NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
109.15 |
111.00 |
1.85 |
1.7% |
102.15 |
| High |
110.93 |
111.36 |
0.43 |
0.4% |
107.37 |
| Low |
108.20 |
110.21 |
2.01 |
1.9% |
102.15 |
| Close |
110.74 |
110.89 |
0.15 |
0.1% |
106.35 |
| Range |
2.73 |
1.15 |
-1.58 |
-57.9% |
5.22 |
| ATR |
2.71 |
2.60 |
-0.11 |
-4.1% |
0.00 |
| Volume |
13,818 |
23,837 |
10,019 |
72.5% |
102,431 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.27 |
113.73 |
111.52 |
|
| R3 |
113.12 |
112.58 |
111.21 |
|
| R2 |
111.97 |
111.97 |
111.10 |
|
| R1 |
111.43 |
111.43 |
111.00 |
111.13 |
| PP |
110.82 |
110.82 |
110.82 |
110.67 |
| S1 |
110.28 |
110.28 |
110.78 |
109.98 |
| S2 |
109.67 |
109.67 |
110.68 |
|
| S3 |
108.52 |
109.13 |
110.57 |
|
| S4 |
107.37 |
107.98 |
110.26 |
|
|
| 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 |
111.36 |
105.18 |
6.18 |
5.6% |
1.83 |
1.6% |
92% |
True |
False |
16,624 |
| 10 |
111.36 |
100.02 |
11.34 |
10.2% |
2.26 |
2.0% |
96% |
True |
False |
19,023 |
| 20 |
111.36 |
95.83 |
15.53 |
14.0% |
2.59 |
2.3% |
97% |
True |
False |
20,319 |
| 40 |
111.36 |
94.78 |
16.58 |
15.0% |
2.77 |
2.5% |
97% |
True |
False |
23,245 |
| 60 |
111.36 |
84.75 |
26.61 |
24.0% |
2.52 |
2.3% |
98% |
True |
False |
21,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.25 |
|
2.618 |
114.37 |
|
1.618 |
113.22 |
|
1.000 |
112.51 |
|
0.618 |
112.07 |
|
HIGH |
111.36 |
|
0.618 |
110.92 |
|
0.500 |
110.79 |
|
0.382 |
110.65 |
|
LOW |
110.21 |
|
0.618 |
109.50 |
|
1.000 |
109.06 |
|
1.618 |
108.35 |
|
2.618 |
107.20 |
|
4.250 |
105.32 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.86 |
110.40 |
| PP |
110.82 |
109.92 |
| S1 |
110.79 |
109.43 |
|