NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.45 |
107.45 |
0.00 |
0.0% |
104.50 |
| High |
109.10 |
111.25 |
2.15 |
2.0% |
108.87 |
| Low |
107.40 |
107.45 |
0.05 |
0.0% |
104.18 |
| Close |
109.06 |
111.07 |
2.01 |
1.8% |
107.96 |
| Range |
1.70 |
3.80 |
2.10 |
123.5% |
4.69 |
| ATR |
2.75 |
2.83 |
0.07 |
2.7% |
0.00 |
| Volume |
6,849 |
5,220 |
-1,629 |
-23.8% |
51,949 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.32 |
120.00 |
113.16 |
|
| R3 |
117.52 |
116.20 |
112.12 |
|
| R2 |
113.72 |
113.72 |
111.77 |
|
| R1 |
112.40 |
112.40 |
111.42 |
113.06 |
| PP |
109.92 |
109.92 |
109.92 |
110.26 |
| S1 |
108.60 |
108.60 |
110.72 |
109.26 |
| S2 |
106.12 |
106.12 |
110.37 |
|
| S3 |
102.32 |
104.80 |
110.03 |
|
| S4 |
98.52 |
101.00 |
108.98 |
|
|
| 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 |
111.25 |
105.39 |
5.86 |
5.3% |
2.60 |
2.3% |
97% |
True |
False |
9,991 |
| 10 |
111.25 |
98.00 |
13.25 |
11.9% |
2.66 |
2.4% |
99% |
True |
False |
9,117 |
| 20 |
111.25 |
96.72 |
14.53 |
13.1% |
3.08 |
2.8% |
99% |
True |
False |
8,657 |
| 40 |
111.25 |
94.46 |
16.79 |
15.1% |
2.68 |
2.4% |
99% |
True |
False |
7,428 |
| 60 |
111.25 |
84.70 |
26.55 |
23.9% |
2.30 |
2.1% |
99% |
True |
False |
5,913 |
| 80 |
111.25 |
84.70 |
26.55 |
23.9% |
1.97 |
1.8% |
99% |
True |
False |
4,881 |
| 100 |
111.25 |
84.34 |
26.91 |
24.2% |
1.82 |
1.6% |
99% |
True |
False |
4,216 |
| 120 |
111.25 |
81.51 |
29.74 |
26.8% |
1.60 |
1.4% |
99% |
True |
False |
3,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.40 |
|
2.618 |
121.20 |
|
1.618 |
117.40 |
|
1.000 |
115.05 |
|
0.618 |
113.60 |
|
HIGH |
111.25 |
|
0.618 |
109.80 |
|
0.500 |
109.35 |
|
0.382 |
108.90 |
|
LOW |
107.45 |
|
0.618 |
105.10 |
|
1.000 |
103.65 |
|
1.618 |
101.30 |
|
2.618 |
97.50 |
|
4.250 |
91.30 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.50 |
110.38 |
| PP |
109.92 |
109.69 |
| S1 |
109.35 |
109.00 |
|