NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.70 |
109.72 |
-2.98 |
-2.6% |
113.01 |
| High |
113.42 |
109.86 |
-3.56 |
-3.1% |
115.11 |
| Low |
110.24 |
107.60 |
-2.64 |
-2.4% |
111.96 |
| Close |
110.24 |
109.49 |
-0.75 |
-0.7% |
114.59 |
| Range |
3.18 |
2.26 |
-0.92 |
-28.9% |
3.15 |
| ATR |
1.87 |
1.92 |
0.06 |
3.0% |
0.00 |
| Volume |
3,779 |
5,035 |
1,256 |
33.2% |
14,434 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
114.89 |
110.73 |
|
| R3 |
113.50 |
112.63 |
110.11 |
|
| R2 |
111.24 |
111.24 |
109.90 |
|
| R1 |
110.37 |
110.37 |
109.70 |
109.68 |
| PP |
108.98 |
108.98 |
108.98 |
108.64 |
| S1 |
108.11 |
108.11 |
109.28 |
107.42 |
| S2 |
106.72 |
106.72 |
109.08 |
|
| S3 |
104.46 |
105.85 |
108.87 |
|
| S4 |
102.20 |
103.59 |
108.25 |
|
|
| 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 |
107.60 |
7.63 |
7.0% |
2.05 |
1.9% |
25% |
False |
True |
3,719 |
| 10 |
115.23 |
107.60 |
7.63 |
7.0% |
1.81 |
1.7% |
25% |
False |
True |
2,935 |
| 20 |
115.23 |
101.70 |
13.53 |
12.4% |
1.31 |
1.2% |
58% |
False |
False |
2,463 |
| 40 |
115.23 |
96.27 |
18.96 |
17.3% |
1.42 |
1.3% |
70% |
False |
False |
2,515 |
| 60 |
115.23 |
86.40 |
28.83 |
26.3% |
1.36 |
1.2% |
80% |
False |
False |
1,967 |
| 80 |
115.23 |
85.48 |
29.75 |
27.2% |
1.18 |
1.1% |
81% |
False |
False |
1,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.47 |
|
2.618 |
115.78 |
|
1.618 |
113.52 |
|
1.000 |
112.12 |
|
0.618 |
111.26 |
|
HIGH |
109.86 |
|
0.618 |
109.00 |
|
0.500 |
108.73 |
|
0.382 |
108.46 |
|
LOW |
107.60 |
|
0.618 |
106.20 |
|
1.000 |
105.34 |
|
1.618 |
103.94 |
|
2.618 |
101.68 |
|
4.250 |
98.00 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.24 |
111.29 |
| PP |
108.98 |
110.69 |
| S1 |
108.73 |
110.09 |
|