NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
112.98 |
114.17 |
1.19 |
1.1% |
107.75 |
High |
114.97 |
114.74 |
-0.23 |
-0.2% |
111.94 |
Low |
112.98 |
113.94 |
0.96 |
0.8% |
107.52 |
Close |
114.76 |
115.24 |
0.48 |
0.4% |
112.84 |
Range |
1.99 |
0.80 |
-1.19 |
-59.8% |
4.42 |
ATR |
1.63 |
1.57 |
-0.06 |
-3.5% |
0.00 |
Volume |
1,827 |
3,376 |
1,549 |
84.8% |
7,386 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.04 |
116.94 |
115.68 |
|
R3 |
116.24 |
116.14 |
115.46 |
|
R2 |
115.44 |
115.44 |
115.39 |
|
R1 |
115.34 |
115.34 |
115.31 |
115.39 |
PP |
114.64 |
114.64 |
114.64 |
114.67 |
S1 |
114.54 |
114.54 |
115.17 |
114.59 |
S2 |
113.84 |
113.84 |
115.09 |
|
S3 |
113.04 |
113.74 |
115.02 |
|
S4 |
112.24 |
112.94 |
114.80 |
|
|
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 |
4.4% |
1.27 |
1.1% |
105% |
False |
False |
2,203 |
10 |
114.97 |
105.93 |
9.04 |
7.8% |
0.94 |
0.8% |
103% |
False |
False |
2,023 |
20 |
114.97 |
98.15 |
16.82 |
14.6% |
1.17 |
1.0% |
102% |
False |
False |
2,248 |
40 |
114.97 |
96.27 |
18.70 |
16.2% |
1.31 |
1.1% |
101% |
False |
False |
2,145 |
60 |
114.97 |
86.22 |
28.75 |
24.9% |
1.21 |
1.1% |
101% |
False |
False |
1,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.14 |
2.618 |
116.83 |
1.618 |
116.03 |
1.000 |
115.54 |
0.618 |
115.23 |
HIGH |
114.74 |
0.618 |
114.43 |
0.500 |
114.34 |
0.382 |
114.25 |
LOW |
113.94 |
0.618 |
113.45 |
1.000 |
113.14 |
1.618 |
112.65 |
2.618 |
111.85 |
4.250 |
110.54 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114.94 |
114.75 |
PP |
114.64 |
114.26 |
S1 |
114.34 |
113.77 |
|