NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
129.35 |
134.75 |
5.40 |
4.2% |
124.96 |
| High |
134.78 |
135.79 |
1.01 |
0.7% |
126.90 |
| Low |
129.18 |
130.23 |
1.05 |
0.8% |
120.49 |
| Close |
133.83 |
130.81 |
-3.02 |
-2.3% |
125.79 |
| Range |
5.60 |
5.56 |
-0.04 |
-0.7% |
6.41 |
| ATR |
3.32 |
3.48 |
0.16 |
4.8% |
0.00 |
| Volume |
42,646 |
63,586 |
20,940 |
49.1% |
112,790 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.96 |
145.44 |
133.87 |
|
| R3 |
143.40 |
139.88 |
132.34 |
|
| R2 |
137.84 |
137.84 |
131.83 |
|
| R1 |
134.32 |
134.32 |
131.32 |
133.30 |
| PP |
132.28 |
132.28 |
132.28 |
131.77 |
| S1 |
128.76 |
128.76 |
130.30 |
127.74 |
| S2 |
126.72 |
126.72 |
129.79 |
|
| S3 |
121.16 |
123.20 |
129.28 |
|
| S4 |
115.60 |
117.64 |
127.75 |
|
|
| 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 |
135.79 |
123.43 |
12.36 |
9.4% |
4.03 |
3.1% |
60% |
True |
False |
34,705 |
| 10 |
135.79 |
120.49 |
15.30 |
11.7% |
3.57 |
2.7% |
67% |
True |
False |
29,453 |
| 20 |
135.79 |
108.40 |
27.39 |
20.9% |
3.55 |
2.7% |
82% |
True |
False |
22,948 |
| 40 |
135.79 |
97.93 |
37.86 |
28.9% |
3.17 |
2.4% |
87% |
True |
False |
16,079 |
| 60 |
135.79 |
96.72 |
39.07 |
29.9% |
3.03 |
2.3% |
87% |
True |
False |
13,125 |
| 80 |
135.79 |
86.44 |
49.35 |
37.7% |
2.71 |
2.1% |
90% |
True |
False |
10,769 |
| 100 |
135.79 |
84.70 |
51.09 |
39.1% |
2.40 |
1.8% |
90% |
True |
False |
8,996 |
| 120 |
135.79 |
84.34 |
51.45 |
39.3% |
2.22 |
1.7% |
90% |
True |
False |
7,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.42 |
|
2.618 |
150.35 |
|
1.618 |
144.79 |
|
1.000 |
141.35 |
|
0.618 |
139.23 |
|
HIGH |
135.79 |
|
0.618 |
133.67 |
|
0.500 |
133.01 |
|
0.382 |
132.35 |
|
LOW |
130.23 |
|
0.618 |
126.79 |
|
1.000 |
124.67 |
|
1.618 |
121.23 |
|
2.618 |
115.67 |
|
4.250 |
106.60 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.01 |
131.09 |
| PP |
132.28 |
130.99 |
| S1 |
131.54 |
130.90 |
|