NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.93 |
115.01 |
1.08 |
0.9% |
113.01 |
| High |
115.11 |
115.23 |
0.12 |
0.1% |
115.11 |
| Low |
113.93 |
114.75 |
0.82 |
0.7% |
111.96 |
| Close |
114.59 |
115.02 |
0.43 |
0.4% |
114.59 |
| Range |
1.18 |
0.48 |
-0.70 |
-59.3% |
3.15 |
| ATR |
1.74 |
1.66 |
-0.08 |
-4.5% |
0.00 |
| Volume |
4,768 |
3,069 |
-1,699 |
-35.6% |
14,434 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.44 |
116.21 |
115.28 |
|
| R3 |
115.96 |
115.73 |
115.15 |
|
| R2 |
115.48 |
115.48 |
115.11 |
|
| R1 |
115.25 |
115.25 |
115.06 |
115.37 |
| PP |
115.00 |
115.00 |
115.00 |
115.06 |
| S1 |
114.77 |
114.77 |
114.98 |
114.89 |
| S2 |
114.52 |
114.52 |
114.93 |
|
| S3 |
114.04 |
114.29 |
114.89 |
|
| S4 |
113.56 |
113.81 |
114.76 |
|
|
| 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 |
115.23 |
111.96 |
3.27 |
2.8% |
1.37 |
1.2% |
94% |
True |
False |
3,131 |
| 10 |
115.23 |
107.75 |
7.48 |
6.5% |
1.26 |
1.1% |
97% |
True |
False |
2,426 |
| 20 |
115.23 |
98.15 |
17.08 |
14.8% |
1.02 |
0.9% |
99% |
True |
False |
2,419 |
| 40 |
115.23 |
96.27 |
18.96 |
16.5% |
1.37 |
1.2% |
99% |
True |
False |
2,344 |
| 60 |
115.23 |
86.22 |
29.01 |
25.2% |
1.25 |
1.1% |
99% |
True |
False |
1,823 |
| 80 |
115.23 |
85.48 |
29.75 |
25.9% |
1.11 |
1.0% |
99% |
True |
False |
1,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.27 |
|
2.618 |
116.49 |
|
1.618 |
116.01 |
|
1.000 |
115.71 |
|
0.618 |
115.53 |
|
HIGH |
115.23 |
|
0.618 |
115.05 |
|
0.500 |
114.99 |
|
0.382 |
114.93 |
|
LOW |
114.75 |
|
0.618 |
114.45 |
|
1.000 |
114.27 |
|
1.618 |
113.97 |
|
2.618 |
113.49 |
|
4.250 |
112.71 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.01 |
114.55 |
| PP |
115.00 |
114.07 |
| S1 |
114.99 |
113.60 |
|