NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
126.63 |
129.35 |
2.72 |
2.1% |
124.96 |
| High |
129.69 |
134.78 |
5.09 |
3.9% |
126.90 |
| Low |
126.38 |
129.18 |
2.80 |
2.2% |
120.49 |
| Close |
129.46 |
133.83 |
4.37 |
3.4% |
125.79 |
| Range |
3.31 |
5.60 |
2.29 |
69.2% |
6.41 |
| ATR |
3.15 |
3.32 |
0.18 |
5.6% |
0.00 |
| Volume |
25,822 |
42,646 |
16,824 |
65.2% |
112,790 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.40 |
147.21 |
136.91 |
|
| R3 |
143.80 |
141.61 |
135.37 |
|
| R2 |
138.20 |
138.20 |
134.86 |
|
| R1 |
136.01 |
136.01 |
134.34 |
137.11 |
| PP |
132.60 |
132.60 |
132.60 |
133.14 |
| S1 |
130.41 |
130.41 |
133.32 |
131.51 |
| S2 |
127.00 |
127.00 |
132.80 |
|
| S3 |
121.40 |
124.81 |
132.29 |
|
| S4 |
115.80 |
119.21 |
130.75 |
|
|
| 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 |
134.78 |
120.49 |
14.29 |
10.7% |
4.04 |
3.0% |
93% |
True |
False |
26,439 |
| 10 |
134.78 |
120.49 |
14.29 |
10.7% |
3.30 |
2.5% |
93% |
True |
False |
25,230 |
| 20 |
134.78 |
108.40 |
26.38 |
19.7% |
3.46 |
2.6% |
96% |
True |
False |
20,334 |
| 40 |
134.78 |
97.93 |
36.85 |
27.5% |
3.08 |
2.3% |
97% |
True |
False |
14,749 |
| 60 |
134.78 |
96.72 |
38.06 |
28.4% |
2.97 |
2.2% |
98% |
True |
False |
12,177 |
| 80 |
134.78 |
86.44 |
48.34 |
36.1% |
2.65 |
2.0% |
98% |
True |
False |
9,995 |
| 100 |
134.78 |
84.70 |
50.08 |
37.4% |
2.35 |
1.8% |
98% |
True |
False |
8,384 |
| 120 |
134.78 |
84.34 |
50.44 |
37.7% |
2.18 |
1.6% |
98% |
True |
False |
7,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158.58 |
|
2.618 |
149.44 |
|
1.618 |
143.84 |
|
1.000 |
140.38 |
|
0.618 |
138.24 |
|
HIGH |
134.78 |
|
0.618 |
132.64 |
|
0.500 |
131.98 |
|
0.382 |
131.32 |
|
LOW |
129.18 |
|
0.618 |
125.72 |
|
1.000 |
123.58 |
|
1.618 |
120.12 |
|
2.618 |
114.52 |
|
4.250 |
105.38 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.21 |
132.52 |
| PP |
132.60 |
131.20 |
| S1 |
131.98 |
129.89 |
|