NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.61 |
114.06 |
1.45 |
1.3% |
107.45 |
| High |
114.30 |
114.67 |
0.37 |
0.3% |
114.30 |
| Low |
110.90 |
112.99 |
2.09 |
1.9% |
107.40 |
| Close |
113.98 |
114.35 |
0.37 |
0.3% |
113.98 |
| Range |
3.40 |
1.68 |
-1.72 |
-50.6% |
6.90 |
| ATR |
2.72 |
2.65 |
-0.07 |
-2.7% |
0.00 |
| Volume |
8,335 |
7,635 |
-700 |
-8.4% |
38,161 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.04 |
118.38 |
115.27 |
|
| R3 |
117.36 |
116.70 |
114.81 |
|
| R2 |
115.68 |
115.68 |
114.66 |
|
| R1 |
115.02 |
115.02 |
114.50 |
115.35 |
| PP |
114.00 |
114.00 |
114.00 |
114.17 |
| S1 |
113.34 |
113.34 |
114.20 |
113.67 |
| S2 |
112.32 |
112.32 |
114.04 |
|
| S3 |
110.64 |
111.66 |
113.89 |
|
| S4 |
108.96 |
109.98 |
113.43 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.59 |
130.19 |
117.78 |
|
| R3 |
125.69 |
123.29 |
115.88 |
|
| R2 |
118.79 |
118.79 |
115.25 |
|
| R1 |
116.39 |
116.39 |
114.61 |
117.59 |
| PP |
111.89 |
111.89 |
111.89 |
112.50 |
| S1 |
109.49 |
109.49 |
113.35 |
110.69 |
| S2 |
104.99 |
104.99 |
112.72 |
|
| S3 |
98.09 |
102.59 |
112.08 |
|
| S4 |
91.19 |
95.69 |
110.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.67 |
107.45 |
7.22 |
6.3% |
2.47 |
2.2% |
96% |
True |
False |
7,789 |
| 10 |
114.67 |
105.00 |
9.67 |
8.5% |
2.32 |
2.0% |
97% |
True |
False |
9,260 |
| 20 |
114.67 |
97.83 |
16.84 |
14.7% |
2.75 |
2.4% |
98% |
True |
False |
8,656 |
| 40 |
114.67 |
96.72 |
17.95 |
15.7% |
2.68 |
2.3% |
98% |
True |
False |
7,901 |
| 60 |
114.67 |
86.44 |
28.23 |
24.7% |
2.35 |
2.1% |
99% |
True |
False |
6,287 |
| 80 |
114.67 |
84.70 |
29.97 |
26.2% |
2.04 |
1.8% |
99% |
True |
False |
5,166 |
| 100 |
114.67 |
84.34 |
30.33 |
26.5% |
1.89 |
1.7% |
99% |
True |
False |
4,533 |
| 120 |
114.67 |
84.34 |
30.33 |
26.5% |
1.66 |
1.5% |
99% |
True |
False |
4,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.81 |
|
2.618 |
119.07 |
|
1.618 |
117.39 |
|
1.000 |
116.35 |
|
0.618 |
115.71 |
|
HIGH |
114.67 |
|
0.618 |
114.03 |
|
0.500 |
113.83 |
|
0.382 |
113.63 |
|
LOW |
112.99 |
|
0.618 |
111.95 |
|
1.000 |
111.31 |
|
1.618 |
110.27 |
|
2.618 |
108.59 |
|
4.250 |
105.85 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.18 |
113.83 |
| PP |
114.00 |
113.31 |
| S1 |
113.83 |
112.79 |
|