NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.52 |
112.98 |
1.46 |
1.3% |
104.25 |
| High |
113.25 |
113.63 |
0.38 |
0.3% |
109.87 |
| Low |
110.47 |
112.45 |
1.98 |
1.8% |
104.24 |
| Close |
113.09 |
113.14 |
0.05 |
0.0% |
108.56 |
| Range |
2.78 |
1.18 |
-1.60 |
-57.6% |
5.63 |
| ATR |
2.83 |
2.71 |
-0.12 |
-4.2% |
0.00 |
| Volume |
15,444 |
14,373 |
-1,071 |
-6.9% |
68,906 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.61 |
116.06 |
113.79 |
|
| R3 |
115.43 |
114.88 |
113.46 |
|
| R2 |
114.25 |
114.25 |
113.36 |
|
| R1 |
113.70 |
113.70 |
113.25 |
113.98 |
| PP |
113.07 |
113.07 |
113.07 |
113.21 |
| S1 |
112.52 |
112.52 |
113.03 |
112.80 |
| S2 |
111.89 |
111.89 |
112.92 |
|
| S3 |
110.71 |
111.34 |
112.82 |
|
| S4 |
109.53 |
110.16 |
112.49 |
|
|
| 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 |
113.63 |
107.41 |
6.22 |
5.5% |
1.86 |
1.6% |
92% |
True |
False |
13,189 |
| 10 |
113.63 |
102.24 |
11.39 |
10.1% |
2.31 |
2.0% |
96% |
True |
False |
13,507 |
| 20 |
113.63 |
97.33 |
16.30 |
14.4% |
2.77 |
2.4% |
97% |
True |
False |
12,720 |
| 40 |
113.63 |
95.79 |
17.84 |
15.8% |
2.83 |
2.5% |
97% |
True |
False |
10,114 |
| 60 |
113.63 |
85.90 |
27.73 |
24.5% |
2.47 |
2.2% |
98% |
True |
False |
7,944 |
| 80 |
113.63 |
84.33 |
29.30 |
25.9% |
2.19 |
1.9% |
98% |
True |
False |
6,541 |
| 100 |
113.63 |
84.33 |
29.30 |
25.9% |
2.01 |
1.8% |
98% |
True |
False |
5,495 |
| 120 |
113.63 |
84.33 |
29.30 |
25.9% |
1.76 |
1.6% |
98% |
True |
False |
4,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.65 |
|
2.618 |
116.72 |
|
1.618 |
115.54 |
|
1.000 |
114.81 |
|
0.618 |
114.36 |
|
HIGH |
113.63 |
|
0.618 |
113.18 |
|
0.500 |
113.04 |
|
0.382 |
112.90 |
|
LOW |
112.45 |
|
0.618 |
111.72 |
|
1.000 |
111.27 |
|
1.618 |
110.54 |
|
2.618 |
109.36 |
|
4.250 |
107.44 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.11 |
112.67 |
| PP |
113.07 |
112.20 |
| S1 |
113.04 |
111.73 |
|