NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.20 |
111.70 |
1.50 |
1.4% |
104.51 |
| High |
111.56 |
112.24 |
0.68 |
0.6% |
108.04 |
| Low |
109.51 |
111.44 |
1.93 |
1.8% |
104.51 |
| Close |
111.83 |
111.93 |
0.10 |
0.1% |
107.39 |
| Range |
2.05 |
0.80 |
-1.25 |
-61.0% |
3.53 |
| ATR |
2.30 |
2.20 |
-0.11 |
-4.7% |
0.00 |
| Volume |
3,683 |
4,916 |
1,233 |
33.5% |
31,375 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.27 |
113.90 |
112.37 |
|
| R3 |
113.47 |
113.10 |
112.15 |
|
| R2 |
112.67 |
112.67 |
112.08 |
|
| R1 |
112.30 |
112.30 |
112.00 |
112.49 |
| PP |
111.87 |
111.87 |
111.87 |
111.96 |
| S1 |
111.50 |
111.50 |
111.86 |
111.69 |
| S2 |
111.07 |
111.07 |
111.78 |
|
| S3 |
110.27 |
110.70 |
111.71 |
|
| S4 |
109.47 |
109.90 |
111.49 |
|
|
| 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 |
112.24 |
106.72 |
5.52 |
4.9% |
1.69 |
1.5% |
94% |
True |
False |
3,788 |
| 10 |
112.24 |
101.91 |
10.33 |
9.2% |
1.71 |
1.5% |
97% |
True |
False |
4,940 |
| 20 |
112.24 |
96.67 |
15.57 |
13.9% |
2.08 |
1.9% |
98% |
True |
False |
4,744 |
| 40 |
112.24 |
95.61 |
16.63 |
14.9% |
1.95 |
1.7% |
98% |
True |
False |
3,688 |
| 60 |
112.24 |
86.34 |
25.90 |
23.1% |
1.69 |
1.5% |
99% |
True |
False |
2,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.64 |
|
2.618 |
114.33 |
|
1.618 |
113.53 |
|
1.000 |
113.04 |
|
0.618 |
112.73 |
|
HIGH |
112.24 |
|
0.618 |
111.93 |
|
0.500 |
111.84 |
|
0.382 |
111.75 |
|
LOW |
111.44 |
|
0.618 |
110.95 |
|
1.000 |
110.64 |
|
1.618 |
110.15 |
|
2.618 |
109.35 |
|
4.250 |
108.04 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.90 |
111.20 |
| PP |
111.87 |
110.47 |
| S1 |
111.84 |
109.74 |
|