NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.20 |
113.93 |
0.73 |
0.6% |
113.01 |
| High |
114.36 |
115.11 |
0.75 |
0.7% |
115.11 |
| Low |
111.96 |
113.93 |
1.97 |
1.8% |
111.96 |
| Close |
112.78 |
114.59 |
1.81 |
1.6% |
114.59 |
| Range |
2.40 |
1.18 |
-1.22 |
-50.8% |
3.15 |
| ATR |
1.69 |
1.74 |
0.05 |
2.7% |
0.00 |
| Volume |
2,615 |
4,768 |
2,153 |
82.3% |
14,434 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.08 |
117.52 |
115.24 |
|
| R3 |
116.90 |
116.34 |
114.91 |
|
| R2 |
115.72 |
115.72 |
114.81 |
|
| R1 |
115.16 |
115.16 |
114.70 |
115.44 |
| PP |
114.54 |
114.54 |
114.54 |
114.69 |
| S1 |
113.98 |
113.98 |
114.48 |
114.26 |
| S2 |
113.36 |
113.36 |
114.37 |
|
| S3 |
112.18 |
112.80 |
114.27 |
|
| S4 |
111.00 |
111.62 |
113.94 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
122.11 |
116.32 |
|
| R3 |
120.19 |
118.96 |
115.46 |
|
| R2 |
117.04 |
117.04 |
115.17 |
|
| R1 |
115.81 |
115.81 |
114.88 |
116.43 |
| PP |
113.89 |
113.89 |
113.89 |
114.19 |
| S1 |
112.66 |
112.66 |
114.30 |
113.28 |
| S2 |
110.74 |
110.74 |
114.01 |
|
| S3 |
107.59 |
109.51 |
113.72 |
|
| S4 |
104.44 |
106.36 |
112.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.11 |
111.96 |
3.15 |
2.7% |
1.40 |
1.2% |
83% |
True |
False |
2,886 |
| 10 |
115.11 |
107.52 |
7.59 |
6.6% |
1.26 |
1.1% |
93% |
True |
False |
2,182 |
| 20 |
115.11 |
98.15 |
16.96 |
14.8% |
1.22 |
1.1% |
97% |
True |
False |
2,340 |
| 40 |
115.11 |
96.27 |
18.84 |
16.4% |
1.39 |
1.2% |
97% |
True |
False |
2,290 |
| 60 |
115.11 |
86.22 |
28.89 |
25.2% |
1.25 |
1.1% |
98% |
True |
False |
1,781 |
| 80 |
115.11 |
85.48 |
29.63 |
25.9% |
1.11 |
1.0% |
98% |
True |
False |
1,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.13 |
|
2.618 |
118.20 |
|
1.618 |
117.02 |
|
1.000 |
116.29 |
|
0.618 |
115.84 |
|
HIGH |
115.11 |
|
0.618 |
114.66 |
|
0.500 |
114.52 |
|
0.382 |
114.38 |
|
LOW |
113.93 |
|
0.618 |
113.20 |
|
1.000 |
112.75 |
|
1.618 |
112.02 |
|
2.618 |
110.84 |
|
4.250 |
108.92 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.57 |
114.24 |
| PP |
114.54 |
113.89 |
| S1 |
114.52 |
113.54 |
|