NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.06 |
114.34 |
0.28 |
0.2% |
107.45 |
| High |
114.67 |
116.61 |
1.94 |
1.7% |
114.30 |
| Low |
112.99 |
113.73 |
0.74 |
0.7% |
107.40 |
| Close |
114.35 |
115.85 |
1.50 |
1.3% |
113.98 |
| Range |
1.68 |
2.88 |
1.20 |
71.4% |
6.90 |
| ATR |
2.65 |
2.67 |
0.02 |
0.6% |
0.00 |
| Volume |
7,635 |
7,620 |
-15 |
-0.2% |
38,161 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.04 |
122.82 |
117.43 |
|
| R3 |
121.16 |
119.94 |
116.64 |
|
| R2 |
118.28 |
118.28 |
116.38 |
|
| R1 |
117.06 |
117.06 |
116.11 |
117.67 |
| PP |
115.40 |
115.40 |
115.40 |
115.70 |
| S1 |
114.18 |
114.18 |
115.59 |
114.79 |
| S2 |
112.52 |
112.52 |
115.32 |
|
| S3 |
109.64 |
111.30 |
115.06 |
|
| S4 |
106.76 |
108.42 |
114.27 |
|
|
| 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 |
116.61 |
110.05 |
6.56 |
5.7% |
2.28 |
2.0% |
88% |
True |
False |
8,269 |
| 10 |
116.61 |
105.39 |
11.22 |
9.7% |
2.44 |
2.1% |
93% |
True |
False |
9,130 |
| 20 |
116.61 |
97.93 |
18.68 |
16.1% |
2.78 |
2.4% |
96% |
True |
False |
8,848 |
| 40 |
116.61 |
96.72 |
19.89 |
17.2% |
2.73 |
2.4% |
96% |
True |
False |
7,956 |
| 60 |
116.61 |
86.44 |
30.17 |
26.0% |
2.36 |
2.0% |
97% |
True |
False |
6,347 |
| 80 |
116.61 |
84.70 |
31.91 |
27.5% |
2.07 |
1.8% |
98% |
True |
False |
5,248 |
| 100 |
116.61 |
84.34 |
32.27 |
27.9% |
1.91 |
1.6% |
98% |
True |
False |
4,602 |
| 120 |
116.61 |
84.34 |
32.27 |
27.9% |
1.69 |
1.5% |
98% |
True |
False |
4,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.85 |
|
2.618 |
124.15 |
|
1.618 |
121.27 |
|
1.000 |
119.49 |
|
0.618 |
118.39 |
|
HIGH |
116.61 |
|
0.618 |
115.51 |
|
0.500 |
115.17 |
|
0.382 |
114.83 |
|
LOW |
113.73 |
|
0.618 |
111.95 |
|
1.000 |
110.85 |
|
1.618 |
109.07 |
|
2.618 |
106.19 |
|
4.250 |
101.49 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.62 |
115.15 |
| PP |
115.40 |
114.45 |
| S1 |
115.17 |
113.76 |
|