NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
134.26 |
130.83 |
-3.43 |
-2.6% |
125.85 |
| High |
135.49 |
133.70 |
-1.79 |
-1.3% |
135.49 |
| Low |
130.22 |
130.28 |
0.06 |
0.0% |
125.08 |
| Close |
130.90 |
132.24 |
1.34 |
1.0% |
132.24 |
| Range |
5.27 |
3.42 |
-1.85 |
-35.1% |
10.41 |
| ATR |
3.52 |
3.51 |
-0.01 |
-0.2% |
0.00 |
| Volume |
132,653 |
136,725 |
4,072 |
3.1% |
455,346 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.33 |
140.71 |
134.12 |
|
| R3 |
138.91 |
137.29 |
133.18 |
|
| R2 |
135.49 |
135.49 |
132.87 |
|
| R1 |
133.87 |
133.87 |
132.55 |
134.68 |
| PP |
132.07 |
132.07 |
132.07 |
132.48 |
| S1 |
130.45 |
130.45 |
131.93 |
131.26 |
| S2 |
128.65 |
128.65 |
131.61 |
|
| S3 |
125.23 |
127.03 |
131.30 |
|
| S4 |
121.81 |
123.61 |
130.36 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.17 |
157.61 |
137.97 |
|
| R3 |
151.76 |
147.20 |
135.10 |
|
| R2 |
141.35 |
141.35 |
134.15 |
|
| R1 |
136.79 |
136.79 |
133.19 |
139.07 |
| PP |
130.94 |
130.94 |
130.94 |
132.08 |
| S1 |
126.38 |
126.38 |
131.29 |
128.66 |
| S2 |
120.53 |
120.53 |
130.33 |
|
| S3 |
110.12 |
115.97 |
129.38 |
|
| S4 |
99.71 |
105.56 |
126.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.49 |
125.08 |
10.41 |
7.9% |
3.94 |
3.0% |
69% |
False |
False |
91,069 |
| 10 |
135.49 |
120.61 |
14.88 |
11.3% |
3.71 |
2.8% |
78% |
False |
False |
67,478 |
| 20 |
135.49 |
108.95 |
26.54 |
20.1% |
3.57 |
2.7% |
88% |
False |
False |
49,396 |
| 40 |
135.49 |
98.20 |
37.29 |
28.2% |
3.26 |
2.5% |
91% |
False |
False |
31,993 |
| 60 |
135.49 |
97.33 |
38.16 |
28.9% |
3.17 |
2.4% |
91% |
False |
False |
24,537 |
| 80 |
135.49 |
86.15 |
49.34 |
37.3% |
2.85 |
2.2% |
93% |
False |
False |
19,331 |
| 100 |
135.49 |
84.33 |
51.16 |
38.7% |
2.60 |
2.0% |
94% |
False |
False |
16,099 |
| 120 |
135.49 |
84.33 |
51.16 |
38.7% |
2.37 |
1.8% |
94% |
False |
False |
13,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.24 |
|
2.618 |
142.65 |
|
1.618 |
139.23 |
|
1.000 |
137.12 |
|
0.618 |
135.81 |
|
HIGH |
133.70 |
|
0.618 |
132.39 |
|
0.500 |
131.99 |
|
0.382 |
131.59 |
|
LOW |
130.28 |
|
0.618 |
128.17 |
|
1.000 |
126.86 |
|
1.618 |
124.75 |
|
2.618 |
121.33 |
|
4.250 |
115.75 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.16 |
132.23 |
| PP |
132.07 |
132.21 |
| S1 |
131.99 |
132.20 |
|