NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
130.83 |
132.24 |
1.41 |
1.1% |
125.85 |
| High |
133.70 |
133.45 |
-0.25 |
-0.2% |
135.49 |
| Low |
130.28 |
131.98 |
1.70 |
1.3% |
125.08 |
| Close |
132.24 |
132.90 |
0.66 |
0.5% |
132.24 |
| Range |
3.42 |
1.47 |
-1.95 |
-57.0% |
10.41 |
| ATR |
3.51 |
3.37 |
-0.15 |
-4.2% |
0.00 |
| Volume |
136,725 |
136,725 |
0 |
0.0% |
455,346 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.19 |
136.51 |
133.71 |
|
| R3 |
135.72 |
135.04 |
133.30 |
|
| R2 |
134.25 |
134.25 |
133.17 |
|
| R1 |
133.57 |
133.57 |
133.03 |
133.91 |
| PP |
132.78 |
132.78 |
132.78 |
132.95 |
| S1 |
132.10 |
132.10 |
132.77 |
132.44 |
| S2 |
131.31 |
131.31 |
132.63 |
|
| S3 |
129.84 |
130.63 |
132.50 |
|
| S4 |
128.37 |
129.16 |
132.09 |
|
|
| 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 |
126.39 |
9.10 |
6.8% |
3.77 |
2.8% |
72% |
False |
False |
111,043 |
| 10 |
135.49 |
120.61 |
14.88 |
11.2% |
3.59 |
2.7% |
83% |
False |
False |
76,017 |
| 20 |
135.49 |
108.95 |
26.54 |
20.0% |
3.57 |
2.7% |
90% |
False |
False |
54,721 |
| 40 |
135.49 |
98.20 |
37.29 |
28.1% |
3.15 |
2.4% |
93% |
False |
False |
35,207 |
| 60 |
135.49 |
97.33 |
38.16 |
28.7% |
3.17 |
2.4% |
93% |
False |
False |
26,762 |
| 80 |
135.49 |
86.15 |
49.34 |
37.1% |
2.84 |
2.1% |
95% |
False |
False |
21,027 |
| 100 |
135.49 |
84.33 |
51.16 |
38.5% |
2.61 |
2.0% |
95% |
False |
False |
17,439 |
| 120 |
135.49 |
84.33 |
51.16 |
38.5% |
2.37 |
1.8% |
95% |
False |
False |
14,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.70 |
|
2.618 |
137.30 |
|
1.618 |
135.83 |
|
1.000 |
134.92 |
|
0.618 |
134.36 |
|
HIGH |
133.45 |
|
0.618 |
132.89 |
|
0.500 |
132.72 |
|
0.382 |
132.54 |
|
LOW |
131.98 |
|
0.618 |
131.07 |
|
1.000 |
130.51 |
|
1.618 |
129.60 |
|
2.618 |
128.13 |
|
4.250 |
125.73 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.84 |
132.89 |
| PP |
132.78 |
132.87 |
| S1 |
132.72 |
132.86 |
|