NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.36 |
124.96 |
1.60 |
1.3% |
114.22 |
| High |
125.60 |
125.55 |
-0.05 |
0.0% |
125.60 |
| Low |
123.34 |
123.10 |
-0.24 |
-0.2% |
114.22 |
| Close |
125.45 |
123.61 |
-1.84 |
-1.5% |
125.45 |
| Range |
2.26 |
2.45 |
0.19 |
8.4% |
11.38 |
| ATR |
3.11 |
3.07 |
-0.05 |
-1.5% |
0.00 |
| Volume |
28,791 |
25,513 |
-3,278 |
-11.4% |
93,083 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.44 |
129.97 |
124.96 |
|
| R3 |
128.99 |
127.52 |
124.28 |
|
| R2 |
126.54 |
126.54 |
124.06 |
|
| R1 |
125.07 |
125.07 |
123.83 |
124.58 |
| PP |
124.09 |
124.09 |
124.09 |
123.84 |
| S1 |
122.62 |
122.62 |
123.39 |
122.13 |
| S2 |
121.64 |
121.64 |
123.16 |
|
| S3 |
119.19 |
120.17 |
122.94 |
|
| S4 |
116.74 |
117.72 |
122.26 |
|
|
| 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 |
117.71 |
7.89 |
6.4% |
2.86 |
2.3% |
75% |
False |
False |
20,610 |
| 10 |
125.60 |
108.40 |
17.20 |
13.9% |
3.39 |
2.7% |
88% |
False |
False |
18,279 |
| 20 |
125.60 |
107.45 |
18.15 |
14.7% |
3.05 |
2.5% |
89% |
False |
False |
14,517 |
| 40 |
125.60 |
96.72 |
28.88 |
23.4% |
3.13 |
2.5% |
93% |
False |
False |
11,587 |
| 60 |
125.60 |
93.69 |
31.91 |
25.8% |
2.76 |
2.2% |
94% |
False |
False |
9,791 |
| 80 |
125.60 |
84.70 |
40.90 |
33.1% |
2.46 |
2.0% |
95% |
False |
False |
8,013 |
| 100 |
125.60 |
84.70 |
40.90 |
33.1% |
2.14 |
1.7% |
95% |
False |
False |
6,766 |
| 120 |
125.60 |
84.34 |
41.26 |
33.4% |
1.99 |
1.6% |
95% |
False |
False |
5,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.96 |
|
2.618 |
131.96 |
|
1.618 |
129.51 |
|
1.000 |
128.00 |
|
0.618 |
127.06 |
|
HIGH |
125.55 |
|
0.618 |
124.61 |
|
0.500 |
124.33 |
|
0.382 |
124.04 |
|
LOW |
123.10 |
|
0.618 |
121.59 |
|
1.000 |
120.65 |
|
1.618 |
119.14 |
|
2.618 |
116.69 |
|
4.250 |
112.69 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.33 |
123.49 |
| PP |
124.09 |
123.38 |
| S1 |
123.85 |
123.26 |
|