NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
128.36 |
130.21 |
1.85 |
1.4% |
125.22 |
| High |
131.10 |
132.86 |
1.76 |
1.3% |
135.79 |
| Low |
126.15 |
126.28 |
0.13 |
0.1% |
125.00 |
| Close |
130.70 |
126.75 |
-3.95 |
-3.0% |
132.03 |
| Range |
4.95 |
6.58 |
1.63 |
32.9% |
10.79 |
| ATR |
3.54 |
3.76 |
0.22 |
6.1% |
0.00 |
| Volume |
42,947 |
58,226 |
15,279 |
35.6% |
226,246 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.37 |
144.14 |
130.37 |
|
| R3 |
141.79 |
137.56 |
128.56 |
|
| R2 |
135.21 |
135.21 |
127.96 |
|
| R1 |
130.98 |
130.98 |
127.35 |
129.81 |
| PP |
128.63 |
128.63 |
128.63 |
128.04 |
| S1 |
124.40 |
124.40 |
126.15 |
123.23 |
| S2 |
122.05 |
122.05 |
125.54 |
|
| S3 |
115.47 |
117.82 |
124.94 |
|
| S4 |
108.89 |
111.24 |
123.13 |
|
|
| 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 |
133.51 |
126.15 |
7.36 |
5.8% |
4.16 |
3.3% |
8% |
False |
False |
59,989 |
| 10 |
135.79 |
123.43 |
12.36 |
9.8% |
4.10 |
3.2% |
27% |
False |
False |
47,347 |
| 20 |
135.79 |
109.84 |
25.95 |
20.5% |
3.75 |
3.0% |
65% |
False |
False |
34,005 |
| 40 |
135.79 |
101.77 |
34.02 |
26.8% |
3.21 |
2.5% |
73% |
False |
False |
22,473 |
| 60 |
135.79 |
96.72 |
39.07 |
30.8% |
3.18 |
2.5% |
77% |
False |
False |
17,725 |
| 80 |
135.79 |
86.68 |
49.11 |
38.7% |
2.86 |
2.3% |
82% |
False |
False |
14,397 |
| 100 |
135.79 |
84.70 |
51.09 |
40.3% |
2.56 |
2.0% |
82% |
False |
False |
11,903 |
| 120 |
135.79 |
84.70 |
51.09 |
40.3% |
2.30 |
1.8% |
82% |
False |
False |
10,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.83 |
|
2.618 |
150.09 |
|
1.618 |
143.51 |
|
1.000 |
139.44 |
|
0.618 |
136.93 |
|
HIGH |
132.86 |
|
0.618 |
130.35 |
|
0.500 |
129.57 |
|
0.382 |
128.79 |
|
LOW |
126.28 |
|
0.618 |
122.21 |
|
1.000 |
119.70 |
|
1.618 |
115.63 |
|
2.618 |
109.05 |
|
4.250 |
98.32 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129.57 |
129.77 |
| PP |
128.63 |
128.76 |
| S1 |
127.69 |
127.76 |
|