NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
109.93 |
111.52 |
1.59 |
1.4% |
104.25 |
| High |
111.90 |
113.25 |
1.35 |
1.2% |
109.87 |
| Low |
109.83 |
110.47 |
0.64 |
0.6% |
104.24 |
| Close |
111.74 |
113.09 |
1.35 |
1.2% |
108.56 |
| Range |
2.07 |
2.78 |
0.71 |
34.3% |
5.63 |
| ATR |
2.83 |
2.83 |
0.00 |
-0.1% |
0.00 |
| Volume |
9,308 |
15,444 |
6,136 |
65.9% |
68,906 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.61 |
119.63 |
114.62 |
|
| R3 |
117.83 |
116.85 |
113.85 |
|
| R2 |
115.05 |
115.05 |
113.60 |
|
| R1 |
114.07 |
114.07 |
113.34 |
114.56 |
| PP |
112.27 |
112.27 |
112.27 |
112.52 |
| S1 |
111.29 |
111.29 |
112.84 |
111.78 |
| S2 |
109.49 |
109.49 |
112.58 |
|
| S3 |
106.71 |
108.51 |
112.33 |
|
| S4 |
103.93 |
105.73 |
111.56 |
|
|
| 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 |
113.25 |
106.93 |
6.32 |
5.6% |
2.21 |
2.0% |
97% |
True |
False |
13,468 |
| 10 |
113.25 |
101.52 |
11.73 |
10.4% |
2.41 |
2.1% |
99% |
True |
False |
13,525 |
| 20 |
113.25 |
97.33 |
15.92 |
14.1% |
2.98 |
2.6% |
99% |
True |
False |
12,489 |
| 40 |
113.25 |
95.79 |
17.46 |
15.4% |
2.86 |
2.5% |
99% |
True |
False |
9,834 |
| 60 |
113.25 |
85.15 |
28.10 |
24.8% |
2.48 |
2.2% |
99% |
True |
False |
7,777 |
| 80 |
113.25 |
84.33 |
28.92 |
25.6% |
2.17 |
1.9% |
99% |
True |
False |
6,398 |
| 100 |
113.25 |
84.33 |
28.92 |
25.6% |
2.01 |
1.8% |
99% |
True |
False |
5,357 |
| 120 |
113.25 |
84.02 |
29.23 |
25.8% |
1.75 |
1.6% |
99% |
True |
False |
4,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.07 |
|
2.618 |
120.53 |
|
1.618 |
117.75 |
|
1.000 |
116.03 |
|
0.618 |
114.97 |
|
HIGH |
113.25 |
|
0.618 |
112.19 |
|
0.500 |
111.86 |
|
0.382 |
111.53 |
|
LOW |
110.47 |
|
0.618 |
108.75 |
|
1.000 |
107.69 |
|
1.618 |
105.97 |
|
2.618 |
103.19 |
|
4.250 |
98.66 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.68 |
112.25 |
| PP |
112.27 |
111.41 |
| S1 |
111.86 |
110.58 |
|