NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.01 |
112.98 |
-0.03 |
0.0% |
107.75 |
| High |
113.20 |
114.97 |
1.77 |
1.6% |
111.94 |
| Low |
112.56 |
112.98 |
0.42 |
0.4% |
107.52 |
| Close |
113.29 |
114.76 |
1.47 |
1.3% |
112.84 |
| Range |
0.64 |
1.99 |
1.35 |
210.9% |
4.42 |
| ATR |
1.60 |
1.63 |
0.03 |
1.8% |
0.00 |
| Volume |
1,848 |
1,827 |
-21 |
-1.1% |
7,386 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.21 |
119.47 |
115.85 |
|
| R3 |
118.22 |
117.48 |
115.31 |
|
| R2 |
116.23 |
116.23 |
115.12 |
|
| R1 |
115.49 |
115.49 |
114.94 |
115.86 |
| PP |
114.24 |
114.24 |
114.24 |
114.42 |
| S1 |
113.50 |
113.50 |
114.58 |
113.87 |
| S2 |
112.25 |
112.25 |
114.40 |
|
| S3 |
110.26 |
111.51 |
114.21 |
|
| S4 |
108.27 |
109.52 |
113.67 |
|
|
| 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 |
114.97 |
109.86 |
5.11 |
4.5% |
1.11 |
1.0% |
96% |
True |
False |
1,951 |
| 10 |
114.97 |
104.74 |
10.23 |
8.9% |
1.12 |
1.0% |
98% |
True |
False |
2,030 |
| 20 |
114.97 |
98.15 |
16.82 |
14.7% |
1.33 |
1.2% |
99% |
True |
False |
2,199 |
| 40 |
114.97 |
96.27 |
18.70 |
16.3% |
1.30 |
1.1% |
99% |
True |
False |
2,080 |
| 60 |
114.97 |
86.22 |
28.75 |
25.1% |
1.21 |
1.1% |
99% |
True |
False |
1,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.43 |
|
2.618 |
120.18 |
|
1.618 |
118.19 |
|
1.000 |
116.96 |
|
0.618 |
116.20 |
|
HIGH |
114.97 |
|
0.618 |
114.21 |
|
0.500 |
113.98 |
|
0.382 |
113.74 |
|
LOW |
112.98 |
|
0.618 |
111.75 |
|
1.000 |
110.99 |
|
1.618 |
109.76 |
|
2.618 |
107.77 |
|
4.250 |
104.52 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.50 |
113.98 |
| PP |
114.24 |
113.20 |
| S1 |
113.98 |
112.42 |
|