NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.38 |
109.95 |
-1.43 |
-1.3% |
107.75 |
| High |
111.80 |
111.94 |
0.14 |
0.1% |
111.94 |
| Low |
110.96 |
109.86 |
-1.10 |
-1.0% |
107.52 |
| Close |
111.40 |
112.84 |
1.44 |
1.3% |
112.84 |
| Range |
0.84 |
2.08 |
1.24 |
147.6% |
4.42 |
| ATR |
1.64 |
1.67 |
0.03 |
1.9% |
0.00 |
| Volume |
2,873 |
1,092 |
-1,781 |
-62.0% |
7,386 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.79 |
117.39 |
113.98 |
|
| R3 |
115.71 |
115.31 |
113.41 |
|
| R2 |
113.63 |
113.63 |
113.22 |
|
| R1 |
113.23 |
113.23 |
113.03 |
113.43 |
| PP |
111.55 |
111.55 |
111.55 |
111.65 |
| S1 |
111.15 |
111.15 |
112.65 |
111.35 |
| S2 |
109.47 |
109.47 |
112.46 |
|
| S3 |
107.39 |
109.07 |
112.27 |
|
| S4 |
105.31 |
106.99 |
111.70 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
122.85 |
115.27 |
|
| R3 |
119.61 |
118.43 |
114.06 |
|
| R2 |
115.19 |
115.19 |
113.65 |
|
| R1 |
114.01 |
114.01 |
113.25 |
114.60 |
| PP |
110.77 |
110.77 |
110.77 |
111.06 |
| S1 |
109.59 |
109.59 |
112.43 |
110.18 |
| S2 |
106.35 |
106.35 |
112.03 |
|
| S3 |
101.93 |
105.17 |
111.62 |
|
| S4 |
97.51 |
100.75 |
110.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.94 |
107.52 |
4.42 |
3.9% |
1.11 |
1.0% |
120% |
True |
False |
1,477 |
| 10 |
111.94 |
104.51 |
7.43 |
6.6% |
0.97 |
0.9% |
112% |
True |
False |
1,927 |
| 20 |
111.94 |
98.10 |
13.84 |
12.3% |
1.28 |
1.1% |
107% |
True |
False |
2,207 |
| 40 |
111.94 |
95.37 |
16.57 |
14.7% |
1.29 |
1.1% |
105% |
True |
False |
2,033 |
| 60 |
111.94 |
86.22 |
25.72 |
22.8% |
1.19 |
1.1% |
103% |
True |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.78 |
|
2.618 |
117.39 |
|
1.618 |
115.31 |
|
1.000 |
114.02 |
|
0.618 |
113.23 |
|
HIGH |
111.94 |
|
0.618 |
111.15 |
|
0.500 |
110.90 |
|
0.382 |
110.65 |
|
LOW |
109.86 |
|
0.618 |
108.57 |
|
1.000 |
107.78 |
|
1.618 |
106.49 |
|
2.618 |
104.41 |
|
4.250 |
101.02 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.19 |
112.19 |
| PP |
111.55 |
111.55 |
| S1 |
110.90 |
110.90 |
|