NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.24 |
134.26 |
5.02 |
3.9% |
125.67 |
| High |
134.51 |
135.49 |
0.98 |
0.7% |
127.12 |
| Low |
128.90 |
130.22 |
1.32 |
1.0% |
120.61 |
| Close |
133.54 |
130.90 |
-2.64 |
-2.0% |
125.90 |
| Range |
5.61 |
5.27 |
-0.34 |
-6.1% |
6.51 |
| ATR |
3.39 |
3.52 |
0.13 |
4.0% |
0.00 |
| Volume |
91,433 |
132,653 |
41,220 |
45.1% |
219,435 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.01 |
144.73 |
133.80 |
|
| R3 |
142.74 |
139.46 |
132.35 |
|
| R2 |
137.47 |
137.47 |
131.87 |
|
| R1 |
134.19 |
134.19 |
131.38 |
133.20 |
| PP |
132.20 |
132.20 |
132.20 |
131.71 |
| S1 |
128.92 |
128.92 |
130.42 |
127.93 |
| S2 |
126.93 |
126.93 |
129.93 |
|
| S3 |
121.66 |
123.65 |
129.45 |
|
| S4 |
116.39 |
118.38 |
128.00 |
|
|
| 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 |
135.49 |
123.59 |
11.90 |
9.1% |
3.96 |
3.0% |
61% |
True |
False |
71,201 |
| 10 |
135.49 |
120.61 |
14.88 |
11.4% |
3.60 |
2.7% |
69% |
True |
False |
59,164 |
| 20 |
135.49 |
108.95 |
26.54 |
20.3% |
3.62 |
2.8% |
83% |
True |
False |
43,958 |
| 40 |
135.49 |
98.20 |
37.29 |
28.5% |
3.23 |
2.5% |
88% |
True |
False |
28,917 |
| 60 |
135.49 |
97.33 |
38.16 |
29.2% |
3.17 |
2.4% |
88% |
True |
False |
22,349 |
| 80 |
135.49 |
86.15 |
49.34 |
37.7% |
2.84 |
2.2% |
91% |
True |
False |
17,639 |
| 100 |
135.49 |
84.33 |
51.16 |
39.1% |
2.59 |
2.0% |
91% |
True |
False |
14,763 |
| 120 |
135.49 |
84.33 |
51.16 |
39.1% |
2.35 |
1.8% |
91% |
True |
False |
12,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.89 |
|
2.618 |
149.29 |
|
1.618 |
144.02 |
|
1.000 |
140.76 |
|
0.618 |
138.75 |
|
HIGH |
135.49 |
|
0.618 |
133.48 |
|
0.500 |
132.86 |
|
0.382 |
132.23 |
|
LOW |
130.22 |
|
0.618 |
126.96 |
|
1.000 |
124.95 |
|
1.618 |
121.69 |
|
2.618 |
116.42 |
|
4.250 |
107.82 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.86 |
130.94 |
| PP |
132.20 |
130.93 |
| S1 |
131.55 |
130.91 |
|