NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
105.94 |
107.15 |
1.21 |
1.1% |
102.15 |
| High |
107.55 |
109.55 |
2.00 |
1.9% |
107.37 |
| Low |
105.64 |
107.50 |
1.86 |
1.8% |
102.15 |
| Close |
107.39 |
109.37 |
1.98 |
1.8% |
106.35 |
| Range |
1.91 |
2.05 |
0.14 |
7.3% |
5.22 |
| ATR |
2.76 |
2.71 |
-0.04 |
-1.5% |
0.00 |
| Volume |
14,719 |
9,805 |
-4,914 |
-33.4% |
102,431 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.96 |
114.21 |
110.50 |
|
| R3 |
112.91 |
112.16 |
109.93 |
|
| R2 |
110.86 |
110.86 |
109.75 |
|
| R1 |
110.11 |
110.11 |
109.56 |
110.49 |
| PP |
108.81 |
108.81 |
108.81 |
108.99 |
| S1 |
108.06 |
108.06 |
109.18 |
108.44 |
| S2 |
106.76 |
106.76 |
108.99 |
|
| S3 |
104.71 |
106.01 |
108.81 |
|
| S4 |
102.66 |
103.96 |
108.24 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.95 |
118.87 |
109.22 |
|
| R3 |
115.73 |
113.65 |
107.79 |
|
| R2 |
110.51 |
110.51 |
107.31 |
|
| R1 |
108.43 |
108.43 |
106.83 |
109.47 |
| PP |
105.29 |
105.29 |
105.29 |
105.81 |
| S1 |
103.21 |
103.21 |
105.87 |
104.25 |
| S2 |
100.07 |
100.07 |
105.39 |
|
| S3 |
94.85 |
97.99 |
104.91 |
|
| S4 |
89.63 |
92.77 |
103.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.55 |
103.76 |
5.79 |
5.3% |
2.29 |
2.1% |
97% |
True |
False |
18,484 |
| 10 |
109.55 |
96.76 |
12.79 |
11.7% |
2.54 |
2.3% |
99% |
True |
False |
19,702 |
| 20 |
109.55 |
95.83 |
13.72 |
12.5% |
2.85 |
2.6% |
99% |
True |
False |
21,383 |
| 40 |
109.55 |
93.63 |
15.92 |
14.6% |
2.82 |
2.6% |
99% |
True |
False |
23,233 |
| 60 |
109.55 |
83.90 |
25.65 |
23.5% |
2.55 |
2.3% |
99% |
True |
False |
21,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.26 |
|
2.618 |
114.92 |
|
1.618 |
112.87 |
|
1.000 |
111.60 |
|
0.618 |
110.82 |
|
HIGH |
109.55 |
|
0.618 |
108.77 |
|
0.500 |
108.53 |
|
0.382 |
108.28 |
|
LOW |
107.50 |
|
0.618 |
106.23 |
|
1.000 |
105.45 |
|
1.618 |
104.18 |
|
2.618 |
102.13 |
|
4.250 |
98.79 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.09 |
108.70 |
| PP |
108.81 |
108.03 |
| S1 |
108.53 |
107.37 |
|