NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.23 |
114.75 |
1.52 |
1.3% |
108.07 |
| High |
114.95 |
115.40 |
0.45 |
0.4% |
114.95 |
| Low |
111.42 |
113.55 |
2.13 |
1.9% |
107.90 |
| Close |
114.66 |
115.02 |
0.36 |
0.3% |
114.66 |
| Range |
3.53 |
1.85 |
-1.68 |
-47.6% |
7.05 |
| ATR |
2.77 |
2.70 |
-0.07 |
-2.4% |
0.00 |
| Volume |
12,331 |
13,833 |
1,502 |
12.2% |
63,153 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.21 |
119.46 |
116.04 |
|
| R3 |
118.36 |
117.61 |
115.53 |
|
| R2 |
116.51 |
116.51 |
115.36 |
|
| R1 |
115.76 |
115.76 |
115.19 |
116.14 |
| PP |
114.66 |
114.66 |
114.66 |
114.84 |
| S1 |
113.91 |
113.91 |
114.85 |
114.29 |
| S2 |
112.81 |
112.81 |
114.68 |
|
| S3 |
110.96 |
112.06 |
114.51 |
|
| S4 |
109.11 |
110.21 |
114.00 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.65 |
131.21 |
118.54 |
|
| R3 |
126.60 |
124.16 |
116.60 |
|
| R2 |
119.55 |
119.55 |
115.95 |
|
| R1 |
117.11 |
117.11 |
115.31 |
118.33 |
| PP |
112.50 |
112.50 |
112.50 |
113.12 |
| S1 |
110.06 |
110.06 |
114.01 |
111.28 |
| S2 |
105.45 |
105.45 |
113.37 |
|
| S3 |
98.40 |
103.01 |
112.72 |
|
| S4 |
91.35 |
95.96 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.40 |
109.83 |
5.57 |
4.8% |
2.28 |
2.0% |
93% |
True |
False |
13,057 |
| 10 |
115.40 |
105.79 |
9.61 |
8.4% |
2.27 |
2.0% |
96% |
True |
False |
13,395 |
| 20 |
115.40 |
98.20 |
17.20 |
15.0% |
2.79 |
2.4% |
98% |
True |
False |
12,790 |
| 40 |
115.40 |
96.69 |
18.71 |
16.3% |
2.85 |
2.5% |
98% |
True |
False |
10,520 |
| 60 |
115.40 |
86.15 |
29.25 |
25.4% |
2.50 |
2.2% |
99% |
True |
False |
8,239 |
| 80 |
115.40 |
84.33 |
31.07 |
27.0% |
2.25 |
2.0% |
99% |
True |
False |
6,862 |
| 100 |
115.40 |
84.33 |
31.07 |
27.0% |
2.06 |
1.8% |
99% |
True |
False |
5,753 |
| 120 |
115.40 |
84.33 |
31.07 |
27.0% |
1.81 |
1.6% |
99% |
True |
False |
4,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.26 |
|
2.618 |
120.24 |
|
1.618 |
118.39 |
|
1.000 |
117.25 |
|
0.618 |
116.54 |
|
HIGH |
115.40 |
|
0.618 |
114.69 |
|
0.500 |
114.48 |
|
0.382 |
114.26 |
|
LOW |
113.55 |
|
0.618 |
112.41 |
|
1.000 |
111.70 |
|
1.618 |
110.56 |
|
2.618 |
108.71 |
|
4.250 |
105.69 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.84 |
114.48 |
| PP |
114.66 |
113.95 |
| S1 |
114.48 |
113.41 |
|