NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.00 |
112.52 |
1.52 |
1.4% |
105.94 |
| High |
112.68 |
113.10 |
0.42 |
0.4% |
112.68 |
| Low |
109.10 |
111.44 |
2.34 |
2.1% |
105.64 |
| Close |
112.30 |
112.80 |
0.50 |
0.4% |
112.30 |
| Range |
3.58 |
1.66 |
-1.92 |
-53.6% |
7.04 |
| ATR |
2.67 |
2.60 |
-0.07 |
-2.7% |
0.00 |
| Volume |
18,772 |
21,046 |
2,274 |
12.1% |
80,951 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.43 |
116.77 |
113.71 |
|
| R3 |
115.77 |
115.11 |
113.26 |
|
| R2 |
114.11 |
114.11 |
113.10 |
|
| R1 |
113.45 |
113.45 |
112.95 |
113.78 |
| PP |
112.45 |
112.45 |
112.45 |
112.61 |
| S1 |
111.79 |
111.79 |
112.65 |
112.12 |
| S2 |
110.79 |
110.79 |
112.50 |
|
| S3 |
109.13 |
110.13 |
112.34 |
|
| S4 |
107.47 |
108.47 |
111.89 |
|
|
| 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 |
113.10 |
107.50 |
5.60 |
5.0% |
2.23 |
2.0% |
95% |
True |
False |
17,455 |
| 10 |
113.10 |
103.65 |
9.45 |
8.4% |
2.22 |
2.0% |
97% |
True |
False |
18,918 |
| 20 |
113.10 |
96.62 |
16.48 |
14.6% |
2.61 |
2.3% |
98% |
True |
False |
19,573 |
| 40 |
113.10 |
95.55 |
17.55 |
15.6% |
2.79 |
2.5% |
98% |
True |
False |
23,226 |
| 60 |
113.10 |
85.60 |
27.50 |
24.4% |
2.54 |
2.3% |
99% |
True |
False |
21,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.16 |
|
2.618 |
117.45 |
|
1.618 |
115.79 |
|
1.000 |
114.76 |
|
0.618 |
114.13 |
|
HIGH |
113.10 |
|
0.618 |
112.47 |
|
0.500 |
112.27 |
|
0.382 |
112.07 |
|
LOW |
111.44 |
|
0.618 |
110.41 |
|
1.000 |
109.78 |
|
1.618 |
108.75 |
|
2.618 |
107.09 |
|
4.250 |
104.39 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.62 |
112.23 |
| PP |
112.45 |
111.67 |
| S1 |
112.27 |
111.10 |
|