NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.15 |
109.15 |
2.00 |
1.9% |
102.15 |
| High |
109.55 |
110.93 |
1.38 |
1.3% |
107.37 |
| Low |
107.50 |
108.20 |
0.70 |
0.7% |
102.15 |
| Close |
109.37 |
110.74 |
1.37 |
1.3% |
106.35 |
| Range |
2.05 |
2.73 |
0.68 |
33.2% |
5.22 |
| ATR |
2.71 |
2.71 |
0.00 |
0.0% |
0.00 |
| Volume |
9,805 |
13,818 |
4,013 |
40.9% |
102,431 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.15 |
117.17 |
112.24 |
|
| R3 |
115.42 |
114.44 |
111.49 |
|
| R2 |
112.69 |
112.69 |
111.24 |
|
| R1 |
111.71 |
111.71 |
110.99 |
112.20 |
| PP |
109.96 |
109.96 |
109.96 |
110.20 |
| S1 |
108.98 |
108.98 |
110.49 |
109.47 |
| S2 |
107.23 |
107.23 |
110.24 |
|
| S3 |
104.50 |
106.25 |
109.99 |
|
| S4 |
101.77 |
103.52 |
109.24 |
|
|
| 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 |
110.93 |
104.47 |
6.46 |
5.8% |
2.18 |
2.0% |
97% |
True |
False |
16,733 |
| 10 |
110.93 |
99.58 |
11.35 |
10.2% |
2.34 |
2.1% |
98% |
True |
False |
18,718 |
| 20 |
110.93 |
95.83 |
15.10 |
13.6% |
2.78 |
2.5% |
99% |
True |
False |
20,565 |
| 40 |
110.93 |
94.78 |
16.15 |
14.6% |
2.80 |
2.5% |
99% |
True |
False |
23,108 |
| 60 |
110.93 |
84.50 |
26.43 |
23.9% |
2.53 |
2.3% |
99% |
True |
False |
21,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.53 |
|
2.618 |
118.08 |
|
1.618 |
115.35 |
|
1.000 |
113.66 |
|
0.618 |
112.62 |
|
HIGH |
110.93 |
|
0.618 |
109.89 |
|
0.500 |
109.57 |
|
0.382 |
109.24 |
|
LOW |
108.20 |
|
0.618 |
106.51 |
|
1.000 |
105.47 |
|
1.618 |
103.78 |
|
2.618 |
101.05 |
|
4.250 |
96.60 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.35 |
109.92 |
| PP |
109.96 |
109.10 |
| S1 |
109.57 |
108.29 |
|