NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.75 |
114.94 |
0.19 |
0.2% |
108.07 |
| High |
115.40 |
117.27 |
1.87 |
1.6% |
114.95 |
| Low |
113.55 |
114.37 |
0.82 |
0.7% |
107.90 |
| Close |
115.02 |
116.51 |
1.49 |
1.3% |
114.66 |
| Range |
1.85 |
2.90 |
1.05 |
56.8% |
7.05 |
| ATR |
2.70 |
2.72 |
0.01 |
0.5% |
0.00 |
| Volume |
13,833 |
14,438 |
605 |
4.4% |
63,153 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.75 |
123.53 |
118.11 |
|
| R3 |
121.85 |
120.63 |
117.31 |
|
| R2 |
118.95 |
118.95 |
117.04 |
|
| R1 |
117.73 |
117.73 |
116.78 |
118.34 |
| PP |
116.05 |
116.05 |
116.05 |
116.36 |
| S1 |
114.83 |
114.83 |
116.24 |
115.44 |
| S2 |
113.15 |
113.15 |
115.98 |
|
| S3 |
110.25 |
111.93 |
115.71 |
|
| S4 |
107.35 |
109.03 |
114.92 |
|
|
| 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 |
117.27 |
110.47 |
6.80 |
5.8% |
2.45 |
2.1% |
89% |
True |
False |
14,083 |
| 10 |
117.27 |
106.05 |
11.22 |
9.6% |
2.40 |
2.1% |
93% |
True |
False |
13,747 |
| 20 |
117.27 |
98.20 |
19.07 |
16.4% |
2.84 |
2.4% |
96% |
True |
False |
13,267 |
| 40 |
117.27 |
97.33 |
19.94 |
17.1% |
2.89 |
2.5% |
96% |
True |
False |
10,767 |
| 60 |
117.27 |
86.15 |
31.12 |
26.7% |
2.51 |
2.2% |
98% |
True |
False |
8,235 |
| 80 |
117.27 |
84.33 |
32.94 |
28.3% |
2.28 |
2.0% |
98% |
True |
False |
7,025 |
| 100 |
117.27 |
84.33 |
32.94 |
28.3% |
2.06 |
1.8% |
98% |
True |
False |
5,891 |
| 120 |
117.27 |
84.33 |
32.94 |
28.3% |
1.83 |
1.6% |
98% |
True |
False |
5,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.60 |
|
2.618 |
124.86 |
|
1.618 |
121.96 |
|
1.000 |
120.17 |
|
0.618 |
119.06 |
|
HIGH |
117.27 |
|
0.618 |
116.16 |
|
0.500 |
115.82 |
|
0.382 |
115.48 |
|
LOW |
114.37 |
|
0.618 |
112.58 |
|
1.000 |
111.47 |
|
1.618 |
109.68 |
|
2.618 |
106.78 |
|
4.250 |
102.05 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.28 |
115.79 |
| PP |
116.05 |
115.07 |
| S1 |
115.82 |
114.35 |
|