NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.88 |
116.06 |
3.18 |
2.8% |
113.55 |
| High |
115.99 |
116.06 |
0.07 |
0.1% |
115.99 |
| Low |
112.40 |
114.81 |
2.41 |
2.1% |
112.35 |
| Close |
115.14 |
115.57 |
0.43 |
0.4% |
115.14 |
| Range |
3.59 |
1.25 |
-2.34 |
-65.2% |
3.64 |
| ATR |
2.39 |
2.31 |
-0.08 |
-3.4% |
0.00 |
| Volume |
8,382 |
6,704 |
-1,678 |
-20.0% |
24,264 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.23 |
118.65 |
116.26 |
|
| R3 |
117.98 |
117.40 |
115.91 |
|
| R2 |
116.73 |
116.73 |
115.80 |
|
| R1 |
116.15 |
116.15 |
115.68 |
115.82 |
| PP |
115.48 |
115.48 |
115.48 |
115.31 |
| S1 |
114.90 |
114.90 |
115.46 |
114.57 |
| S2 |
114.23 |
114.23 |
115.34 |
|
| S3 |
112.98 |
113.65 |
115.23 |
|
| S4 |
111.73 |
112.40 |
114.88 |
|
|
| 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 |
116.06 |
112.35 |
3.71 |
3.2% |
2.49 |
2.2% |
87% |
True |
False |
5,591 |
| 10 |
116.06 |
107.24 |
8.82 |
7.6% |
2.33 |
2.0% |
94% |
True |
False |
4,590 |
| 20 |
116.06 |
97.48 |
18.58 |
16.1% |
2.10 |
1.8% |
97% |
True |
False |
5,105 |
| 40 |
116.06 |
96.67 |
19.39 |
16.8% |
2.19 |
1.9% |
97% |
True |
False |
4,373 |
| 60 |
116.06 |
86.34 |
29.72 |
25.7% |
1.87 |
1.6% |
98% |
True |
False |
3,262 |
| 80 |
116.06 |
84.60 |
31.46 |
27.2% |
1.57 |
1.4% |
98% |
True |
False |
2,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.37 |
|
2.618 |
119.33 |
|
1.618 |
118.08 |
|
1.000 |
117.31 |
|
0.618 |
116.83 |
|
HIGH |
116.06 |
|
0.618 |
115.58 |
|
0.500 |
115.44 |
|
0.382 |
115.29 |
|
LOW |
114.81 |
|
0.618 |
114.04 |
|
1.000 |
113.56 |
|
1.618 |
112.79 |
|
2.618 |
111.54 |
|
4.250 |
109.50 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.53 |
115.12 |
| PP |
115.48 |
114.66 |
| S1 |
115.44 |
114.21 |
|