NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.34 |
112.88 |
-2.46 |
-2.1% |
113.55 |
| High |
115.58 |
115.99 |
0.41 |
0.4% |
115.99 |
| Low |
112.35 |
112.40 |
0.05 |
0.0% |
112.35 |
| Close |
113.29 |
115.14 |
1.85 |
1.6% |
115.14 |
| Range |
3.23 |
3.59 |
0.36 |
11.1% |
3.64 |
| ATR |
2.29 |
2.39 |
0.09 |
4.0% |
0.00 |
| Volume |
4,539 |
8,382 |
3,843 |
84.7% |
24,264 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.28 |
123.80 |
117.11 |
|
| R3 |
121.69 |
120.21 |
116.13 |
|
| R2 |
118.10 |
118.10 |
115.80 |
|
| R1 |
116.62 |
116.62 |
115.47 |
117.36 |
| PP |
114.51 |
114.51 |
114.51 |
114.88 |
| S1 |
113.03 |
113.03 |
114.81 |
113.77 |
| S2 |
110.92 |
110.92 |
114.48 |
|
| S3 |
107.33 |
109.44 |
114.15 |
|
| S4 |
103.74 |
105.85 |
113.17 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.41 |
123.92 |
117.14 |
|
| R3 |
121.77 |
120.28 |
116.14 |
|
| R2 |
118.13 |
118.13 |
115.81 |
|
| R1 |
116.64 |
116.64 |
115.47 |
117.39 |
| PP |
114.49 |
114.49 |
114.49 |
114.87 |
| S1 |
113.00 |
113.00 |
114.81 |
113.75 |
| S2 |
110.85 |
110.85 |
114.47 |
|
| S3 |
107.21 |
109.36 |
114.14 |
|
| S4 |
103.57 |
105.72 |
113.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.99 |
112.35 |
3.64 |
3.2% |
2.56 |
2.2% |
77% |
True |
False |
4,852 |
| 10 |
115.99 |
107.01 |
8.98 |
7.8% |
2.36 |
2.0% |
91% |
True |
False |
4,120 |
| 20 |
115.99 |
97.48 |
18.51 |
16.1% |
2.32 |
2.0% |
95% |
True |
False |
4,885 |
| 40 |
115.99 |
96.67 |
19.32 |
16.8% |
2.18 |
1.9% |
96% |
True |
False |
4,231 |
| 60 |
115.99 |
86.34 |
29.65 |
25.8% |
1.88 |
1.6% |
97% |
True |
False |
3,157 |
| 80 |
115.99 |
84.60 |
31.39 |
27.3% |
1.55 |
1.3% |
97% |
True |
False |
2,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.25 |
|
2.618 |
125.39 |
|
1.618 |
121.80 |
|
1.000 |
119.58 |
|
0.618 |
118.21 |
|
HIGH |
115.99 |
|
0.618 |
114.62 |
|
0.500 |
114.20 |
|
0.382 |
113.77 |
|
LOW |
112.40 |
|
0.618 |
110.18 |
|
1.000 |
108.81 |
|
1.618 |
106.59 |
|
2.618 |
103.00 |
|
4.250 |
97.14 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.83 |
114.82 |
| PP |
114.51 |
114.49 |
| S1 |
114.20 |
114.17 |
|