NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.88 |
113.26 |
-2.62 |
-2.3% |
114.06 |
| High |
116.05 |
116.70 |
0.65 |
0.6% |
116.70 |
| Low |
112.20 |
112.34 |
0.14 |
0.1% |
112.20 |
| Close |
113.81 |
115.77 |
1.96 |
1.7% |
115.77 |
| Range |
3.85 |
4.36 |
0.51 |
13.2% |
4.50 |
| ATR |
2.72 |
2.84 |
0.12 |
4.3% |
0.00 |
| Volume |
11,308 |
15,291 |
3,983 |
35.2% |
55,596 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.02 |
126.25 |
118.17 |
|
| R3 |
123.66 |
121.89 |
116.97 |
|
| R2 |
119.30 |
119.30 |
116.57 |
|
| R1 |
117.53 |
117.53 |
116.17 |
118.42 |
| PP |
114.94 |
114.94 |
114.94 |
115.38 |
| S1 |
113.17 |
113.17 |
115.37 |
114.06 |
| S2 |
110.58 |
110.58 |
114.97 |
|
| S3 |
106.22 |
108.81 |
114.57 |
|
| S4 |
101.86 |
104.45 |
113.37 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.39 |
126.58 |
118.25 |
|
| R3 |
123.89 |
122.08 |
117.01 |
|
| R2 |
119.39 |
119.39 |
116.60 |
|
| R1 |
117.58 |
117.58 |
116.18 |
118.49 |
| PP |
114.89 |
114.89 |
114.89 |
115.34 |
| S1 |
113.08 |
113.08 |
115.36 |
113.99 |
| S2 |
110.39 |
110.39 |
114.95 |
|
| S3 |
105.89 |
108.58 |
114.53 |
|
| S4 |
101.39 |
104.08 |
113.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.70 |
112.20 |
4.50 |
3.9% |
2.94 |
2.5% |
79% |
True |
False |
11,119 |
| 10 |
116.70 |
107.40 |
9.30 |
8.0% |
2.71 |
2.3% |
90% |
True |
False |
9,375 |
| 20 |
116.70 |
97.93 |
18.77 |
16.2% |
2.91 |
2.5% |
95% |
True |
False |
9,511 |
| 40 |
116.70 |
96.72 |
19.98 |
17.3% |
2.81 |
2.4% |
95% |
True |
False |
8,476 |
| 60 |
116.70 |
86.44 |
30.26 |
26.1% |
2.47 |
2.1% |
97% |
True |
False |
6,916 |
| 80 |
116.70 |
84.70 |
32.00 |
27.6% |
2.15 |
1.9% |
97% |
True |
False |
5,690 |
| 100 |
116.70 |
84.34 |
32.36 |
28.0% |
1.98 |
1.7% |
97% |
True |
False |
4,955 |
| 120 |
116.70 |
84.34 |
32.36 |
28.0% |
1.77 |
1.5% |
97% |
True |
False |
4,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.23 |
|
2.618 |
128.11 |
|
1.618 |
123.75 |
|
1.000 |
121.06 |
|
0.618 |
119.39 |
|
HIGH |
116.70 |
|
0.618 |
115.03 |
|
0.500 |
114.52 |
|
0.382 |
114.01 |
|
LOW |
112.34 |
|
0.618 |
109.65 |
|
1.000 |
107.98 |
|
1.618 |
105.29 |
|
2.618 |
100.93 |
|
4.250 |
93.81 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.35 |
115.33 |
| PP |
114.94 |
114.89 |
| S1 |
114.52 |
114.45 |
|