NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.17 |
113.20 |
-0.97 |
-0.8% |
107.75 |
| High |
114.74 |
114.36 |
-0.38 |
-0.3% |
111.94 |
| Low |
113.94 |
111.96 |
-1.98 |
-1.7% |
107.52 |
| Close |
115.24 |
112.78 |
-2.46 |
-2.1% |
112.84 |
| Range |
0.80 |
2.40 |
1.60 |
200.0% |
4.42 |
| ATR |
1.57 |
1.69 |
0.12 |
7.8% |
0.00 |
| Volume |
3,376 |
2,615 |
-761 |
-22.5% |
7,386 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.23 |
118.91 |
114.10 |
|
| R3 |
117.83 |
116.51 |
113.44 |
|
| R2 |
115.43 |
115.43 |
113.22 |
|
| R1 |
114.11 |
114.11 |
113.00 |
113.57 |
| PP |
113.03 |
113.03 |
113.03 |
112.77 |
| S1 |
111.71 |
111.71 |
112.56 |
111.17 |
| S2 |
110.63 |
110.63 |
112.34 |
|
| S3 |
108.23 |
109.31 |
112.12 |
|
| S4 |
105.83 |
106.91 |
111.46 |
|
|
| 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% |
1.58 |
1.4% |
57% |
False |
False |
2,151 |
| 10 |
114.97 |
105.95 |
9.02 |
8.0% |
1.16 |
1.0% |
76% |
False |
False |
1,946 |
| 20 |
114.97 |
98.15 |
16.82 |
14.9% |
1.22 |
1.1% |
87% |
False |
False |
2,227 |
| 40 |
114.97 |
96.27 |
18.70 |
16.6% |
1.36 |
1.2% |
88% |
False |
False |
2,197 |
| 60 |
114.97 |
86.22 |
28.75 |
25.5% |
1.25 |
1.1% |
92% |
False |
False |
1,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.56 |
|
2.618 |
120.64 |
|
1.618 |
118.24 |
|
1.000 |
116.76 |
|
0.618 |
115.84 |
|
HIGH |
114.36 |
|
0.618 |
113.44 |
|
0.500 |
113.16 |
|
0.382 |
112.88 |
|
LOW |
111.96 |
|
0.618 |
110.48 |
|
1.000 |
109.56 |
|
1.618 |
108.08 |
|
2.618 |
105.68 |
|
4.250 |
101.76 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.16 |
113.47 |
| PP |
113.03 |
113.24 |
| S1 |
112.91 |
113.01 |
|