NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.25 |
107.16 |
-0.09 |
-0.1% |
104.51 |
| High |
107.59 |
107.50 |
-0.09 |
-0.1% |
108.04 |
| Low |
106.12 |
106.72 |
0.60 |
0.6% |
104.51 |
| Close |
106.99 |
107.39 |
0.40 |
0.4% |
107.39 |
| Range |
1.47 |
0.78 |
-0.69 |
-46.9% |
3.53 |
| ATR |
2.42 |
2.31 |
-0.12 |
-4.8% |
0.00 |
| Volume |
9,001 |
5,395 |
-3,606 |
-40.1% |
31,375 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.54 |
109.25 |
107.82 |
|
| R3 |
108.76 |
108.47 |
107.60 |
|
| R2 |
107.98 |
107.98 |
107.53 |
|
| R1 |
107.69 |
107.69 |
107.46 |
107.84 |
| PP |
107.20 |
107.20 |
107.20 |
107.28 |
| S1 |
106.91 |
106.91 |
107.32 |
107.06 |
| S2 |
106.42 |
106.42 |
107.25 |
|
| S3 |
105.64 |
106.13 |
107.18 |
|
| S4 |
104.86 |
105.35 |
106.96 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.24 |
115.84 |
109.33 |
|
| R3 |
113.71 |
112.31 |
108.36 |
|
| R2 |
110.18 |
110.18 |
108.04 |
|
| R1 |
108.78 |
108.78 |
107.71 |
109.48 |
| PP |
106.65 |
106.65 |
106.65 |
107.00 |
| S1 |
105.25 |
105.25 |
107.07 |
105.95 |
| S2 |
103.12 |
103.12 |
106.74 |
|
| S3 |
99.59 |
101.72 |
106.42 |
|
| S4 |
96.06 |
98.19 |
105.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.04 |
104.51 |
3.53 |
3.3% |
1.62 |
1.5% |
82% |
False |
False |
6,275 |
| 10 |
108.04 |
97.48 |
10.56 |
9.8% |
2.28 |
2.1% |
94% |
False |
False |
5,650 |
| 20 |
108.04 |
96.67 |
11.37 |
10.6% |
2.25 |
2.1% |
94% |
False |
False |
4,818 |
| 40 |
108.04 |
93.39 |
14.65 |
13.6% |
1.88 |
1.8% |
96% |
False |
False |
3,495 |
| 60 |
108.04 |
84.60 |
23.44 |
21.8% |
1.63 |
1.5% |
97% |
False |
False |
2,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.82 |
|
2.618 |
109.54 |
|
1.618 |
108.76 |
|
1.000 |
108.28 |
|
0.618 |
107.98 |
|
HIGH |
107.50 |
|
0.618 |
107.20 |
|
0.500 |
107.11 |
|
0.382 |
107.02 |
|
LOW |
106.72 |
|
0.618 |
106.24 |
|
1.000 |
105.94 |
|
1.618 |
105.46 |
|
2.618 |
104.68 |
|
4.250 |
103.41 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
107.13 |
| PP |
107.20 |
106.87 |
| S1 |
107.11 |
106.61 |
|