NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.24 |
107.24 |
0.00 |
0.0% |
104.51 |
| High |
108.57 |
110.48 |
1.91 |
1.8% |
108.04 |
| Low |
107.01 |
107.24 |
0.23 |
0.2% |
104.51 |
| Close |
108.46 |
110.46 |
2.00 |
1.8% |
107.39 |
| Range |
1.56 |
3.24 |
1.68 |
107.7% |
3.53 |
| ATR |
2.25 |
2.32 |
0.07 |
3.1% |
0.00 |
| Volume |
2,001 |
2,946 |
945 |
47.2% |
31,375 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.11 |
118.03 |
112.24 |
|
| R3 |
115.87 |
114.79 |
111.35 |
|
| R2 |
112.63 |
112.63 |
111.05 |
|
| R1 |
111.55 |
111.55 |
110.76 |
112.09 |
| PP |
109.39 |
109.39 |
109.39 |
109.67 |
| S1 |
108.31 |
108.31 |
110.16 |
108.85 |
| S2 |
106.15 |
106.15 |
109.87 |
|
| S3 |
102.91 |
105.07 |
109.57 |
|
| S4 |
99.67 |
101.83 |
108.68 |
|
|
| 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 |
110.48 |
105.17 |
5.31 |
4.8% |
1.98 |
1.8% |
100% |
True |
False |
5,600 |
| 10 |
110.48 |
97.64 |
12.84 |
11.6% |
2.00 |
1.8% |
100% |
True |
False |
5,552 |
| 20 |
110.48 |
96.67 |
13.81 |
12.5% |
2.28 |
2.1% |
100% |
True |
False |
4,747 |
| 40 |
110.48 |
95.61 |
14.87 |
13.5% |
1.94 |
1.8% |
100% |
True |
False |
3,584 |
| 60 |
110.48 |
84.60 |
25.88 |
23.4% |
1.68 |
1.5% |
100% |
True |
False |
2,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.25 |
|
2.618 |
118.96 |
|
1.618 |
115.72 |
|
1.000 |
113.72 |
|
0.618 |
112.48 |
|
HIGH |
110.48 |
|
0.618 |
109.24 |
|
0.500 |
108.86 |
|
0.382 |
108.48 |
|
LOW |
107.24 |
|
0.618 |
105.24 |
|
1.000 |
104.00 |
|
1.618 |
102.00 |
|
2.618 |
98.76 |
|
4.250 |
93.47 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.93 |
109.84 |
| PP |
109.39 |
109.22 |
| S1 |
108.86 |
108.60 |
|