NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.13 |
107.75 |
1.62 |
1.5% |
104.74 |
| High |
106.15 |
108.00 |
1.85 |
1.7% |
107.43 |
| Low |
105.95 |
107.52 |
1.57 |
1.5% |
104.51 |
| Close |
106.86 |
107.91 |
1.05 |
1.0% |
106.86 |
| Range |
0.20 |
0.48 |
0.28 |
140.0% |
2.92 |
| ATR |
1.76 |
1.72 |
-0.04 |
-2.5% |
0.00 |
| Volume |
2,410 |
622 |
-1,788 |
-74.2% |
11,890 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.25 |
109.06 |
108.17 |
|
| R3 |
108.77 |
108.58 |
108.04 |
|
| R2 |
108.29 |
108.29 |
108.00 |
|
| R1 |
108.10 |
108.10 |
107.95 |
108.20 |
| PP |
107.81 |
107.81 |
107.81 |
107.86 |
| S1 |
107.62 |
107.62 |
107.87 |
107.72 |
| S2 |
107.33 |
107.33 |
107.82 |
|
| S3 |
106.85 |
107.14 |
107.78 |
|
| S4 |
106.37 |
106.66 |
107.65 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.03 |
113.86 |
108.47 |
|
| R3 |
112.11 |
110.94 |
107.66 |
|
| R2 |
109.19 |
109.19 |
107.40 |
|
| R1 |
108.02 |
108.02 |
107.13 |
108.61 |
| PP |
106.27 |
106.27 |
106.27 |
106.56 |
| S1 |
105.10 |
105.10 |
106.59 |
105.69 |
| S2 |
103.35 |
103.35 |
106.32 |
|
| S3 |
100.43 |
102.18 |
106.06 |
|
| S4 |
97.51 |
99.26 |
105.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.00 |
104.51 |
3.49 |
3.2% |
0.83 |
0.8% |
97% |
True |
False |
2,287 |
| 10 |
108.00 |
98.15 |
9.85 |
9.1% |
0.79 |
0.7% |
99% |
True |
False |
2,412 |
| 20 |
108.00 |
96.27 |
11.73 |
10.9% |
1.46 |
1.4% |
99% |
True |
False |
2,374 |
| 40 |
108.00 |
93.75 |
14.25 |
13.2% |
1.30 |
1.2% |
99% |
True |
False |
1,944 |
| 60 |
108.00 |
85.48 |
22.52 |
20.9% |
1.13 |
1.1% |
100% |
True |
False |
1,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.04 |
|
2.618 |
109.26 |
|
1.618 |
108.78 |
|
1.000 |
108.48 |
|
0.618 |
108.30 |
|
HIGH |
108.00 |
|
0.618 |
107.82 |
|
0.500 |
107.76 |
|
0.382 |
107.70 |
|
LOW |
107.52 |
|
0.618 |
107.22 |
|
1.000 |
107.04 |
|
1.618 |
106.74 |
|
2.618 |
106.26 |
|
4.250 |
105.48 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.86 |
107.60 |
| PP |
107.81 |
107.28 |
| S1 |
107.76 |
106.97 |
|