NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.97 |
112.70 |
-2.27 |
-2.0% |
113.01 |
| High |
114.97 |
113.42 |
-1.55 |
-1.3% |
115.11 |
| Low |
111.84 |
110.24 |
-1.60 |
-1.4% |
111.96 |
| Close |
112.27 |
110.24 |
-2.03 |
-1.8% |
114.59 |
| Range |
3.13 |
3.18 |
0.05 |
1.6% |
3.15 |
| ATR |
1.77 |
1.87 |
0.10 |
5.7% |
0.00 |
| Volume |
1,946 |
3,779 |
1,833 |
94.2% |
14,434 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.84 |
118.72 |
111.99 |
|
| R3 |
117.66 |
115.54 |
111.11 |
|
| R2 |
114.48 |
114.48 |
110.82 |
|
| R1 |
112.36 |
112.36 |
110.53 |
111.83 |
| PP |
111.30 |
111.30 |
111.30 |
111.04 |
| S1 |
109.18 |
109.18 |
109.95 |
108.65 |
| S2 |
108.12 |
108.12 |
109.66 |
|
| S3 |
104.94 |
106.00 |
109.37 |
|
| S4 |
101.76 |
102.82 |
108.49 |
|
|
| 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 |
110.24 |
4.99 |
4.5% |
2.07 |
1.9% |
0% |
False |
True |
3,235 |
| 10 |
115.23 |
109.86 |
5.37 |
4.9% |
1.67 |
1.5% |
7% |
False |
False |
2,719 |
| 20 |
115.23 |
100.04 |
15.19 |
13.8% |
1.26 |
1.1% |
67% |
False |
False |
2,394 |
| 40 |
115.23 |
96.27 |
18.96 |
17.2% |
1.41 |
1.3% |
74% |
False |
False |
2,447 |
| 60 |
115.23 |
86.22 |
29.01 |
26.3% |
1.34 |
1.2% |
83% |
False |
False |
1,902 |
| 80 |
115.23 |
85.48 |
29.75 |
27.0% |
1.15 |
1.0% |
83% |
False |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.94 |
|
2.618 |
121.75 |
|
1.618 |
118.57 |
|
1.000 |
116.60 |
|
0.618 |
115.39 |
|
HIGH |
113.42 |
|
0.618 |
112.21 |
|
0.500 |
111.83 |
|
0.382 |
111.45 |
|
LOW |
110.24 |
|
0.618 |
108.27 |
|
1.000 |
107.06 |
|
1.618 |
105.09 |
|
2.618 |
101.91 |
|
4.250 |
96.73 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.83 |
112.74 |
| PP |
111.30 |
111.90 |
| S1 |
110.77 |
111.07 |
|