NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.00 |
111.00 |
0.00 |
0.0% |
105.94 |
| High |
111.36 |
112.68 |
1.32 |
1.2% |
112.68 |
| Low |
110.21 |
109.10 |
-1.11 |
-1.0% |
105.64 |
| Close |
110.89 |
112.30 |
1.41 |
1.3% |
112.30 |
| Range |
1.15 |
3.58 |
2.43 |
211.3% |
7.04 |
| ATR |
2.60 |
2.67 |
0.07 |
2.7% |
0.00 |
| Volume |
23,837 |
18,772 |
-5,065 |
-21.2% |
80,951 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.10 |
120.78 |
114.27 |
|
| R3 |
118.52 |
117.20 |
113.28 |
|
| R2 |
114.94 |
114.94 |
112.96 |
|
| R1 |
113.62 |
113.62 |
112.63 |
114.28 |
| PP |
111.36 |
111.36 |
111.36 |
111.69 |
| S1 |
110.04 |
110.04 |
111.97 |
110.70 |
| S2 |
107.78 |
107.78 |
111.64 |
|
| S3 |
104.20 |
106.46 |
111.32 |
|
| S4 |
100.62 |
102.88 |
110.33 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.33 |
128.85 |
116.17 |
|
| R3 |
124.29 |
121.81 |
114.24 |
|
| R2 |
117.25 |
117.25 |
113.59 |
|
| R1 |
114.77 |
114.77 |
112.95 |
116.01 |
| PP |
110.21 |
110.21 |
110.21 |
110.83 |
| S1 |
107.73 |
107.73 |
111.65 |
108.97 |
| S2 |
103.17 |
103.17 |
111.01 |
|
| S3 |
96.13 |
100.69 |
110.36 |
|
| S4 |
89.09 |
93.65 |
108.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.68 |
105.64 |
7.04 |
6.3% |
2.28 |
2.0% |
95% |
True |
False |
16,190 |
| 10 |
112.68 |
102.15 |
10.53 |
9.4% |
2.36 |
2.1% |
96% |
True |
False |
18,338 |
| 20 |
112.68 |
96.62 |
16.06 |
14.3% |
2.62 |
2.3% |
98% |
True |
False |
19,953 |
| 40 |
112.68 |
94.90 |
17.78 |
15.8% |
2.79 |
2.5% |
98% |
True |
False |
23,258 |
| 60 |
112.68 |
85.60 |
27.08 |
24.1% |
2.54 |
2.3% |
99% |
True |
False |
21,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.90 |
|
2.618 |
122.05 |
|
1.618 |
118.47 |
|
1.000 |
116.26 |
|
0.618 |
114.89 |
|
HIGH |
112.68 |
|
0.618 |
111.31 |
|
0.500 |
110.89 |
|
0.382 |
110.47 |
|
LOW |
109.10 |
|
0.618 |
106.89 |
|
1.000 |
105.52 |
|
1.618 |
103.31 |
|
2.618 |
99.73 |
|
4.250 |
93.89 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.83 |
111.68 |
| PP |
111.36 |
111.06 |
| S1 |
110.89 |
110.44 |
|