NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.88 |
108.07 |
0.19 |
0.2% |
104.25 |
| High |
108.77 |
109.81 |
1.04 |
1.0% |
109.87 |
| Low |
107.41 |
107.90 |
0.49 |
0.5% |
104.24 |
| Close |
108.56 |
109.72 |
1.16 |
1.1% |
108.56 |
| Range |
1.36 |
1.91 |
0.55 |
40.4% |
5.63 |
| ATR |
2.96 |
2.88 |
-0.07 |
-2.5% |
0.00 |
| Volume |
15,127 |
11,697 |
-3,430 |
-22.7% |
68,906 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.87 |
114.21 |
110.77 |
|
| R3 |
112.96 |
112.30 |
110.25 |
|
| R2 |
111.05 |
111.05 |
110.07 |
|
| R1 |
110.39 |
110.39 |
109.90 |
110.72 |
| PP |
109.14 |
109.14 |
109.14 |
109.31 |
| S1 |
108.48 |
108.48 |
109.54 |
108.81 |
| S2 |
107.23 |
107.23 |
109.37 |
|
| S3 |
105.32 |
106.57 |
109.19 |
|
| S4 |
103.41 |
104.66 |
108.67 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.45 |
122.13 |
111.66 |
|
| R3 |
118.82 |
116.50 |
110.11 |
|
| R2 |
113.19 |
113.19 |
109.59 |
|
| R1 |
110.87 |
110.87 |
109.08 |
112.03 |
| PP |
107.56 |
107.56 |
107.56 |
108.14 |
| S1 |
105.24 |
105.24 |
108.04 |
106.40 |
| S2 |
101.93 |
101.93 |
107.53 |
|
| S3 |
96.30 |
99.61 |
107.01 |
|
| S4 |
90.67 |
93.98 |
105.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.87 |
105.79 |
4.08 |
3.7% |
2.25 |
2.1% |
96% |
False |
False |
13,732 |
| 10 |
109.87 |
98.20 |
11.67 |
10.6% |
2.84 |
2.6% |
99% |
False |
False |
13,374 |
| 20 |
109.87 |
97.33 |
12.54 |
11.4% |
3.35 |
3.1% |
99% |
False |
False |
12,122 |
| 40 |
109.87 |
94.67 |
15.20 |
13.9% |
2.82 |
2.6% |
99% |
False |
False |
9,415 |
| 60 |
109.87 |
84.33 |
25.54 |
23.3% |
2.48 |
2.3% |
99% |
False |
False |
7,472 |
| 80 |
109.87 |
84.33 |
25.54 |
23.3% |
2.14 |
1.9% |
99% |
False |
False |
6,119 |
| 100 |
109.87 |
84.33 |
25.54 |
23.3% |
2.00 |
1.8% |
99% |
False |
False |
5,129 |
| 120 |
109.87 |
80.45 |
29.42 |
26.8% |
1.72 |
1.6% |
99% |
False |
False |
4,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.93 |
|
2.618 |
114.81 |
|
1.618 |
112.90 |
|
1.000 |
111.72 |
|
0.618 |
110.99 |
|
HIGH |
109.81 |
|
0.618 |
109.08 |
|
0.500 |
108.86 |
|
0.382 |
108.63 |
|
LOW |
107.90 |
|
0.618 |
106.72 |
|
1.000 |
105.99 |
|
1.618 |
104.81 |
|
2.618 |
102.90 |
|
4.250 |
99.78 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.43 |
109.28 |
| PP |
109.14 |
108.84 |
| S1 |
108.86 |
108.40 |
|