NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.53 |
123.75 |
0.22 |
0.2% |
124.96 |
| High |
126.08 |
126.90 |
0.82 |
0.7% |
126.90 |
| Low |
120.49 |
123.43 |
2.94 |
2.4% |
120.49 |
| Close |
123.51 |
125.79 |
2.28 |
1.8% |
125.79 |
| Range |
5.59 |
3.47 |
-2.12 |
-37.9% |
6.41 |
| ATR |
3.19 |
3.21 |
0.02 |
0.6% |
0.00 |
| Volume |
22,257 |
20,579 |
-1,678 |
-7.5% |
112,790 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.78 |
134.26 |
127.70 |
|
| R3 |
132.31 |
130.79 |
126.74 |
|
| R2 |
128.84 |
128.84 |
126.43 |
|
| R1 |
127.32 |
127.32 |
126.11 |
128.08 |
| PP |
125.37 |
125.37 |
125.37 |
125.76 |
| S1 |
123.85 |
123.85 |
125.47 |
124.61 |
| S2 |
121.90 |
121.90 |
125.15 |
|
| S3 |
118.43 |
120.38 |
124.84 |
|
| S4 |
114.96 |
116.91 |
123.88 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.62 |
141.12 |
129.32 |
|
| R3 |
137.21 |
134.71 |
127.55 |
|
| R2 |
130.80 |
130.80 |
126.97 |
|
| R1 |
128.30 |
128.30 |
126.38 |
129.55 |
| PP |
124.39 |
124.39 |
124.39 |
125.02 |
| S1 |
121.89 |
121.89 |
125.20 |
123.14 |
| S2 |
117.98 |
117.98 |
124.61 |
|
| S3 |
111.57 |
115.48 |
124.03 |
|
| S4 |
105.16 |
109.07 |
122.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.90 |
120.49 |
6.41 |
5.1% |
3.36 |
2.7% |
83% |
True |
False |
22,558 |
| 10 |
126.90 |
114.22 |
12.68 |
10.1% |
3.28 |
2.6% |
91% |
True |
False |
20,587 |
| 20 |
126.90 |
108.40 |
18.50 |
14.7% |
3.23 |
2.6% |
94% |
True |
False |
17,316 |
| 40 |
126.90 |
97.44 |
29.46 |
23.4% |
3.01 |
2.4% |
96% |
True |
False |
13,011 |
| 60 |
126.90 |
95.83 |
31.07 |
24.7% |
2.86 |
2.3% |
96% |
True |
False |
10,990 |
| 80 |
126.90 |
86.44 |
40.46 |
32.2% |
2.56 |
2.0% |
97% |
True |
False |
8,983 |
| 100 |
126.90 |
84.70 |
42.20 |
33.5% |
2.27 |
1.8% |
97% |
True |
False |
7,521 |
| 120 |
126.90 |
84.34 |
42.56 |
33.8% |
2.10 |
1.7% |
97% |
True |
False |
6,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.65 |
|
2.618 |
135.98 |
|
1.618 |
132.51 |
|
1.000 |
130.37 |
|
0.618 |
129.04 |
|
HIGH |
126.90 |
|
0.618 |
125.57 |
|
0.500 |
125.17 |
|
0.382 |
124.76 |
|
LOW |
123.43 |
|
0.618 |
121.29 |
|
1.000 |
119.96 |
|
1.618 |
117.82 |
|
2.618 |
114.35 |
|
4.250 |
108.68 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.58 |
125.09 |
| PP |
125.37 |
124.39 |
| S1 |
125.17 |
123.70 |
|