NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.56 |
113.80 |
-0.76 |
-0.7% |
115.41 |
| High |
115.93 |
114.48 |
-1.45 |
-1.3% |
118.45 |
| Low |
112.58 |
109.59 |
-2.99 |
-2.7% |
113.47 |
| Close |
112.73 |
111.80 |
-0.93 |
-0.8% |
117.53 |
| Range |
3.35 |
4.89 |
1.54 |
46.0% |
4.98 |
| ATR |
3.07 |
3.20 |
0.13 |
4.2% |
0.00 |
| Volume |
86,168 |
86,786 |
618 |
0.7% |
292,911 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.63 |
124.10 |
114.49 |
|
| R3 |
121.74 |
119.21 |
113.14 |
|
| R2 |
116.85 |
116.85 |
112.70 |
|
| R1 |
114.32 |
114.32 |
112.25 |
113.14 |
| PP |
111.96 |
111.96 |
111.96 |
111.37 |
| S1 |
109.43 |
109.43 |
111.35 |
108.25 |
| S2 |
107.07 |
107.07 |
110.90 |
|
| S3 |
102.18 |
104.54 |
110.46 |
|
| S4 |
97.29 |
99.65 |
109.11 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.42 |
129.46 |
120.27 |
|
| R3 |
126.44 |
124.48 |
118.90 |
|
| R2 |
121.46 |
121.46 |
118.44 |
|
| R1 |
119.50 |
119.50 |
117.99 |
120.48 |
| PP |
116.48 |
116.48 |
116.48 |
116.98 |
| S1 |
114.52 |
114.52 |
117.07 |
115.50 |
| S2 |
111.50 |
111.50 |
116.62 |
|
| S3 |
106.52 |
109.54 |
116.16 |
|
| S4 |
101.54 |
104.56 |
114.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.65 |
109.59 |
9.06 |
8.1% |
3.63 |
3.2% |
24% |
False |
True |
86,339 |
| 10 |
118.65 |
109.59 |
9.06 |
8.1% |
3.31 |
3.0% |
24% |
False |
True |
68,038 |
| 20 |
118.65 |
102.85 |
15.80 |
14.1% |
2.89 |
2.6% |
57% |
False |
False |
55,625 |
| 40 |
118.65 |
97.58 |
21.07 |
18.8% |
3.31 |
3.0% |
67% |
False |
False |
42,324 |
| 60 |
118.65 |
86.28 |
32.37 |
29.0% |
3.04 |
2.7% |
79% |
False |
False |
31,218 |
| 80 |
118.65 |
85.17 |
33.48 |
29.9% |
2.74 |
2.5% |
80% |
False |
False |
24,945 |
| 100 |
118.65 |
85.17 |
33.48 |
29.9% |
2.53 |
2.3% |
80% |
False |
False |
20,553 |
| 120 |
118.65 |
85.12 |
33.53 |
30.0% |
2.42 |
2.2% |
80% |
False |
False |
17,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.26 |
|
2.618 |
127.28 |
|
1.618 |
122.39 |
|
1.000 |
119.37 |
|
0.618 |
117.50 |
|
HIGH |
114.48 |
|
0.618 |
112.61 |
|
0.500 |
112.04 |
|
0.382 |
111.46 |
|
LOW |
109.59 |
|
0.618 |
106.57 |
|
1.000 |
104.70 |
|
1.618 |
101.68 |
|
2.618 |
96.79 |
|
4.250 |
88.81 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.04 |
113.69 |
| PP |
111.96 |
113.06 |
| S1 |
111.88 |
112.43 |
|