NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117.39 |
116.87 |
-0.52 |
-0.4% |
114.75 |
| High |
117.60 |
116.87 |
-0.73 |
-0.6% |
117.46 |
| Low |
116.16 |
113.43 |
-2.73 |
-2.4% |
112.81 |
| Close |
116.93 |
114.03 |
-2.90 |
-2.5% |
116.57 |
| Range |
1.44 |
3.44 |
2.00 |
138.9% |
4.65 |
| ATR |
2.79 |
2.84 |
0.05 |
1.8% |
0.00 |
| Volume |
30,223 |
18,439 |
-11,784 |
-39.0% |
98,441 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.10 |
123.00 |
115.92 |
|
| R3 |
121.66 |
119.56 |
114.98 |
|
| R2 |
118.22 |
118.22 |
114.66 |
|
| R1 |
116.12 |
116.12 |
114.35 |
115.45 |
| PP |
114.78 |
114.78 |
114.78 |
114.44 |
| S1 |
112.68 |
112.68 |
113.71 |
112.01 |
| S2 |
111.34 |
111.34 |
113.40 |
|
| S3 |
107.90 |
109.24 |
113.08 |
|
| S4 |
104.46 |
105.80 |
112.14 |
|
|
| 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 |
4.2% |
3.08 |
2.7% |
25% |
False |
False |
23,766 |
| 10 |
117.60 |
110.47 |
7.13 |
6.3% |
2.77 |
2.4% |
50% |
False |
False |
18,925 |
| 20 |
117.60 |
98.55 |
19.05 |
16.7% |
2.69 |
2.4% |
81% |
False |
False |
16,048 |
| 40 |
117.60 |
97.33 |
20.27 |
17.8% |
3.00 |
2.6% |
82% |
False |
False |
13,101 |
| 60 |
117.60 |
86.15 |
31.45 |
27.6% |
2.64 |
2.3% |
89% |
False |
False |
10,005 |
| 80 |
117.60 |
84.33 |
33.27 |
29.2% |
2.41 |
2.1% |
89% |
False |
False |
8,331 |
| 100 |
117.60 |
84.33 |
33.27 |
29.2% |
2.14 |
1.9% |
89% |
False |
False |
6,983 |
| 120 |
117.60 |
84.33 |
33.27 |
29.2% |
1.96 |
1.7% |
89% |
False |
False |
5,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.49 |
|
2.618 |
125.88 |
|
1.618 |
122.44 |
|
1.000 |
120.31 |
|
0.618 |
119.00 |
|
HIGH |
116.87 |
|
0.618 |
115.56 |
|
0.500 |
115.15 |
|
0.382 |
114.74 |
|
LOW |
113.43 |
|
0.618 |
111.30 |
|
1.000 |
109.99 |
|
1.618 |
107.86 |
|
2.618 |
104.42 |
|
4.250 |
98.81 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.15 |
115.28 |
| PP |
114.78 |
114.86 |
| S1 |
114.40 |
114.45 |
|