NYMEX Light Sweet Crude Oil Future August 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 |
108.07 |
109.93 |
1.86 |
1.7% |
104.25 |
High |
109.81 |
111.90 |
2.09 |
1.9% |
109.87 |
Low |
107.90 |
109.83 |
1.93 |
1.8% |
104.24 |
Close |
109.72 |
111.74 |
2.02 |
1.8% |
108.56 |
Range |
1.91 |
2.07 |
0.16 |
8.4% |
5.63 |
ATR |
2.88 |
2.83 |
-0.05 |
-1.7% |
0.00 |
Volume |
11,697 |
9,308 |
-2,389 |
-20.4% |
68,906 |
|
Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.37 |
116.62 |
112.88 |
|
R3 |
115.30 |
114.55 |
112.31 |
|
R2 |
113.23 |
113.23 |
112.12 |
|
R1 |
112.48 |
112.48 |
111.93 |
112.86 |
PP |
111.16 |
111.16 |
111.16 |
111.34 |
S1 |
110.41 |
110.41 |
111.55 |
110.79 |
S2 |
109.09 |
109.09 |
111.36 |
|
S3 |
107.02 |
108.34 |
111.17 |
|
S4 |
104.95 |
106.27 |
110.60 |
|
|
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 |
111.90 |
106.05 |
5.85 |
5.2% |
2.35 |
2.1% |
97% |
True |
False |
13,411 |
10 |
111.90 |
98.55 |
13.35 |
11.9% |
2.61 |
2.3% |
99% |
True |
False |
13,171 |
20 |
111.90 |
97.33 |
14.57 |
13.0% |
3.05 |
2.7% |
99% |
True |
False |
12,241 |
40 |
111.90 |
94.67 |
17.23 |
15.4% |
2.87 |
2.6% |
99% |
True |
False |
9,589 |
60 |
111.90 |
84.33 |
27.57 |
24.7% |
2.49 |
2.2% |
99% |
True |
False |
7,588 |
80 |
111.90 |
84.33 |
27.57 |
24.7% |
2.15 |
1.9% |
99% |
True |
False |
6,219 |
100 |
111.90 |
84.33 |
27.57 |
24.7% |
2.00 |
1.8% |
99% |
True |
False |
5,215 |
120 |
111.90 |
81.95 |
29.95 |
26.8% |
1.73 |
1.5% |
99% |
True |
False |
4,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.70 |
2.618 |
117.32 |
1.618 |
115.25 |
1.000 |
113.97 |
0.618 |
113.18 |
HIGH |
111.90 |
0.618 |
111.11 |
0.500 |
110.87 |
0.382 |
110.62 |
LOW |
109.83 |
0.618 |
108.55 |
1.000 |
107.76 |
1.618 |
106.48 |
2.618 |
104.41 |
4.250 |
101.03 |
|
|
Fisher Pivots for day following 15-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111.45 |
111.05 |
PP |
111.16 |
110.35 |
S1 |
110.87 |
109.66 |
|