NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.03 |
115.88 |
-0.15 |
-0.1% |
107.45 |
| High |
116.42 |
116.05 |
-0.37 |
-0.3% |
114.30 |
| Low |
114.48 |
112.20 |
-2.28 |
-2.0% |
107.40 |
| Close |
116.27 |
113.81 |
-2.46 |
-2.1% |
113.98 |
| Range |
1.94 |
3.85 |
1.91 |
98.5% |
6.90 |
| ATR |
2.61 |
2.72 |
0.10 |
4.0% |
0.00 |
| Volume |
13,742 |
11,308 |
-2,434 |
-17.7% |
38,161 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.57 |
123.54 |
115.93 |
|
| R3 |
121.72 |
119.69 |
114.87 |
|
| R2 |
117.87 |
117.87 |
114.52 |
|
| R1 |
115.84 |
115.84 |
114.16 |
114.93 |
| PP |
114.02 |
114.02 |
114.02 |
113.57 |
| S1 |
111.99 |
111.99 |
113.46 |
111.08 |
| S2 |
110.17 |
110.17 |
113.10 |
|
| S3 |
106.32 |
108.14 |
112.75 |
|
| S4 |
102.47 |
104.29 |
111.69 |
|
|
| 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 |
5.0% |
2.75 |
2.4% |
51% |
False |
False |
9,728 |
| 10 |
116.61 |
106.75 |
9.86 |
8.7% |
2.41 |
2.1% |
72% |
False |
False |
8,986 |
| 20 |
116.61 |
97.93 |
18.68 |
16.4% |
2.80 |
2.5% |
85% |
False |
False |
9,210 |
| 40 |
116.61 |
96.72 |
19.89 |
17.5% |
2.77 |
2.4% |
86% |
False |
False |
8,213 |
| 60 |
116.61 |
86.44 |
30.17 |
26.5% |
2.43 |
2.1% |
91% |
False |
False |
6,709 |
| 80 |
116.61 |
84.70 |
31.91 |
28.0% |
2.12 |
1.9% |
91% |
False |
False |
5,508 |
| 100 |
116.61 |
84.34 |
32.27 |
28.4% |
1.96 |
1.7% |
91% |
False |
False |
4,806 |
| 120 |
116.61 |
84.34 |
32.27 |
28.4% |
1.73 |
1.5% |
91% |
False |
False |
4,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.41 |
|
2.618 |
126.13 |
|
1.618 |
122.28 |
|
1.000 |
119.90 |
|
0.618 |
118.43 |
|
HIGH |
116.05 |
|
0.618 |
114.58 |
|
0.500 |
114.13 |
|
0.382 |
113.67 |
|
LOW |
112.20 |
|
0.618 |
109.82 |
|
1.000 |
108.35 |
|
1.618 |
105.97 |
|
2.618 |
102.12 |
|
4.250 |
95.84 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.13 |
114.41 |
| PP |
114.02 |
114.21 |
| S1 |
113.92 |
114.01 |
|