NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
134.75 |
130.75 |
-4.00 |
-3.0% |
125.22 |
| High |
135.79 |
133.51 |
-2.28 |
-1.7% |
135.79 |
| Low |
130.23 |
130.27 |
0.04 |
0.0% |
125.00 |
| Close |
130.81 |
132.03 |
1.22 |
0.9% |
132.03 |
| Range |
5.56 |
3.24 |
-2.32 |
-41.7% |
10.79 |
| ATR |
3.48 |
3.47 |
-0.02 |
-0.5% |
0.00 |
| Volume |
63,586 |
73,297 |
9,711 |
15.3% |
226,246 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.66 |
140.08 |
133.81 |
|
| R3 |
138.42 |
136.84 |
132.92 |
|
| R2 |
135.18 |
135.18 |
132.62 |
|
| R1 |
133.60 |
133.60 |
132.33 |
134.39 |
| PP |
131.94 |
131.94 |
131.94 |
132.33 |
| S1 |
130.36 |
130.36 |
131.73 |
131.15 |
| S2 |
128.70 |
128.70 |
131.44 |
|
| S3 |
125.46 |
127.12 |
131.14 |
|
| S4 |
122.22 |
123.88 |
130.25 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.31 |
158.46 |
137.96 |
|
| R3 |
152.52 |
147.67 |
135.00 |
|
| R2 |
141.73 |
141.73 |
134.01 |
|
| R1 |
136.88 |
136.88 |
133.02 |
139.31 |
| PP |
130.94 |
130.94 |
130.94 |
132.15 |
| S1 |
126.09 |
126.09 |
131.04 |
128.52 |
| S2 |
120.15 |
120.15 |
130.05 |
|
| S3 |
109.36 |
115.30 |
129.06 |
|
| S4 |
98.57 |
104.51 |
126.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135.79 |
125.00 |
10.79 |
8.2% |
3.99 |
3.0% |
65% |
False |
False |
45,249 |
| 10 |
135.79 |
120.49 |
15.30 |
11.6% |
3.67 |
2.8% |
75% |
False |
False |
33,903 |
| 20 |
135.79 |
108.40 |
27.39 |
20.7% |
3.49 |
2.6% |
86% |
False |
False |
25,848 |
| 40 |
135.79 |
97.93 |
37.86 |
28.7% |
3.20 |
2.4% |
90% |
False |
False |
17,680 |
| 60 |
135.79 |
96.72 |
39.07 |
29.6% |
3.03 |
2.3% |
90% |
False |
False |
14,267 |
| 80 |
135.79 |
86.44 |
49.35 |
37.4% |
2.72 |
2.1% |
92% |
False |
False |
11,649 |
| 100 |
135.79 |
84.70 |
51.09 |
38.7% |
2.42 |
1.8% |
93% |
False |
False |
9,722 |
| 120 |
135.79 |
84.34 |
51.45 |
39.0% |
2.23 |
1.7% |
93% |
False |
False |
8,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.28 |
|
2.618 |
141.99 |
|
1.618 |
138.75 |
|
1.000 |
136.75 |
|
0.618 |
135.51 |
|
HIGH |
133.51 |
|
0.618 |
132.27 |
|
0.500 |
131.89 |
|
0.382 |
131.51 |
|
LOW |
130.27 |
|
0.618 |
128.27 |
|
1.000 |
127.03 |
|
1.618 |
125.03 |
|
2.618 |
121.79 |
|
4.250 |
116.50 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.98 |
132.49 |
| PP |
131.94 |
132.33 |
| S1 |
131.89 |
132.18 |
|