NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
118.90 |
122.02 |
3.12 |
2.6% |
116.10 |
| High |
122.65 |
123.73 |
1.08 |
0.9% |
117.00 |
| Low |
119.18 |
120.92 |
1.74 |
1.5% |
108.40 |
| Close |
122.25 |
122.87 |
0.62 |
0.5% |
114.58 |
| Range |
3.47 |
2.81 |
-0.66 |
-19.0% |
8.60 |
| ATR |
3.17 |
3.14 |
-0.03 |
-0.8% |
0.00 |
| Volume |
15,639 |
21,358 |
5,719 |
36.6% |
84,855 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.94 |
129.71 |
124.42 |
|
| R3 |
128.13 |
126.90 |
123.64 |
|
| R2 |
125.32 |
125.32 |
123.39 |
|
| R1 |
124.09 |
124.09 |
123.13 |
124.71 |
| PP |
122.51 |
122.51 |
122.51 |
122.81 |
| S1 |
121.28 |
121.28 |
122.61 |
121.90 |
| S2 |
119.70 |
119.70 |
122.35 |
|
| S3 |
116.89 |
118.47 |
122.10 |
|
| S4 |
114.08 |
115.66 |
121.32 |
|
|
| 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 |
123.73 |
109.84 |
13.89 |
11.3% |
3.71 |
3.0% |
94% |
True |
False |
17,127 |
| 10 |
123.73 |
108.40 |
15.33 |
12.5% |
3.52 |
2.9% |
94% |
True |
False |
16,443 |
| 20 |
123.73 |
106.75 |
16.98 |
13.8% |
2.96 |
2.4% |
95% |
True |
False |
12,715 |
| 40 |
123.73 |
96.72 |
27.01 |
22.0% |
3.08 |
2.5% |
97% |
True |
False |
10,629 |
| 60 |
123.73 |
93.00 |
30.73 |
25.0% |
2.73 |
2.2% |
97% |
True |
False |
9,008 |
| 80 |
123.73 |
84.70 |
39.03 |
31.8% |
2.43 |
2.0% |
98% |
True |
False |
7,357 |
| 100 |
123.73 |
84.70 |
39.03 |
31.8% |
2.13 |
1.7% |
98% |
True |
False |
6,237 |
| 120 |
123.73 |
84.34 |
39.39 |
32.1% |
1.97 |
1.6% |
98% |
True |
False |
5,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.67 |
|
2.618 |
131.09 |
|
1.618 |
128.28 |
|
1.000 |
126.54 |
|
0.618 |
125.47 |
|
HIGH |
123.73 |
|
0.618 |
122.66 |
|
0.500 |
122.33 |
|
0.382 |
121.99 |
|
LOW |
120.92 |
|
0.618 |
119.18 |
|
1.000 |
118.11 |
|
1.618 |
116.37 |
|
2.618 |
113.56 |
|
4.250 |
108.98 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.69 |
122.15 |
| PP |
122.51 |
121.44 |
| S1 |
122.33 |
120.72 |
|