NYMEX Light Sweet Crude Oil Future July 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 |
113.99 |
115.41 |
1.42 |
1.2% |
109.05 |
| High |
115.71 |
116.21 |
0.50 |
0.4% |
115.71 |
| Low |
111.80 |
114.26 |
2.46 |
2.2% |
108.45 |
| Close |
115.41 |
115.80 |
0.39 |
0.3% |
115.41 |
| Range |
3.91 |
1.95 |
-1.96 |
-50.1% |
7.26 |
| ATR |
3.04 |
2.96 |
-0.08 |
-2.6% |
0.00 |
| Volume |
47,061 |
37,570 |
-9,491 |
-20.2% |
206,473 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.27 |
120.49 |
116.87 |
|
| R3 |
119.32 |
118.54 |
116.34 |
|
| R2 |
117.37 |
117.37 |
116.16 |
|
| R1 |
116.59 |
116.59 |
115.98 |
116.98 |
| PP |
115.42 |
115.42 |
115.42 |
115.62 |
| S1 |
114.64 |
114.64 |
115.62 |
115.03 |
| S2 |
113.47 |
113.47 |
115.44 |
|
| S3 |
111.52 |
112.69 |
115.26 |
|
| S4 |
109.57 |
110.74 |
114.73 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.97 |
132.45 |
119.40 |
|
| R3 |
127.71 |
125.19 |
117.41 |
|
| R2 |
120.45 |
120.45 |
116.74 |
|
| R1 |
117.93 |
117.93 |
116.08 |
119.19 |
| PP |
113.19 |
113.19 |
113.19 |
113.82 |
| S1 |
110.67 |
110.67 |
114.74 |
111.93 |
| S2 |
105.93 |
105.93 |
114.08 |
|
| S3 |
98.67 |
103.41 |
113.41 |
|
| S4 |
91.41 |
96.15 |
111.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.21 |
110.56 |
5.65 |
4.9% |
2.43 |
2.1% |
93% |
True |
False |
40,216 |
| 10 |
116.21 |
106.48 |
9.73 |
8.4% |
2.48 |
2.1% |
96% |
True |
False |
43,842 |
| 20 |
116.21 |
98.50 |
17.71 |
15.3% |
3.00 |
2.6% |
98% |
True |
False |
40,515 |
| 40 |
116.21 |
96.90 |
19.31 |
16.7% |
3.19 |
2.8% |
98% |
True |
False |
29,788 |
| 60 |
116.21 |
86.28 |
29.93 |
25.8% |
2.83 |
2.4% |
99% |
True |
False |
22,329 |
| 80 |
116.21 |
85.17 |
31.04 |
26.8% |
2.56 |
2.2% |
99% |
True |
False |
17,875 |
| 100 |
116.21 |
85.12 |
31.09 |
26.8% |
2.52 |
2.2% |
99% |
True |
False |
14,819 |
| 120 |
116.21 |
84.95 |
31.26 |
27.0% |
2.27 |
2.0% |
99% |
True |
False |
12,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.50 |
|
2.618 |
121.32 |
|
1.618 |
119.37 |
|
1.000 |
118.16 |
|
0.618 |
117.42 |
|
HIGH |
116.21 |
|
0.618 |
115.47 |
|
0.500 |
115.24 |
|
0.382 |
115.00 |
|
LOW |
114.26 |
|
0.618 |
113.05 |
|
1.000 |
112.31 |
|
1.618 |
111.10 |
|
2.618 |
109.15 |
|
4.250 |
105.97 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.61 |
115.20 |
| PP |
115.42 |
114.60 |
| S1 |
115.24 |
114.01 |
|