NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.49 |
111.96 |
-2.53 |
-2.2% |
112.52 |
| High |
114.56 |
115.01 |
0.45 |
0.4% |
115.01 |
| Low |
110.92 |
110.67 |
-0.25 |
-0.2% |
110.67 |
| Close |
112.28 |
114.06 |
1.78 |
1.6% |
114.06 |
| Range |
3.64 |
4.34 |
0.70 |
19.2% |
4.34 |
| ATR |
2.64 |
2.76 |
0.12 |
4.6% |
0.00 |
| Volume |
17,411 |
25,729 |
8,318 |
47.8% |
105,019 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.27 |
124.50 |
116.45 |
|
| R3 |
121.93 |
120.16 |
115.25 |
|
| R2 |
117.59 |
117.59 |
114.86 |
|
| R1 |
115.82 |
115.82 |
114.46 |
116.71 |
| PP |
113.25 |
113.25 |
113.25 |
113.69 |
| S1 |
111.48 |
111.48 |
113.66 |
112.37 |
| S2 |
108.91 |
108.91 |
113.26 |
|
| S3 |
104.57 |
107.14 |
112.87 |
|
| S4 |
100.23 |
102.80 |
111.67 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.27 |
124.50 |
116.45 |
|
| R3 |
121.93 |
120.16 |
115.25 |
|
| R2 |
117.59 |
117.59 |
114.86 |
|
| R1 |
115.82 |
115.82 |
114.46 |
116.71 |
| PP |
113.25 |
113.25 |
113.25 |
113.69 |
| S1 |
111.48 |
111.48 |
113.66 |
112.37 |
| S2 |
108.91 |
108.91 |
113.26 |
|
| S3 |
104.57 |
107.14 |
112.87 |
|
| S4 |
100.23 |
102.80 |
111.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.01 |
110.67 |
4.34 |
3.8% |
2.84 |
2.5% |
78% |
True |
True |
21,003 |
| 10 |
115.01 |
105.64 |
9.37 |
8.2% |
2.56 |
2.2% |
90% |
True |
False |
18,597 |
| 20 |
115.01 |
96.62 |
18.39 |
16.1% |
2.75 |
2.4% |
95% |
True |
False |
19,812 |
| 40 |
115.01 |
95.83 |
19.18 |
16.8% |
2.86 |
2.5% |
95% |
True |
False |
23,638 |
| 60 |
115.01 |
85.60 |
29.41 |
25.8% |
2.63 |
2.3% |
97% |
True |
False |
21,664 |
| 80 |
115.01 |
83.90 |
31.11 |
27.3% |
2.47 |
2.2% |
97% |
True |
False |
20,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.46 |
|
2.618 |
126.37 |
|
1.618 |
122.03 |
|
1.000 |
119.35 |
|
0.618 |
117.69 |
|
HIGH |
115.01 |
|
0.618 |
113.35 |
|
0.500 |
112.84 |
|
0.382 |
112.33 |
|
LOW |
110.67 |
|
0.618 |
107.99 |
|
1.000 |
106.33 |
|
1.618 |
103.65 |
|
2.618 |
99.31 |
|
4.250 |
92.23 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.65 |
113.65 |
| PP |
113.25 |
113.25 |
| S1 |
112.84 |
112.84 |
|