NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.13 |
107.45 |
0.32 |
0.3% |
104.50 |
| High |
108.10 |
109.10 |
1.00 |
0.9% |
108.87 |
| Low |
106.75 |
107.40 |
0.65 |
0.6% |
104.18 |
| Close |
107.96 |
109.06 |
1.10 |
1.0% |
107.96 |
| Range |
1.35 |
1.70 |
0.35 |
25.9% |
4.69 |
| ATR |
2.83 |
2.75 |
-0.08 |
-2.9% |
0.00 |
| Volume |
11,397 |
6,849 |
-4,548 |
-39.9% |
51,949 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.62 |
113.04 |
110.00 |
|
| R3 |
111.92 |
111.34 |
109.53 |
|
| R2 |
110.22 |
110.22 |
109.37 |
|
| R1 |
109.64 |
109.64 |
109.22 |
109.93 |
| PP |
108.52 |
108.52 |
108.52 |
108.67 |
| S1 |
107.94 |
107.94 |
108.90 |
108.23 |
| S2 |
106.82 |
106.82 |
108.75 |
|
| S3 |
105.12 |
106.24 |
108.59 |
|
| S4 |
103.42 |
104.54 |
108.13 |
|
|
| 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 |
109.10 |
105.00 |
4.10 |
3.8% |
2.17 |
2.0% |
99% |
True |
False |
10,730 |
| 10 |
109.10 |
97.93 |
11.17 |
10.2% |
2.72 |
2.5% |
100% |
True |
False |
9,620 |
| 20 |
109.10 |
96.72 |
12.38 |
11.4% |
3.21 |
2.9% |
100% |
True |
False |
8,656 |
| 40 |
109.10 |
93.69 |
15.41 |
14.1% |
2.61 |
2.4% |
100% |
True |
False |
7,428 |
| 60 |
109.10 |
84.70 |
24.40 |
22.4% |
2.26 |
2.1% |
100% |
True |
False |
5,845 |
| 80 |
109.10 |
84.70 |
24.40 |
22.4% |
1.92 |
1.8% |
100% |
True |
False |
4,828 |
| 100 |
109.10 |
84.34 |
24.76 |
22.7% |
1.78 |
1.6% |
100% |
True |
False |
4,174 |
| 120 |
109.10 |
79.86 |
29.24 |
26.8% |
1.57 |
1.4% |
100% |
True |
False |
3,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.33 |
|
2.618 |
113.55 |
|
1.618 |
111.85 |
|
1.000 |
110.80 |
|
0.618 |
110.15 |
|
HIGH |
109.10 |
|
0.618 |
108.45 |
|
0.500 |
108.25 |
|
0.382 |
108.05 |
|
LOW |
107.40 |
|
0.618 |
106.35 |
|
1.000 |
105.70 |
|
1.618 |
104.65 |
|
2.618 |
102.95 |
|
4.250 |
100.18 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.79 |
108.57 |
| PP |
108.52 |
108.07 |
| S1 |
108.25 |
107.58 |
|