NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
107.75 |
111.00 |
3.25 |
3.0% |
104.74 |
High |
109.90 |
111.00 |
1.10 |
1.0% |
107.43 |
Low |
107.75 |
111.00 |
3.25 |
3.0% |
104.51 |
Close |
109.90 |
111.27 |
1.37 |
1.2% |
106.86 |
Range |
2.15 |
0.00 |
-2.15 |
-100.0% |
2.92 |
ATR |
1.75 |
1.70 |
-0.05 |
-2.6% |
0.00 |
Volume |
684 |
2,115 |
1,431 |
209.2% |
11,890 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.09 |
111.18 |
111.27 |
|
R3 |
111.09 |
111.18 |
111.27 |
|
R2 |
111.09 |
111.09 |
111.27 |
|
R1 |
111.18 |
111.18 |
111.27 |
111.14 |
PP |
111.09 |
111.09 |
111.09 |
111.07 |
S1 |
111.18 |
111.18 |
111.27 |
111.14 |
S2 |
111.09 |
111.09 |
111.27 |
|
S3 |
111.09 |
111.18 |
111.27 |
|
S4 |
111.09 |
111.18 |
111.27 |
|
|
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 |
111.00 |
105.93 |
5.07 |
4.6% |
0.60 |
0.5% |
105% |
True |
False |
1,843 |
10 |
111.00 |
100.04 |
10.96 |
9.8% |
0.84 |
0.8% |
102% |
True |
False |
2,070 |
20 |
111.00 |
96.27 |
14.73 |
13.2% |
1.44 |
1.3% |
102% |
True |
False |
2,235 |
40 |
111.00 |
95.37 |
15.63 |
14.0% |
1.29 |
1.2% |
102% |
True |
False |
1,955 |
60 |
111.00 |
85.48 |
25.52 |
22.9% |
1.15 |
1.0% |
101% |
True |
False |
1,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.00 |
2.618 |
111.00 |
1.618 |
111.00 |
1.000 |
111.00 |
0.618 |
111.00 |
HIGH |
111.00 |
0.618 |
111.00 |
0.500 |
111.00 |
0.382 |
111.00 |
LOW |
111.00 |
0.618 |
111.00 |
1.000 |
111.00 |
1.618 |
111.00 |
2.618 |
111.00 |
4.250 |
111.00 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111.18 |
110.60 |
PP |
111.09 |
109.93 |
S1 |
111.00 |
109.26 |
|