NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.06 |
115.45 |
-0.61 |
-0.5% |
113.55 |
| High |
116.06 |
115.51 |
-0.55 |
-0.5% |
115.99 |
| Low |
114.81 |
112.47 |
-2.34 |
-2.0% |
112.35 |
| Close |
115.57 |
112.80 |
-2.77 |
-2.4% |
115.14 |
| Range |
1.25 |
3.04 |
1.79 |
143.2% |
3.64 |
| ATR |
2.31 |
2.36 |
0.06 |
2.5% |
0.00 |
| Volume |
6,704 |
4,760 |
-1,944 |
-29.0% |
24,264 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.71 |
120.80 |
114.47 |
|
| R3 |
119.67 |
117.76 |
113.64 |
|
| R2 |
116.63 |
116.63 |
113.36 |
|
| R1 |
114.72 |
114.72 |
113.08 |
114.16 |
| PP |
113.59 |
113.59 |
113.59 |
113.31 |
| S1 |
111.68 |
111.68 |
112.52 |
111.12 |
| S2 |
110.55 |
110.55 |
112.24 |
|
| S3 |
107.51 |
108.64 |
111.96 |
|
| S4 |
104.47 |
105.60 |
111.13 |
|
|
| 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 |
3.3% |
2.54 |
2.3% |
12% |
False |
False |
5,976 |
| 10 |
116.06 |
109.51 |
6.55 |
5.8% |
2.31 |
2.0% |
50% |
False |
False |
4,772 |
| 20 |
116.06 |
97.64 |
18.42 |
16.3% |
2.15 |
1.9% |
82% |
False |
False |
5,162 |
| 40 |
116.06 |
96.67 |
19.39 |
17.2% |
2.23 |
2.0% |
83% |
False |
False |
4,433 |
| 60 |
116.06 |
86.34 |
29.72 |
26.3% |
1.91 |
1.7% |
89% |
False |
False |
3,331 |
| 80 |
116.06 |
84.60 |
31.46 |
27.9% |
1.61 |
1.4% |
90% |
False |
False |
2,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.43 |
|
2.618 |
123.47 |
|
1.618 |
120.43 |
|
1.000 |
118.55 |
|
0.618 |
117.39 |
|
HIGH |
115.51 |
|
0.618 |
114.35 |
|
0.500 |
113.99 |
|
0.382 |
113.63 |
|
LOW |
112.47 |
|
0.618 |
110.59 |
|
1.000 |
109.43 |
|
1.618 |
107.55 |
|
2.618 |
104.51 |
|
4.250 |
99.55 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.99 |
114.23 |
| PP |
113.59 |
113.75 |
| S1 |
113.20 |
113.28 |
|