NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.39 |
114.49 |
0.10 |
0.1% |
105.94 |
| High |
114.91 |
114.56 |
-0.35 |
-0.3% |
112.68 |
| Low |
113.03 |
110.92 |
-2.11 |
-1.9% |
105.64 |
| Close |
114.73 |
112.28 |
-2.45 |
-2.1% |
112.30 |
| Range |
1.88 |
3.64 |
1.76 |
93.6% |
7.04 |
| ATR |
2.55 |
2.64 |
0.09 |
3.5% |
0.00 |
| Volume |
25,275 |
17,411 |
-7,864 |
-31.1% |
80,951 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.51 |
121.53 |
114.28 |
|
| R3 |
119.87 |
117.89 |
113.28 |
|
| R2 |
116.23 |
116.23 |
112.95 |
|
| R1 |
114.25 |
114.25 |
112.61 |
113.42 |
| PP |
112.59 |
112.59 |
112.59 |
112.17 |
| S1 |
110.61 |
110.61 |
111.95 |
109.78 |
| S2 |
108.95 |
108.95 |
111.61 |
|
| S3 |
105.31 |
106.97 |
111.28 |
|
| S4 |
101.67 |
103.33 |
110.28 |
|
|
| 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 |
5.2% |
2.69 |
2.4% |
54% |
False |
False |
19,612 |
| 10 |
114.97 |
105.18 |
9.79 |
8.7% |
2.26 |
2.0% |
73% |
False |
False |
18,118 |
| 20 |
114.97 |
96.62 |
18.35 |
16.3% |
2.63 |
2.3% |
85% |
False |
False |
19,541 |
| 40 |
114.97 |
95.83 |
19.14 |
17.0% |
2.84 |
2.5% |
86% |
False |
False |
23,499 |
| 60 |
114.97 |
85.60 |
29.37 |
26.2% |
2.60 |
2.3% |
91% |
False |
False |
21,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.03 |
|
2.618 |
124.09 |
|
1.618 |
120.45 |
|
1.000 |
118.20 |
|
0.618 |
116.81 |
|
HIGH |
114.56 |
|
0.618 |
113.17 |
|
0.500 |
112.74 |
|
0.382 |
112.31 |
|
LOW |
110.92 |
|
0.618 |
108.67 |
|
1.000 |
107.28 |
|
1.618 |
105.03 |
|
2.618 |
101.39 |
|
4.250 |
95.45 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.74 |
112.95 |
| PP |
112.59 |
112.72 |
| S1 |
112.43 |
112.50 |
|