NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.84 |
112.84 |
0.00 |
0.0% |
113.55 |
| High |
113.98 |
112.84 |
-1.14 |
-1.0% |
115.99 |
| Low |
110.76 |
108.00 |
-2.76 |
-2.5% |
112.35 |
| Close |
110.76 |
109.98 |
-0.78 |
-0.7% |
115.14 |
| Range |
3.22 |
4.84 |
1.62 |
50.3% |
3.64 |
| ATR |
2.42 |
2.60 |
0.17 |
7.1% |
0.00 |
| Volume |
6,155 |
11,802 |
5,647 |
91.7% |
24,264 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.79 |
122.23 |
112.64 |
|
| R3 |
119.95 |
117.39 |
111.31 |
|
| R2 |
115.11 |
115.11 |
110.87 |
|
| R1 |
112.55 |
112.55 |
110.42 |
111.41 |
| PP |
110.27 |
110.27 |
110.27 |
109.71 |
| S1 |
107.71 |
107.71 |
109.54 |
106.57 |
| S2 |
105.43 |
105.43 |
109.09 |
|
| S3 |
100.59 |
102.87 |
108.65 |
|
| S4 |
95.75 |
98.03 |
107.32 |
|
|
| 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 |
108.00 |
8.06 |
7.3% |
3.19 |
2.9% |
25% |
False |
True |
7,560 |
| 10 |
116.06 |
108.00 |
8.06 |
7.3% |
2.83 |
2.6% |
25% |
False |
True |
5,708 |
| 20 |
116.06 |
101.91 |
14.15 |
12.9% |
2.27 |
2.1% |
57% |
False |
False |
5,324 |
| 40 |
116.06 |
96.67 |
19.39 |
17.6% |
2.30 |
2.1% |
69% |
False |
False |
4,706 |
| 60 |
116.06 |
86.44 |
29.62 |
26.9% |
2.00 |
1.8% |
79% |
False |
False |
3,620 |
| 80 |
116.06 |
84.60 |
31.46 |
28.6% |
1.69 |
1.5% |
81% |
False |
False |
2,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.41 |
|
2.618 |
125.51 |
|
1.618 |
120.67 |
|
1.000 |
117.68 |
|
0.618 |
115.83 |
|
HIGH |
112.84 |
|
0.618 |
110.99 |
|
0.500 |
110.42 |
|
0.382 |
109.85 |
|
LOW |
108.00 |
|
0.618 |
105.01 |
|
1.000 |
103.16 |
|
1.618 |
100.17 |
|
2.618 |
95.33 |
|
4.250 |
87.43 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.42 |
111.76 |
| PP |
110.27 |
111.16 |
| S1 |
110.13 |
110.57 |
|