NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.94 |
116.70 |
1.76 |
1.5% |
108.07 |
| High |
117.27 |
117.05 |
-0.22 |
-0.2% |
114.95 |
| Low |
114.37 |
115.03 |
0.66 |
0.6% |
107.90 |
| Close |
116.51 |
116.89 |
0.38 |
0.3% |
114.66 |
| Range |
2.90 |
2.02 |
-0.88 |
-30.3% |
7.05 |
| ATR |
2.72 |
2.67 |
-0.05 |
-1.8% |
0.00 |
| Volume |
14,438 |
23,866 |
9,428 |
65.3% |
63,153 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.38 |
121.66 |
118.00 |
|
| R3 |
120.36 |
119.64 |
117.45 |
|
| R2 |
118.34 |
118.34 |
117.26 |
|
| R1 |
117.62 |
117.62 |
117.08 |
117.98 |
| PP |
116.32 |
116.32 |
116.32 |
116.51 |
| S1 |
115.60 |
115.60 |
116.70 |
115.96 |
| S2 |
114.30 |
114.30 |
116.52 |
|
| S3 |
112.28 |
113.58 |
116.33 |
|
| S4 |
110.26 |
111.56 |
115.78 |
|
|
| 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 |
111.42 |
5.85 |
5.0% |
2.30 |
2.0% |
94% |
False |
False |
15,768 |
| 10 |
117.27 |
106.93 |
10.34 |
8.8% |
2.25 |
1.9% |
96% |
False |
False |
14,618 |
| 20 |
117.27 |
98.20 |
19.07 |
16.3% |
2.75 |
2.4% |
98% |
False |
False |
13,869 |
| 40 |
117.27 |
97.33 |
19.94 |
17.1% |
2.89 |
2.5% |
98% |
False |
False |
11,256 |
| 60 |
117.27 |
86.15 |
31.12 |
26.6% |
2.53 |
2.2% |
99% |
False |
False |
8,593 |
| 80 |
117.27 |
84.33 |
32.94 |
28.2% |
2.29 |
2.0% |
99% |
False |
False |
7,249 |
| 100 |
117.27 |
84.33 |
32.94 |
28.2% |
2.07 |
1.8% |
99% |
False |
False |
6,118 |
| 120 |
117.27 |
84.33 |
32.94 |
28.2% |
1.85 |
1.6% |
99% |
False |
False |
5,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.64 |
|
2.618 |
122.34 |
|
1.618 |
120.32 |
|
1.000 |
119.07 |
|
0.618 |
118.30 |
|
HIGH |
117.05 |
|
0.618 |
116.28 |
|
0.500 |
116.04 |
|
0.382 |
115.80 |
|
LOW |
115.03 |
|
0.618 |
113.78 |
|
1.000 |
113.01 |
|
1.618 |
111.76 |
|
2.618 |
109.74 |
|
4.250 |
106.45 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.61 |
116.40 |
| PP |
116.32 |
115.90 |
| S1 |
116.04 |
115.41 |
|