NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
122.02 |
123.36 |
1.34 |
1.1% |
114.22 |
| High |
123.73 |
125.60 |
1.87 |
1.5% |
125.60 |
| Low |
120.92 |
123.34 |
2.42 |
2.0% |
114.22 |
| Close |
122.87 |
125.45 |
2.58 |
2.1% |
125.45 |
| Range |
2.81 |
2.26 |
-0.55 |
-19.6% |
11.38 |
| ATR |
3.14 |
3.11 |
-0.03 |
-0.9% |
0.00 |
| Volume |
21,358 |
28,791 |
7,433 |
34.8% |
93,083 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.58 |
130.77 |
126.69 |
|
| R3 |
129.32 |
128.51 |
126.07 |
|
| R2 |
127.06 |
127.06 |
125.86 |
|
| R1 |
126.25 |
126.25 |
125.66 |
126.66 |
| PP |
124.80 |
124.80 |
124.80 |
125.00 |
| S1 |
123.99 |
123.99 |
125.24 |
124.40 |
| S2 |
122.54 |
122.54 |
125.04 |
|
| S3 |
120.28 |
121.73 |
124.83 |
|
| S4 |
118.02 |
119.47 |
124.21 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.90 |
152.05 |
131.71 |
|
| R3 |
144.52 |
140.67 |
128.58 |
|
| R2 |
133.14 |
133.14 |
127.54 |
|
| R1 |
129.29 |
129.29 |
126.49 |
131.22 |
| PP |
121.76 |
121.76 |
121.76 |
122.72 |
| S1 |
117.91 |
117.91 |
124.41 |
119.84 |
| S2 |
110.38 |
110.38 |
123.36 |
|
| S3 |
99.00 |
106.53 |
122.32 |
|
| S4 |
87.62 |
95.15 |
119.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.60 |
114.22 |
11.38 |
9.1% |
3.21 |
2.6% |
99% |
True |
False |
18,616 |
| 10 |
125.60 |
108.40 |
17.20 |
13.7% |
3.31 |
2.6% |
99% |
True |
False |
17,793 |
| 20 |
125.60 |
107.40 |
18.20 |
14.5% |
3.01 |
2.4% |
99% |
True |
False |
13,584 |
| 40 |
125.60 |
96.72 |
28.88 |
23.0% |
3.10 |
2.5% |
99% |
True |
False |
11,136 |
| 60 |
125.60 |
93.67 |
31.93 |
25.5% |
2.74 |
2.2% |
100% |
True |
False |
9,452 |
| 80 |
125.60 |
84.70 |
40.90 |
32.6% |
2.44 |
1.9% |
100% |
True |
False |
7,705 |
| 100 |
125.60 |
84.70 |
40.90 |
32.6% |
2.15 |
1.7% |
100% |
True |
False |
6,518 |
| 120 |
125.60 |
84.34 |
41.26 |
32.9% |
1.98 |
1.6% |
100% |
True |
False |
5,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.21 |
|
2.618 |
131.52 |
|
1.618 |
129.26 |
|
1.000 |
127.86 |
|
0.618 |
127.00 |
|
HIGH |
125.60 |
|
0.618 |
124.74 |
|
0.500 |
124.47 |
|
0.382 |
124.20 |
|
LOW |
123.34 |
|
0.618 |
121.94 |
|
1.000 |
121.08 |
|
1.618 |
119.68 |
|
2.618 |
117.42 |
|
4.250 |
113.74 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.12 |
124.43 |
| PP |
124.80 |
123.41 |
| S1 |
124.47 |
122.39 |
|