NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.10 |
113.45 |
-2.65 |
-2.3% |
114.06 |
| High |
116.10 |
114.53 |
-1.57 |
-1.4% |
116.70 |
| Low |
112.91 |
111.25 |
-1.66 |
-1.5% |
112.20 |
| Close |
113.37 |
111.32 |
-2.05 |
-1.8% |
115.77 |
| Range |
3.19 |
3.28 |
0.09 |
2.8% |
4.50 |
| ATR |
2.79 |
2.82 |
0.04 |
1.3% |
0.00 |
| Volume |
10,794 |
14,852 |
4,058 |
37.6% |
55,596 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.21 |
120.04 |
113.12 |
|
| R3 |
118.93 |
116.76 |
112.22 |
|
| R2 |
115.65 |
115.65 |
111.92 |
|
| R1 |
113.48 |
113.48 |
111.62 |
112.93 |
| PP |
112.37 |
112.37 |
112.37 |
112.09 |
| S1 |
110.20 |
110.20 |
111.02 |
109.65 |
| S2 |
109.09 |
109.09 |
110.72 |
|
| S3 |
105.81 |
106.92 |
110.42 |
|
| S4 |
102.53 |
103.64 |
109.52 |
|
|
| 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 |
117.00 |
111.25 |
5.75 |
5.2% |
3.27 |
2.9% |
1% |
False |
True |
14,581 |
| 10 |
117.00 |
110.90 |
6.10 |
5.5% |
2.72 |
2.4% |
7% |
False |
False |
11,734 |
| 20 |
117.00 |
101.00 |
16.00 |
14.4% |
2.57 |
2.3% |
65% |
False |
False |
10,570 |
| 40 |
117.00 |
96.72 |
20.28 |
18.2% |
2.87 |
2.6% |
72% |
False |
False |
9,295 |
| 60 |
117.00 |
86.44 |
30.56 |
27.5% |
2.52 |
2.3% |
81% |
False |
False |
7,620 |
| 80 |
117.00 |
84.70 |
32.30 |
29.0% |
2.22 |
2.0% |
82% |
False |
False |
6,179 |
| 100 |
117.00 |
84.70 |
32.30 |
29.0% |
1.96 |
1.8% |
82% |
False |
False |
5,367 |
| 120 |
117.00 |
84.34 |
32.66 |
29.3% |
1.81 |
1.6% |
83% |
False |
False |
4,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.47 |
|
2.618 |
123.12 |
|
1.618 |
119.84 |
|
1.000 |
117.81 |
|
0.618 |
116.56 |
|
HIGH |
114.53 |
|
0.618 |
113.28 |
|
0.500 |
112.89 |
|
0.382 |
112.50 |
|
LOW |
111.25 |
|
0.618 |
109.22 |
|
1.000 |
107.97 |
|
1.618 |
105.94 |
|
2.618 |
102.66 |
|
4.250 |
97.31 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.89 |
114.13 |
| PP |
112.37 |
113.19 |
| S1 |
111.84 |
112.26 |
|