NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.24 |
110.20 |
2.96 |
2.8% |
104.51 |
| High |
110.48 |
111.56 |
1.08 |
1.0% |
108.04 |
| Low |
107.24 |
109.51 |
2.27 |
2.1% |
104.51 |
| Close |
110.46 |
111.83 |
1.37 |
1.2% |
107.39 |
| Range |
3.24 |
2.05 |
-1.19 |
-36.7% |
3.53 |
| ATR |
2.32 |
2.30 |
-0.02 |
-0.8% |
0.00 |
| Volume |
2,946 |
3,683 |
737 |
25.0% |
31,375 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.12 |
116.52 |
112.96 |
|
| R3 |
115.07 |
114.47 |
112.39 |
|
| R2 |
113.02 |
113.02 |
112.21 |
|
| R1 |
112.42 |
112.42 |
112.02 |
112.72 |
| PP |
110.97 |
110.97 |
110.97 |
111.12 |
| S1 |
110.37 |
110.37 |
111.64 |
110.67 |
| S2 |
108.92 |
108.92 |
111.45 |
|
| S3 |
106.87 |
108.32 |
111.27 |
|
| S4 |
104.82 |
106.27 |
110.70 |
|
|
| 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 |
111.56 |
106.12 |
5.44 |
4.9% |
1.82 |
1.6% |
105% |
True |
False |
4,605 |
| 10 |
111.56 |
100.50 |
11.06 |
9.9% |
1.75 |
1.6% |
102% |
True |
False |
5,410 |
| 20 |
111.56 |
96.67 |
14.89 |
13.3% |
2.19 |
2.0% |
102% |
True |
False |
4,674 |
| 40 |
111.56 |
95.61 |
15.95 |
14.3% |
1.97 |
1.8% |
102% |
True |
False |
3,615 |
| 60 |
111.56 |
84.97 |
26.59 |
23.8% |
1.69 |
1.5% |
101% |
True |
False |
2,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.27 |
|
2.618 |
116.93 |
|
1.618 |
114.88 |
|
1.000 |
113.61 |
|
0.618 |
112.83 |
|
HIGH |
111.56 |
|
0.618 |
110.78 |
|
0.500 |
110.54 |
|
0.382 |
110.29 |
|
LOW |
109.51 |
|
0.618 |
108.24 |
|
1.000 |
107.46 |
|
1.618 |
106.19 |
|
2.618 |
104.14 |
|
4.250 |
100.80 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.40 |
110.98 |
| PP |
110.97 |
110.13 |
| S1 |
110.54 |
109.29 |
|