NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.45 |
110.85 |
3.40 |
3.2% |
104.50 |
| High |
111.25 |
112.49 |
1.24 |
1.1% |
108.87 |
| Low |
107.45 |
110.05 |
2.60 |
2.4% |
104.18 |
| Close |
111.07 |
112.43 |
1.36 |
1.2% |
107.96 |
| Range |
3.80 |
2.44 |
-1.36 |
-35.8% |
4.69 |
| ATR |
2.83 |
2.80 |
-0.03 |
-1.0% |
0.00 |
| Volume |
5,220 |
10,649 |
5,429 |
104.0% |
51,949 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.98 |
118.14 |
113.77 |
|
| R3 |
116.54 |
115.70 |
113.10 |
|
| R2 |
114.10 |
114.10 |
112.88 |
|
| R1 |
113.26 |
113.26 |
112.65 |
113.68 |
| PP |
111.66 |
111.66 |
111.66 |
111.87 |
| S1 |
110.82 |
110.82 |
112.21 |
111.24 |
| S2 |
109.22 |
109.22 |
111.98 |
|
| S3 |
106.78 |
108.38 |
111.76 |
|
| S4 |
104.34 |
105.94 |
111.09 |
|
|
| 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 |
112.49 |
106.06 |
6.43 |
5.7% |
2.42 |
2.2% |
99% |
True |
False |
9,395 |
| 10 |
112.49 |
101.00 |
11.49 |
10.2% |
2.42 |
2.1% |
99% |
True |
False |
9,407 |
| 20 |
112.49 |
96.72 |
15.77 |
14.0% |
2.95 |
2.6% |
100% |
True |
False |
8,759 |
| 40 |
112.49 |
95.83 |
16.66 |
14.8% |
2.65 |
2.4% |
100% |
True |
False |
7,611 |
| 60 |
112.49 |
85.11 |
27.38 |
24.4% |
2.30 |
2.0% |
100% |
True |
False |
6,041 |
| 80 |
112.49 |
84.70 |
27.79 |
24.7% |
1.98 |
1.8% |
100% |
True |
False |
5,004 |
| 100 |
112.49 |
84.34 |
28.15 |
25.0% |
1.83 |
1.6% |
100% |
True |
False |
4,319 |
| 120 |
112.49 |
83.49 |
29.00 |
25.8% |
1.62 |
1.4% |
100% |
True |
False |
3,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.86 |
|
2.618 |
118.88 |
|
1.618 |
116.44 |
|
1.000 |
114.93 |
|
0.618 |
114.00 |
|
HIGH |
112.49 |
|
0.618 |
111.56 |
|
0.500 |
111.27 |
|
0.382 |
110.98 |
|
LOW |
110.05 |
|
0.618 |
108.54 |
|
1.000 |
107.61 |
|
1.618 |
106.10 |
|
2.618 |
103.66 |
|
4.250 |
99.68 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.04 |
111.60 |
| PP |
111.66 |
110.77 |
| S1 |
111.27 |
109.95 |
|