NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.71 |
107.13 |
-0.58 |
-0.5% |
104.50 |
| High |
108.87 |
108.10 |
-0.77 |
-0.7% |
108.87 |
| Low |
106.06 |
106.75 |
0.69 |
0.7% |
104.18 |
| Close |
107.61 |
107.96 |
0.35 |
0.3% |
107.96 |
| Range |
2.81 |
1.35 |
-1.46 |
-52.0% |
4.69 |
| ATR |
2.95 |
2.83 |
-0.11 |
-3.9% |
0.00 |
| Volume |
12,862 |
11,397 |
-1,465 |
-11.4% |
51,949 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.65 |
111.16 |
108.70 |
|
| R3 |
110.30 |
109.81 |
108.33 |
|
| R2 |
108.95 |
108.95 |
108.21 |
|
| R1 |
108.46 |
108.46 |
108.08 |
108.71 |
| PP |
107.60 |
107.60 |
107.60 |
107.73 |
| S1 |
107.11 |
107.11 |
107.84 |
107.36 |
| S2 |
106.25 |
106.25 |
107.71 |
|
| S3 |
104.90 |
105.76 |
107.59 |
|
| S4 |
103.55 |
104.41 |
107.22 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.07 |
119.21 |
110.54 |
|
| R3 |
116.38 |
114.52 |
109.25 |
|
| R2 |
111.69 |
111.69 |
108.82 |
|
| R1 |
109.83 |
109.83 |
108.39 |
110.76 |
| PP |
107.00 |
107.00 |
107.00 |
107.47 |
| S1 |
105.14 |
105.14 |
107.53 |
106.07 |
| S2 |
102.31 |
102.31 |
107.10 |
|
| S3 |
97.62 |
100.45 |
106.67 |
|
| S4 |
92.93 |
95.76 |
105.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.87 |
104.18 |
4.69 |
4.3% |
2.36 |
2.2% |
81% |
False |
False |
10,389 |
| 10 |
108.87 |
97.93 |
10.94 |
10.1% |
3.11 |
2.9% |
92% |
False |
False |
9,646 |
| 20 |
108.87 |
96.72 |
12.15 |
11.3% |
3.20 |
3.0% |
93% |
False |
False |
8,688 |
| 40 |
108.87 |
93.67 |
15.20 |
14.1% |
2.61 |
2.4% |
94% |
False |
False |
7,386 |
| 60 |
108.87 |
84.70 |
24.17 |
22.4% |
2.26 |
2.1% |
96% |
False |
False |
5,745 |
| 80 |
108.87 |
84.70 |
24.17 |
22.4% |
1.93 |
1.8% |
96% |
False |
False |
4,751 |
| 100 |
108.87 |
84.34 |
24.53 |
22.7% |
1.77 |
1.6% |
96% |
False |
False |
4,118 |
| 120 |
108.87 |
79.86 |
29.01 |
26.9% |
1.56 |
1.4% |
97% |
False |
False |
3,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.84 |
|
2.618 |
111.63 |
|
1.618 |
110.28 |
|
1.000 |
109.45 |
|
0.618 |
108.93 |
|
HIGH |
108.10 |
|
0.618 |
107.58 |
|
0.500 |
107.43 |
|
0.382 |
107.27 |
|
LOW |
106.75 |
|
0.618 |
105.92 |
|
1.000 |
105.40 |
|
1.618 |
104.57 |
|
2.618 |
103.22 |
|
4.250 |
101.01 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.78 |
107.68 |
| PP |
107.60 |
107.41 |
| S1 |
107.43 |
107.13 |
|