NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.87 |
114.05 |
-2.82 |
-2.4% |
114.75 |
| High |
116.87 |
115.15 |
-1.72 |
-1.5% |
117.46 |
| Low |
113.43 |
111.82 |
-1.61 |
-1.4% |
112.81 |
| Close |
114.03 |
111.97 |
-2.06 |
-1.8% |
116.57 |
| Range |
3.44 |
3.33 |
-0.11 |
-3.2% |
4.65 |
| ATR |
2.84 |
2.87 |
0.04 |
1.2% |
0.00 |
| Volume |
18,439 |
24,850 |
6,411 |
34.8% |
98,441 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.97 |
120.80 |
113.80 |
|
| R3 |
119.64 |
117.47 |
112.89 |
|
| R2 |
116.31 |
116.31 |
112.58 |
|
| R1 |
114.14 |
114.14 |
112.28 |
113.56 |
| PP |
112.98 |
112.98 |
112.98 |
112.69 |
| S1 |
110.81 |
110.81 |
111.66 |
110.23 |
| S2 |
109.65 |
109.65 |
111.36 |
|
| S3 |
106.32 |
107.48 |
111.05 |
|
| S4 |
102.99 |
104.15 |
110.14 |
|
|
| 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 |
111.82 |
5.78 |
5.2% |
3.35 |
3.0% |
3% |
False |
True |
23,963 |
| 10 |
117.60 |
111.42 |
6.18 |
5.5% |
2.82 |
2.5% |
9% |
False |
False |
19,865 |
| 20 |
117.60 |
101.52 |
16.08 |
14.4% |
2.62 |
2.3% |
65% |
False |
False |
16,695 |
| 40 |
117.60 |
97.33 |
20.27 |
18.1% |
2.99 |
2.7% |
72% |
False |
False |
13,575 |
| 60 |
117.60 |
86.15 |
31.45 |
28.1% |
2.66 |
2.4% |
82% |
False |
False |
10,401 |
| 80 |
117.60 |
84.33 |
33.27 |
29.7% |
2.42 |
2.2% |
83% |
False |
False |
8,621 |
| 100 |
117.60 |
84.33 |
33.27 |
29.7% |
2.18 |
1.9% |
83% |
False |
False |
7,216 |
| 120 |
117.60 |
84.33 |
33.27 |
29.7% |
1.99 |
1.8% |
83% |
False |
False |
6,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.30 |
|
2.618 |
123.87 |
|
1.618 |
120.54 |
|
1.000 |
118.48 |
|
0.618 |
117.21 |
|
HIGH |
115.15 |
|
0.618 |
113.88 |
|
0.500 |
113.49 |
|
0.382 |
113.09 |
|
LOW |
111.82 |
|
0.618 |
109.76 |
|
1.000 |
108.49 |
|
1.618 |
106.43 |
|
2.618 |
103.10 |
|
4.250 |
97.67 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.49 |
114.71 |
| PP |
112.98 |
113.80 |
| S1 |
112.48 |
112.88 |
|