.36 |
84.33 |
43.03 |
34.0% |
2.47 |
2.0% |
98% |
True |
False |
12,030 |
| 120 |
127.36 |
84.33 |
43.03 |
34.0% |
2.28 |
1.8% |
98% |
True |
False |
10,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.05 |
|
2.618 |
133.33 |
|
1.618 |
131.05 |
|
1.000 |
129.64 |
|
0.618 |
128.77 |
|
HIGH |
127.36 |
|
0.618 |
126.49 |
|
0.500 |
126.22 |
|
0.382 |
125.95 |
|
LOW |
125.08 |
|
0.618 |
123.67 |
|
1.000 |
122.80 |
|
1.618 |
121.39 |
|
2.618 |
119.11 |
|
4.250 |
115.39 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.50 |
125.76 |
| PP |
126.36 |
124.87 |
| S1 |
126.22 |
123.99 |
|