NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.07 |
113.55 |
1.48 |
1.3% |
107.24 |
| High |
113.35 |
114.11 |
0.76 |
0.7% |
113.35 |
| Low |
110.24 |
112.50 |
2.26 |
2.1% |
107.01 |
| Close |
113.39 |
113.79 |
0.40 |
0.4% |
113.39 |
| Range |
3.11 |
1.61 |
-1.50 |
-48.2% |
6.34 |
| ATR |
2.26 |
2.22 |
-0.05 |
-2.1% |
0.00 |
| Volume |
3,395 |
3,010 |
-385 |
-11.3% |
16,941 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.30 |
117.65 |
114.68 |
|
| R3 |
116.69 |
116.04 |
114.23 |
|
| R2 |
115.08 |
115.08 |
114.09 |
|
| R1 |
114.43 |
114.43 |
113.94 |
114.76 |
| PP |
113.47 |
113.47 |
113.47 |
113.63 |
| S1 |
112.82 |
112.82 |
113.64 |
113.15 |
| S2 |
111.86 |
111.86 |
113.49 |
|
| S3 |
110.25 |
111.21 |
113.35 |
|
| S4 |
108.64 |
109.60 |
112.90 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.27 |
128.17 |
116.88 |
|
| R3 |
123.93 |
121.83 |
115.13 |
|
| R2 |
117.59 |
117.59 |
114.55 |
|
| R1 |
115.49 |
115.49 |
113.97 |
116.54 |
| PP |
111.25 |
111.25 |
111.25 |
111.78 |
| S1 |
109.15 |
109.15 |
112.81 |
110.20 |
| S2 |
104.91 |
104.91 |
112.23 |
|
| S3 |
98.57 |
102.81 |
111.65 |
|
| S4 |
92.23 |
96.47 |
109.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.11 |
107.24 |
6.87 |
6.0% |
2.16 |
1.9% |
95% |
True |
False |
3,590 |
| 10 |
114.11 |
104.51 |
9.60 |
8.4% |
1.89 |
1.7% |
97% |
True |
False |
4,860 |
| 20 |
114.11 |
97.48 |
16.63 |
14.6% |
2.14 |
1.9% |
98% |
True |
False |
4,543 |
| 40 |
114.11 |
96.38 |
17.73 |
15.6% |
2.00 |
1.8% |
98% |
True |
False |
3,807 |
| 60 |
114.11 |
86.34 |
27.77 |
24.4% |
1.77 |
1.6% |
99% |
True |
False |
2,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.95 |
|
2.618 |
118.32 |
|
1.618 |
116.71 |
|
1.000 |
115.72 |
|
0.618 |
115.10 |
|
HIGH |
114.11 |
|
0.618 |
113.49 |
|
0.500 |
113.31 |
|
0.382 |
113.12 |
|
LOW |
112.50 |
|
0.618 |
111.51 |
|
1.000 |
110.89 |
|
1.618 |
109.90 |
|
2.618 |
108.29 |
|
4.250 |
105.66 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.63 |
113.25 |
| PP |
113.47 |
112.71 |
| S1 |
113.31 |
112.18 |
|