NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
109.05 |
110.67 |
1.62 |
1.5% |
105.29 |
| High |
110.63 |
112.67 |
2.04 |
1.8% |
110.67 |
| Low |
108.45 |
110.56 |
2.11 |
1.9% |
105.11 |
| Close |
110.45 |
112.48 |
2.03 |
1.8% |
109.19 |
| Range |
2.18 |
2.11 |
-0.07 |
-3.2% |
5.56 |
| ATR |
3.19 |
3.12 |
-0.07 |
-2.2% |
0.00 |
| Volume |
42,963 |
32,959 |
-10,004 |
-23.3% |
226,968 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.23 |
117.47 |
113.64 |
|
| R3 |
116.12 |
115.36 |
113.06 |
|
| R2 |
114.01 |
114.01 |
112.87 |
|
| R1 |
113.25 |
113.25 |
112.67 |
113.63 |
| PP |
111.90 |
111.90 |
111.90 |
112.10 |
| S1 |
111.14 |
111.14 |
112.29 |
111.52 |
| S2 |
109.79 |
109.79 |
112.09 |
|
| S3 |
107.68 |
109.03 |
111.90 |
|
| S4 |
105.57 |
106.92 |
111.32 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.00 |
122.66 |
112.25 |
|
| R3 |
119.44 |
117.10 |
110.72 |
|
| R2 |
113.88 |
113.88 |
110.21 |
|
| R1 |
111.54 |
111.54 |
109.70 |
112.71 |
| PP |
108.32 |
108.32 |
108.32 |
108.91 |
| S1 |
105.98 |
105.98 |
108.68 |
107.15 |
| S2 |
102.76 |
102.76 |
108.17 |
|
| S3 |
97.20 |
100.42 |
107.66 |
|
| S4 |
91.64 |
94.86 |
106.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.67 |
106.59 |
6.08 |
5.4% |
2.59 |
2.3% |
97% |
True |
False |
45,413 |
| 10 |
112.67 |
98.85 |
13.82 |
12.3% |
2.81 |
2.5% |
99% |
True |
False |
42,092 |
| 20 |
112.67 |
97.58 |
15.09 |
13.4% |
3.51 |
3.1% |
99% |
True |
False |
37,529 |
| 40 |
112.67 |
94.15 |
18.52 |
16.5% |
3.22 |
2.9% |
99% |
True |
False |
26,483 |
| 60 |
112.67 |
85.17 |
27.50 |
24.4% |
2.81 |
2.5% |
99% |
True |
False |
19,900 |
| 80 |
112.67 |
85.17 |
27.50 |
24.4% |
2.48 |
2.2% |
99% |
True |
False |
15,901 |
| 100 |
112.67 |
85.12 |
27.55 |
24.5% |
2.47 |
2.2% |
99% |
True |
False |
13,182 |
| 120 |
112.67 |
81.04 |
31.63 |
28.1% |
2.21 |
2.0% |
99% |
True |
False |
11,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.64 |
|
2.618 |
118.19 |
|
1.618 |
116.08 |
|
1.000 |
114.78 |
|
0.618 |
113.97 |
|
HIGH |
112.67 |
|
0.618 |
111.86 |
|
0.500 |
111.62 |
|
0.382 |
111.37 |
|
LOW |
110.56 |
|
0.618 |
109.26 |
|
1.000 |
108.45 |
|
1.618 |
107.15 |
|
2.618 |
105.04 |
|
4.250 |
101.59 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.19 |
111.76 |
| PP |
111.90 |
111.03 |
| S1 |
111.62 |
110.31 |
|