NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114.05 |
113.23 |
-0.82 |
-0.7% |
114.75 |
| High |
115.15 |
113.67 |
-1.48 |
-1.3% |
117.46 |
| Low |
111.82 |
108.95 |
-2.87 |
-2.6% |
112.81 |
| Close |
111.97 |
111.08 |
-0.89 |
-0.8% |
116.57 |
| Range |
3.33 |
4.72 |
1.39 |
41.7% |
4.65 |
| ATR |
2.87 |
3.01 |
0.13 |
4.6% |
0.00 |
| Volume |
24,850 |
23,495 |
-1,355 |
-5.5% |
98,441 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.39 |
122.96 |
113.68 |
|
| R3 |
120.67 |
118.24 |
112.38 |
|
| R2 |
115.95 |
115.95 |
111.95 |
|
| R1 |
113.52 |
113.52 |
111.51 |
112.38 |
| PP |
111.23 |
111.23 |
111.23 |
110.66 |
| S1 |
108.80 |
108.80 |
110.65 |
107.66 |
| S2 |
106.51 |
106.51 |
110.21 |
|
| S3 |
101.79 |
104.08 |
109.78 |
|
| S4 |
97.07 |
99.36 |
108.48 |
|
|
| 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 |
108.95 |
8.65 |
7.8% |
3.49 |
3.1% |
25% |
False |
True |
24,995 |
| 10 |
117.60 |
108.95 |
8.65 |
7.8% |
3.18 |
2.9% |
25% |
False |
True |
20,777 |
| 20 |
117.60 |
102.24 |
15.36 |
13.8% |
2.74 |
2.5% |
58% |
False |
False |
17,142 |
| 40 |
117.60 |
97.33 |
20.27 |
18.2% |
3.00 |
2.7% |
68% |
False |
False |
13,984 |
| 60 |
117.60 |
86.15 |
31.45 |
28.3% |
2.71 |
2.4% |
79% |
False |
False |
10,766 |
| 80 |
117.60 |
84.33 |
33.27 |
30.0% |
2.47 |
2.2% |
80% |
False |
False |
8,900 |
| 100 |
117.60 |
84.33 |
33.27 |
30.0% |
2.20 |
2.0% |
80% |
False |
False |
7,435 |
| 120 |
117.60 |
84.33 |
33.27 |
30.0% |
2.02 |
1.8% |
80% |
False |
False |
6,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.73 |
|
2.618 |
126.03 |
|
1.618 |
121.31 |
|
1.000 |
118.39 |
|
0.618 |
116.59 |
|
HIGH |
113.67 |
|
0.618 |
111.87 |
|
0.500 |
111.31 |
|
0.382 |
110.75 |
|
LOW |
108.95 |
|
0.618 |
106.03 |
|
1.000 |
104.23 |
|
1.618 |
101.31 |
|
2.618 |
96.59 |
|
4.250 |
88.89 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.31 |
112.91 |
| PP |
111.23 |
112.30 |
| S1 |
111.16 |
111.69 |
|