NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
125.22 |
126.63 |
1.41 |
1.1% |
124.96 |
| High |
127.23 |
129.69 |
2.46 |
1.9% |
126.90 |
| Low |
125.00 |
126.38 |
1.38 |
1.1% |
120.49 |
| Close |
126.58 |
129.46 |
2.88 |
2.3% |
125.79 |
| Range |
2.23 |
3.31 |
1.08 |
48.4% |
6.41 |
| ATR |
3.14 |
3.15 |
0.01 |
0.4% |
0.00 |
| Volume |
20,895 |
25,822 |
4,927 |
23.6% |
112,790 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.44 |
137.26 |
131.28 |
|
| R3 |
135.13 |
133.95 |
130.37 |
|
| R2 |
131.82 |
131.82 |
130.07 |
|
| R1 |
130.64 |
130.64 |
129.76 |
131.23 |
| PP |
128.51 |
128.51 |
128.51 |
128.81 |
| S1 |
127.33 |
127.33 |
129.16 |
127.92 |
| S2 |
125.20 |
125.20 |
128.85 |
|
| S3 |
121.89 |
124.02 |
128.55 |
|
| S4 |
118.58 |
120.71 |
127.64 |
|
|
| 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 |
129.69 |
120.49 |
9.20 |
7.1% |
3.26 |
2.5% |
98% |
True |
False |
21,360 |
| 10 |
129.69 |
119.18 |
10.51 |
8.1% |
3.09 |
2.4% |
98% |
True |
False |
22,529 |
| 20 |
129.69 |
108.40 |
21.29 |
16.4% |
3.28 |
2.5% |
99% |
True |
False |
18,889 |
| 40 |
129.69 |
97.93 |
31.76 |
24.5% |
3.03 |
2.3% |
99% |
True |
False |
13,869 |
| 60 |
129.69 |
96.72 |
32.97 |
25.5% |
2.91 |
2.3% |
99% |
True |
False |
11,600 |
| 80 |
129.69 |
86.44 |
43.25 |
33.4% |
2.59 |
2.0% |
99% |
True |
False |
9,482 |
| 100 |
129.69 |
84.70 |
44.99 |
34.8% |
2.31 |
1.8% |
99% |
True |
False |
7,976 |
| 120 |
129.69 |
84.34 |
45.35 |
35.0% |
2.14 |
1.6% |
99% |
True |
False |
6,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.76 |
|
2.618 |
138.36 |
|
1.618 |
135.05 |
|
1.000 |
133.00 |
|
0.618 |
131.74 |
|
HIGH |
129.69 |
|
0.618 |
128.43 |
|
0.500 |
128.04 |
|
0.382 |
127.64 |
|
LOW |
126.38 |
|
0.618 |
124.33 |
|
1.000 |
123.07 |
|
1.618 |
121.02 |
|
2.618 |
117.71 |
|
4.250 |
112.31 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.99 |
128.49 |
| PP |
128.51 |
127.53 |
| S1 |
128.04 |
126.56 |
|