NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
123.75 |
125.22 |
1.47 |
1.2% |
124.96 |
| High |
126.90 |
127.23 |
0.33 |
0.3% |
126.90 |
| Low |
123.43 |
125.00 |
1.57 |
1.3% |
120.49 |
| Close |
125.79 |
126.58 |
0.79 |
0.6% |
125.79 |
| Range |
3.47 |
2.23 |
-1.24 |
-35.7% |
6.41 |
| ATR |
3.21 |
3.14 |
-0.07 |
-2.2% |
0.00 |
| Volume |
20,579 |
20,895 |
316 |
1.5% |
112,790 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.96 |
132.00 |
127.81 |
|
| R3 |
130.73 |
129.77 |
127.19 |
|
| R2 |
128.50 |
128.50 |
126.99 |
|
| R1 |
127.54 |
127.54 |
126.78 |
128.02 |
| PP |
126.27 |
126.27 |
126.27 |
126.51 |
| S1 |
125.31 |
125.31 |
126.38 |
125.79 |
| S2 |
124.04 |
124.04 |
126.17 |
|
| S3 |
121.81 |
123.08 |
125.97 |
|
| S4 |
119.58 |
120.85 |
125.35 |
|
|
| 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 |
127.23 |
120.49 |
6.74 |
5.3% |
3.31 |
2.6% |
90% |
True |
False |
21,634 |
| 10 |
127.23 |
117.71 |
9.52 |
7.5% |
3.09 |
2.4% |
93% |
True |
False |
21,122 |
| 20 |
127.23 |
108.40 |
18.83 |
14.9% |
3.26 |
2.6% |
97% |
True |
False |
17,979 |
| 40 |
127.23 |
97.83 |
29.40 |
23.2% |
3.00 |
2.4% |
98% |
True |
False |
13,317 |
| 60 |
127.23 |
96.72 |
30.51 |
24.1% |
2.87 |
2.3% |
98% |
True |
False |
11,260 |
| 80 |
127.23 |
86.44 |
40.79 |
32.2% |
2.57 |
2.0% |
98% |
True |
False |
9,210 |
| 100 |
127.23 |
84.70 |
42.53 |
33.6% |
2.28 |
1.8% |
98% |
True |
False |
7,729 |
| 120 |
127.23 |
84.34 |
42.89 |
33.9% |
2.12 |
1.7% |
98% |
True |
False |
6,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.71 |
|
2.618 |
133.07 |
|
1.618 |
130.84 |
|
1.000 |
129.46 |
|
0.618 |
128.61 |
|
HIGH |
127.23 |
|
0.618 |
126.38 |
|
0.500 |
126.12 |
|
0.382 |
125.85 |
|
LOW |
125.00 |
|
0.618 |
123.62 |
|
1.000 |
122.77 |
|
1.618 |
121.39 |
|
2.618 |
119.16 |
|
4.250 |
115.52 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.43 |
125.67 |
| PP |
126.27 |
124.77 |
| S1 |
126.12 |
123.86 |
|