NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.22 |
115.00 |
0.78 |
0.7% |
116.10 |
| High |
118.44 |
121.01 |
2.57 |
2.2% |
117.00 |
| Low |
114.22 |
117.71 |
3.49 |
3.1% |
108.40 |
| Close |
118.26 |
120.21 |
1.95 |
1.6% |
114.58 |
| Range |
4.22 |
3.30 |
-0.92 |
-21.8% |
8.60 |
| ATR |
3.13 |
3.15 |
0.01 |
0.4% |
0.00 |
| Volume |
15,546 |
11,749 |
-3,797 |
-24.4% |
84,855 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.54 |
128.18 |
122.03 |
|
| R3 |
126.24 |
124.88 |
121.12 |
|
| R2 |
122.94 |
122.94 |
120.82 |
|
| R1 |
121.58 |
121.58 |
120.51 |
122.26 |
| PP |
119.64 |
119.64 |
119.64 |
119.99 |
| S1 |
118.28 |
118.28 |
119.91 |
118.96 |
| S2 |
116.34 |
116.34 |
119.61 |
|
| S3 |
113.04 |
114.98 |
119.30 |
|
| S4 |
109.74 |
111.68 |
118.40 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.13 |
135.45 |
119.31 |
|
| R3 |
130.53 |
126.85 |
116.95 |
|
| R2 |
121.93 |
121.93 |
116.16 |
|
| R1 |
118.25 |
118.25 |
115.37 |
115.79 |
| PP |
113.33 |
113.33 |
113.33 |
112.10 |
| S1 |
109.65 |
109.65 |
113.79 |
107.19 |
| S2 |
104.73 |
104.73 |
113.00 |
|
| S3 |
96.13 |
101.05 |
112.22 |
|
| S4 |
87.53 |
92.45 |
109.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.01 |
108.40 |
12.61 |
10.5% |
3.94 |
3.3% |
94% |
True |
False |
16,139 |
| 10 |
121.01 |
108.40 |
12.61 |
10.5% |
3.47 |
2.9% |
94% |
True |
False |
15,249 |
| 20 |
121.01 |
105.39 |
15.62 |
13.0% |
2.96 |
2.5% |
95% |
True |
False |
12,189 |
| 40 |
121.01 |
96.72 |
24.29 |
20.2% |
3.02 |
2.5% |
97% |
True |
False |
10,323 |
| 60 |
121.01 |
91.20 |
29.81 |
24.8% |
2.67 |
2.2% |
97% |
True |
False |
8,553 |
| 80 |
121.01 |
84.70 |
36.31 |
30.2% |
2.40 |
2.0% |
98% |
True |
False |
6,915 |
| 100 |
121.01 |
84.70 |
36.31 |
30.2% |
2.09 |
1.7% |
98% |
True |
False |
5,959 |
| 120 |
121.01 |
84.34 |
36.67 |
30.5% |
1.93 |
1.6% |
98% |
True |
False |
5,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.04 |
|
2.618 |
129.65 |
|
1.618 |
126.35 |
|
1.000 |
124.31 |
|
0.618 |
123.05 |
|
HIGH |
121.01 |
|
0.618 |
119.75 |
|
0.500 |
119.36 |
|
0.382 |
118.97 |
|
LOW |
117.71 |
|
0.618 |
115.67 |
|
1.000 |
114.41 |
|
1.618 |
112.37 |
|
2.618 |
109.07 |
|
4.250 |
103.69 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.93 |
118.62 |
| PP |
119.64 |
117.02 |
| S1 |
119.36 |
115.43 |
|