NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.85 |
112.34 |
1.49 |
1.3% |
104.50 |
| High |
112.49 |
112.93 |
0.44 |
0.4% |
108.87 |
| Low |
110.05 |
111.92 |
1.87 |
1.7% |
104.18 |
| Close |
112.43 |
112.50 |
0.07 |
0.1% |
107.96 |
| Range |
2.44 |
1.01 |
-1.43 |
-58.6% |
4.69 |
| ATR |
2.80 |
2.67 |
-0.13 |
-4.6% |
0.00 |
| Volume |
10,649 |
7,108 |
-3,541 |
-33.3% |
51,949 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.48 |
115.00 |
113.06 |
|
| R3 |
114.47 |
113.99 |
112.78 |
|
| R2 |
113.46 |
113.46 |
112.69 |
|
| R1 |
112.98 |
112.98 |
112.59 |
113.22 |
| PP |
112.45 |
112.45 |
112.45 |
112.57 |
| S1 |
111.97 |
111.97 |
112.41 |
112.21 |
| S2 |
111.44 |
111.44 |
112.31 |
|
| S3 |
110.43 |
110.96 |
112.22 |
|
| S4 |
109.42 |
109.95 |
111.94 |
|
|
| 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 |
112.93 |
106.75 |
6.18 |
5.5% |
2.06 |
1.8% |
93% |
True |
False |
8,244 |
| 10 |
112.93 |
101.77 |
11.16 |
9.9% |
2.31 |
2.1% |
96% |
True |
False |
9,138 |
| 20 |
112.93 |
96.72 |
16.21 |
14.4% |
2.76 |
2.5% |
97% |
True |
False |
8,754 |
| 40 |
112.93 |
95.83 |
17.10 |
15.2% |
2.63 |
2.3% |
97% |
True |
False |
7,692 |
| 60 |
112.93 |
85.68 |
27.25 |
24.2% |
2.31 |
2.1% |
98% |
True |
False |
6,120 |
| 80 |
112.93 |
84.70 |
28.23 |
25.1% |
2.00 |
1.8% |
98% |
True |
False |
4,987 |
| 100 |
112.93 |
84.34 |
28.59 |
25.4% |
1.84 |
1.6% |
98% |
True |
False |
4,387 |
| 120 |
112.93 |
84.34 |
28.59 |
25.4% |
1.63 |
1.5% |
98% |
True |
False |
3,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.22 |
|
2.618 |
115.57 |
|
1.618 |
114.56 |
|
1.000 |
113.94 |
|
0.618 |
113.55 |
|
HIGH |
112.93 |
|
0.618 |
112.54 |
|
0.500 |
112.43 |
|
0.382 |
112.31 |
|
LOW |
111.92 |
|
0.618 |
111.30 |
|
1.000 |
110.91 |
|
1.618 |
110.29 |
|
2.618 |
109.28 |
|
4.250 |
107.63 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.48 |
111.73 |
| PP |
112.45 |
110.96 |
| S1 |
112.43 |
110.19 |
|