NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 15-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
107.75 |
107.75 |
0.00 |
0.0% |
104.74 |
High |
108.00 |
109.90 |
1.90 |
1.8% |
107.43 |
Low |
107.52 |
107.75 |
0.23 |
0.2% |
104.51 |
Close |
107.91 |
109.90 |
1.99 |
1.8% |
106.86 |
Range |
0.48 |
2.15 |
1.67 |
347.9% |
2.92 |
ATR |
1.72 |
1.75 |
0.03 |
1.8% |
0.00 |
Volume |
622 |
684 |
62 |
10.0% |
11,890 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.63 |
114.92 |
111.08 |
|
R3 |
113.48 |
112.77 |
110.49 |
|
R2 |
111.33 |
111.33 |
110.29 |
|
R1 |
110.62 |
110.62 |
110.10 |
110.98 |
PP |
109.18 |
109.18 |
109.18 |
109.36 |
S1 |
108.47 |
108.47 |
109.70 |
108.83 |
S2 |
107.03 |
107.03 |
109.51 |
|
S3 |
104.88 |
106.32 |
109.31 |
|
S4 |
102.73 |
104.17 |
108.72 |
|
|
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 |
109.90 |
104.74 |
5.16 |
4.7% |
1.14 |
1.0% |
100% |
True |
False |
2,109 |
10 |
109.90 |
98.15 |
11.75 |
10.7% |
0.97 |
0.9% |
100% |
True |
False |
2,285 |
20 |
109.90 |
96.27 |
13.63 |
12.4% |
1.47 |
1.3% |
100% |
True |
False |
2,285 |
40 |
109.90 |
95.15 |
14.75 |
13.4% |
1.33 |
1.2% |
100% |
True |
False |
1,934 |
60 |
109.90 |
85.48 |
24.42 |
22.2% |
1.15 |
1.0% |
100% |
True |
False |
1,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.04 |
2.618 |
115.53 |
1.618 |
113.38 |
1.000 |
112.05 |
0.618 |
111.23 |
HIGH |
109.90 |
0.618 |
109.08 |
0.500 |
108.83 |
0.382 |
108.57 |
LOW |
107.75 |
0.618 |
106.42 |
1.000 |
105.60 |
1.618 |
104.27 |
2.618 |
102.12 |
4.250 |
98.61 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
109.54 |
109.24 |
PP |
109.18 |
108.58 |
S1 |
108.83 |
107.93 |
|