NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
132.39 |
132.39 |
0.00 |
0.0% |
125.22 |
| High |
133.19 |
133.39 |
0.20 |
0.2% |
135.79 |
| Low |
132.31 |
128.26 |
-4.05 |
-3.1% |
125.00 |
| Close |
132.82 |
128.91 |
-3.91 |
-2.9% |
132.03 |
| Range |
0.88 |
5.13 |
4.25 |
483.0% |
10.79 |
| ATR |
3.30 |
3.43 |
0.13 |
4.0% |
0.00 |
| Volume |
73,297 |
52,179 |
-21,118 |
-28.8% |
226,246 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.58 |
142.37 |
131.73 |
|
| R3 |
140.45 |
137.24 |
130.32 |
|
| R2 |
135.32 |
135.32 |
129.85 |
|
| R1 |
132.11 |
132.11 |
129.38 |
131.15 |
| PP |
130.19 |
130.19 |
130.19 |
129.71 |
| S1 |
126.98 |
126.98 |
128.44 |
126.02 |
| S2 |
125.06 |
125.06 |
127.97 |
|
| S3 |
119.93 |
121.85 |
127.50 |
|
| S4 |
114.80 |
116.72 |
126.09 |
|
|
| 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 |
128.26 |
7.53 |
5.8% |
4.08 |
3.2% |
9% |
False |
True |
61,001 |
| 10 |
135.79 |
120.49 |
15.30 |
11.9% |
3.67 |
2.8% |
55% |
False |
False |
41,180 |
| 20 |
135.79 |
108.40 |
27.39 |
21.2% |
3.55 |
2.8% |
75% |
False |
False |
30,549 |
| 40 |
135.79 |
98.00 |
37.79 |
29.3% |
3.10 |
2.4% |
82% |
False |
False |
20,382 |
| 60 |
135.79 |
96.72 |
39.07 |
30.3% |
3.10 |
2.4% |
82% |
False |
False |
16,217 |
| 80 |
135.79 |
86.44 |
49.35 |
38.3% |
2.75 |
2.1% |
86% |
False |
False |
13,181 |
| 100 |
135.79 |
84.70 |
51.09 |
39.6% |
2.47 |
1.9% |
87% |
False |
False |
10,922 |
| 120 |
135.79 |
84.34 |
51.45 |
39.9% |
2.25 |
1.7% |
87% |
False |
False |
9,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.19 |
|
2.618 |
146.82 |
|
1.618 |
141.69 |
|
1.000 |
138.52 |
|
0.618 |
136.56 |
|
HIGH |
133.39 |
|
0.618 |
131.43 |
|
0.500 |
130.83 |
|
0.382 |
130.22 |
|
LOW |
128.26 |
|
0.618 |
125.09 |
|
1.000 |
123.13 |
|
1.618 |
119.96 |
|
2.618 |
114.83 |
|
4.250 |
106.46 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.83 |
130.89 |
| PP |
130.19 |
130.23 |
| S1 |
129.55 |
129.57 |
|