NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.25 |
125.10 |
1.85 |
1.5% |
114.22 |
| High |
126.00 |
125.22 |
-0.78 |
-0.6% |
125.60 |
| Low |
122.45 |
123.50 |
1.05 |
0.9% |
114.22 |
| Close |
125.00 |
123.90 |
-1.10 |
-0.9% |
125.45 |
| Range |
3.55 |
1.72 |
-1.83 |
-51.5% |
11.38 |
| ATR |
3.10 |
3.00 |
-0.10 |
-3.2% |
0.00 |
| Volume |
27,193 |
17,248 |
-9,945 |
-36.6% |
93,083 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.37 |
128.35 |
124.85 |
|
| R3 |
127.65 |
126.63 |
124.37 |
|
| R2 |
125.93 |
125.93 |
124.22 |
|
| R1 |
124.91 |
124.91 |
124.06 |
124.56 |
| PP |
124.21 |
124.21 |
124.21 |
124.03 |
| S1 |
123.19 |
123.19 |
123.74 |
122.84 |
| S2 |
122.49 |
122.49 |
123.58 |
|
| S3 |
120.77 |
121.47 |
123.43 |
|
| S4 |
119.05 |
119.75 |
122.95 |
|
|
| 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 |
126.00 |
120.92 |
5.08 |
4.1% |
2.56 |
2.1% |
59% |
False |
False |
24,020 |
| 10 |
126.00 |
108.40 |
17.60 |
14.2% |
3.27 |
2.6% |
88% |
False |
False |
20,158 |
| 20 |
126.00 |
108.40 |
17.60 |
14.2% |
3.00 |
2.4% |
88% |
False |
False |
15,946 |
| 40 |
126.00 |
96.72 |
29.28 |
23.6% |
2.97 |
2.4% |
93% |
False |
False |
12,353 |
| 60 |
126.00 |
95.83 |
30.17 |
24.4% |
2.77 |
2.2% |
93% |
False |
False |
10,389 |
| 80 |
126.00 |
85.11 |
40.89 |
33.0% |
2.48 |
2.0% |
95% |
False |
False |
8,517 |
| 100 |
126.00 |
84.70 |
41.30 |
33.3% |
2.19 |
1.8% |
95% |
False |
False |
7,193 |
| 120 |
126.00 |
84.34 |
41.66 |
33.6% |
2.03 |
1.6% |
95% |
False |
False |
6,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.53 |
|
2.618 |
129.72 |
|
1.618 |
128.00 |
|
1.000 |
126.94 |
|
0.618 |
126.28 |
|
HIGH |
125.22 |
|
0.618 |
124.56 |
|
0.500 |
124.36 |
|
0.382 |
124.16 |
|
LOW |
123.50 |
|
0.618 |
122.44 |
|
1.000 |
121.78 |
|
1.618 |
120.72 |
|
2.618 |
119.00 |
|
4.250 |
116.19 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.36 |
124.23 |
| PP |
124.21 |
124.12 |
| S1 |
124.05 |
124.01 |
|