NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.52 |
114.39 |
1.87 |
1.7% |
105.94 |
| High |
114.97 |
114.91 |
-0.06 |
-0.1% |
112.68 |
| Low |
112.29 |
113.03 |
0.74 |
0.7% |
105.64 |
| Close |
114.24 |
114.73 |
0.49 |
0.4% |
112.30 |
| Range |
2.68 |
1.88 |
-0.80 |
-29.9% |
7.04 |
| ATR |
2.61 |
2.55 |
-0.05 |
-2.0% |
0.00 |
| Volume |
15,558 |
25,275 |
9,717 |
62.5% |
80,951 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.86 |
119.18 |
115.76 |
|
| R3 |
117.98 |
117.30 |
115.25 |
|
| R2 |
116.10 |
116.10 |
115.07 |
|
| R1 |
115.42 |
115.42 |
114.90 |
115.76 |
| PP |
114.22 |
114.22 |
114.22 |
114.40 |
| S1 |
113.54 |
113.54 |
114.56 |
113.88 |
| S2 |
112.34 |
112.34 |
114.39 |
|
| S3 |
110.46 |
111.66 |
114.21 |
|
| S4 |
108.58 |
109.78 |
113.70 |
|
|
| 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 |
114.97 |
109.10 |
5.87 |
5.1% |
2.19 |
1.9% |
96% |
False |
False |
20,897 |
| 10 |
114.97 |
104.47 |
10.50 |
9.2% |
2.18 |
1.9% |
98% |
False |
False |
18,815 |
| 20 |
114.97 |
96.62 |
18.35 |
16.0% |
2.55 |
2.2% |
99% |
False |
False |
19,848 |
| 40 |
114.97 |
95.83 |
19.14 |
16.7% |
2.80 |
2.4% |
99% |
False |
False |
23,460 |
| 60 |
114.97 |
85.60 |
29.37 |
25.6% |
2.56 |
2.2% |
99% |
False |
False |
21,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.90 |
|
2.618 |
119.83 |
|
1.618 |
117.95 |
|
1.000 |
116.79 |
|
0.618 |
116.07 |
|
HIGH |
114.91 |
|
0.618 |
114.19 |
|
0.500 |
113.97 |
|
0.382 |
113.75 |
|
LOW |
113.03 |
|
0.618 |
111.87 |
|
1.000 |
111.15 |
|
1.618 |
109.99 |
|
2.618 |
108.11 |
|
4.250 |
105.04 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.48 |
114.22 |
| PP |
114.22 |
113.71 |
| S1 |
113.97 |
113.21 |
|