NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
132.39 |
128.36 |
-4.03 |
-3.0% |
125.22 |
| High |
133.39 |
131.10 |
-2.29 |
-1.7% |
135.79 |
| Low |
128.26 |
126.15 |
-2.11 |
-1.6% |
125.00 |
| Close |
128.91 |
130.70 |
1.79 |
1.4% |
132.03 |
| Range |
5.13 |
4.95 |
-0.18 |
-3.5% |
10.79 |
| ATR |
3.43 |
3.54 |
0.11 |
3.2% |
0.00 |
| Volume |
52,179 |
42,947 |
-9,232 |
-17.7% |
226,246 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.17 |
142.38 |
133.42 |
|
| R3 |
139.22 |
137.43 |
132.06 |
|
| R2 |
134.27 |
134.27 |
131.61 |
|
| R1 |
132.48 |
132.48 |
131.15 |
133.38 |
| PP |
129.32 |
129.32 |
129.32 |
129.76 |
| S1 |
127.53 |
127.53 |
130.25 |
128.43 |
| S2 |
124.37 |
124.37 |
129.79 |
|
| S3 |
119.42 |
122.58 |
129.34 |
|
| S4 |
114.47 |
117.63 |
127.98 |
|
|
| 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 |
126.15 |
9.64 |
7.4% |
3.95 |
3.0% |
47% |
False |
True |
61,061 |
| 10 |
135.79 |
120.49 |
15.30 |
11.7% |
4.00 |
3.1% |
67% |
False |
False |
43,750 |
| 20 |
135.79 |
108.40 |
27.39 |
21.0% |
3.63 |
2.8% |
81% |
False |
False |
31,954 |
| 40 |
135.79 |
101.00 |
34.79 |
26.6% |
3.10 |
2.4% |
85% |
False |
False |
21,262 |
| 60 |
135.79 |
96.72 |
39.07 |
29.9% |
3.12 |
2.4% |
87% |
False |
False |
16,848 |
| 80 |
135.79 |
86.44 |
49.35 |
37.8% |
2.80 |
2.1% |
90% |
False |
False |
13,704 |
| 100 |
135.79 |
84.70 |
51.09 |
39.1% |
2.50 |
1.9% |
90% |
False |
False |
11,334 |
| 120 |
135.79 |
84.70 |
51.09 |
39.1% |
2.24 |
1.7% |
90% |
False |
False |
9,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.14 |
|
2.618 |
144.06 |
|
1.618 |
139.11 |
|
1.000 |
136.05 |
|
0.618 |
134.16 |
|
HIGH |
131.10 |
|
0.618 |
129.21 |
|
0.500 |
128.63 |
|
0.382 |
128.04 |
|
LOW |
126.15 |
|
0.618 |
123.09 |
|
1.000 |
121.20 |
|
1.618 |
118.14 |
|
2.618 |
113.19 |
|
4.250 |
105.11 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.01 |
130.39 |
| PP |
129.32 |
130.08 |
| S1 |
128.63 |
129.77 |
|