NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.02 |
117.39 |
3.37 |
3.0% |
114.75 |
| High |
117.46 |
117.60 |
0.14 |
0.1% |
117.46 |
| Low |
112.96 |
116.16 |
3.20 |
2.8% |
112.81 |
| Close |
116.57 |
116.93 |
0.36 |
0.3% |
116.57 |
| Range |
4.50 |
1.44 |
-3.06 |
-68.0% |
4.65 |
| ATR |
2.89 |
2.79 |
-0.10 |
-3.6% |
0.00 |
| Volume |
27,969 |
30,223 |
2,254 |
8.1% |
98,441 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.22 |
120.51 |
117.72 |
|
| R3 |
119.78 |
119.07 |
117.33 |
|
| R2 |
118.34 |
118.34 |
117.19 |
|
| R1 |
117.63 |
117.63 |
117.06 |
117.27 |
| PP |
116.90 |
116.90 |
116.90 |
116.71 |
| S1 |
116.19 |
116.19 |
116.80 |
115.83 |
| S2 |
115.46 |
115.46 |
116.67 |
|
| S3 |
114.02 |
114.75 |
116.53 |
|
| S4 |
112.58 |
113.31 |
116.14 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.56 |
127.72 |
119.13 |
|
| R3 |
124.91 |
123.07 |
117.85 |
|
| R2 |
120.26 |
120.26 |
117.42 |
|
| R1 |
118.42 |
118.42 |
117.00 |
119.34 |
| PP |
115.61 |
115.61 |
115.61 |
116.08 |
| S1 |
113.77 |
113.77 |
116.14 |
114.69 |
| S2 |
110.96 |
110.96 |
115.72 |
|
| S3 |
106.31 |
109.12 |
115.29 |
|
| S4 |
101.66 |
104.47 |
114.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.60 |
112.81 |
4.79 |
4.1% |
2.98 |
2.5% |
86% |
True |
False |
22,966 |
| 10 |
117.60 |
109.83 |
7.77 |
6.6% |
2.63 |
2.2% |
91% |
True |
False |
18,012 |
| 20 |
117.60 |
98.20 |
19.40 |
16.6% |
2.74 |
2.3% |
97% |
True |
False |
15,693 |
| 40 |
117.60 |
97.33 |
20.27 |
17.3% |
2.97 |
2.5% |
97% |
True |
False |
12,782 |
| 60 |
117.60 |
86.15 |
31.45 |
26.9% |
2.60 |
2.2% |
98% |
True |
False |
9,795 |
| 80 |
117.60 |
84.33 |
33.27 |
28.5% |
2.37 |
2.0% |
98% |
True |
False |
8,118 |
| 100 |
117.60 |
84.33 |
33.27 |
28.5% |
2.14 |
1.8% |
98% |
True |
False |
6,845 |
| 120 |
117.60 |
84.33 |
33.27 |
28.5% |
1.93 |
1.7% |
98% |
True |
False |
5,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.72 |
|
2.618 |
121.37 |
|
1.618 |
119.93 |
|
1.000 |
119.04 |
|
0.618 |
118.49 |
|
HIGH |
117.60 |
|
0.618 |
117.05 |
|
0.500 |
116.88 |
|
0.382 |
116.71 |
|
LOW |
116.16 |
|
0.618 |
115.27 |
|
1.000 |
114.72 |
|
1.618 |
113.83 |
|
2.618 |
112.39 |
|
4.250 |
110.04 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.91 |
116.36 |
| PP |
116.90 |
115.78 |
| S1 |
116.88 |
115.21 |
|