NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.34 |
116.03 |
1.69 |
1.5% |
107.45 |
| High |
116.61 |
116.42 |
-0.19 |
-0.2% |
114.30 |
| Low |
113.73 |
114.48 |
0.75 |
0.7% |
107.40 |
| Close |
115.85 |
116.27 |
0.42 |
0.4% |
113.98 |
| Range |
2.88 |
1.94 |
-0.94 |
-32.6% |
6.90 |
| ATR |
2.67 |
2.61 |
-0.05 |
-1.9% |
0.00 |
| Volume |
7,620 |
13,742 |
6,122 |
80.3% |
38,161 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.54 |
120.85 |
117.34 |
|
| R3 |
119.60 |
118.91 |
116.80 |
|
| R2 |
117.66 |
117.66 |
116.63 |
|
| R1 |
116.97 |
116.97 |
116.45 |
117.32 |
| PP |
115.72 |
115.72 |
115.72 |
115.90 |
| S1 |
115.03 |
115.03 |
116.09 |
115.38 |
| S2 |
113.78 |
113.78 |
115.91 |
|
| S3 |
111.84 |
113.09 |
115.74 |
|
| S4 |
109.90 |
111.15 |
115.20 |
|
|
| 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 |
110.90 |
5.71 |
4.9% |
2.18 |
1.9% |
94% |
False |
False |
8,888 |
| 10 |
116.61 |
106.06 |
10.55 |
9.1% |
2.30 |
2.0% |
97% |
False |
False |
9,141 |
| 20 |
116.61 |
97.93 |
18.68 |
16.1% |
2.70 |
2.3% |
98% |
False |
False |
9,164 |
| 40 |
116.61 |
96.72 |
19.89 |
17.1% |
2.73 |
2.3% |
98% |
False |
False |
8,099 |
| 60 |
116.61 |
86.44 |
30.17 |
25.9% |
2.38 |
2.0% |
99% |
False |
False |
6,548 |
| 80 |
116.61 |
84.70 |
31.91 |
27.4% |
2.08 |
1.8% |
99% |
False |
False |
5,397 |
| 100 |
116.61 |
84.34 |
32.27 |
27.8% |
1.93 |
1.7% |
99% |
False |
False |
4,697 |
| 120 |
116.61 |
84.34 |
32.27 |
27.8% |
1.70 |
1.5% |
99% |
False |
False |
4,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.67 |
|
2.618 |
121.50 |
|
1.618 |
119.56 |
|
1.000 |
118.36 |
|
0.618 |
117.62 |
|
HIGH |
116.42 |
|
0.618 |
115.68 |
|
0.500 |
115.45 |
|
0.382 |
115.22 |
|
LOW |
114.48 |
|
0.618 |
113.28 |
|
1.000 |
112.54 |
|
1.618 |
111.34 |
|
2.618 |
109.40 |
|
4.250 |
106.24 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.00 |
115.78 |
| PP |
115.72 |
115.29 |
| S1 |
115.45 |
114.80 |
|