NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.45 |
112.55 |
-0.90 |
-0.8% |
114.06 |
| High |
114.53 |
112.55 |
-1.98 |
-1.7% |
116.70 |
| Low |
111.25 |
108.40 |
-2.85 |
-2.6% |
112.20 |
| Close |
111.32 |
110.50 |
-0.82 |
-0.7% |
115.77 |
| Range |
3.28 |
4.15 |
0.87 |
26.5% |
4.50 |
| ATR |
2.82 |
2.92 |
0.09 |
3.4% |
0.00 |
| Volume |
14,852 |
17,201 |
2,349 |
15.8% |
55,596 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.93 |
120.87 |
112.78 |
|
| R3 |
118.78 |
116.72 |
111.64 |
|
| R2 |
114.63 |
114.63 |
111.26 |
|
| R1 |
112.57 |
112.57 |
110.88 |
111.53 |
| PP |
110.48 |
110.48 |
110.48 |
109.96 |
| S1 |
108.42 |
108.42 |
110.12 |
107.38 |
| S2 |
106.33 |
106.33 |
109.74 |
|
| S3 |
102.18 |
104.27 |
109.36 |
|
| S4 |
98.03 |
100.12 |
108.22 |
|
|
| 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 |
108.40 |
8.60 |
7.8% |
3.33 |
3.0% |
24% |
False |
True |
15,759 |
| 10 |
117.00 |
108.40 |
8.60 |
7.8% |
3.04 |
2.7% |
24% |
False |
True |
12,743 |
| 20 |
117.00 |
101.77 |
15.23 |
13.8% |
2.67 |
2.4% |
57% |
False |
False |
10,941 |
| 40 |
117.00 |
96.72 |
20.28 |
18.4% |
2.89 |
2.6% |
68% |
False |
False |
9,585 |
| 60 |
117.00 |
86.68 |
30.32 |
27.4% |
2.57 |
2.3% |
79% |
False |
False |
7,861 |
| 80 |
117.00 |
84.70 |
32.30 |
29.2% |
2.26 |
2.0% |
80% |
False |
False |
6,378 |
| 100 |
117.00 |
84.70 |
32.30 |
29.2% |
2.00 |
1.8% |
80% |
False |
False |
5,519 |
| 120 |
117.00 |
84.34 |
32.66 |
29.6% |
1.84 |
1.7% |
80% |
False |
False |
4,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.19 |
|
2.618 |
123.41 |
|
1.618 |
119.26 |
|
1.000 |
116.70 |
|
0.618 |
115.11 |
|
HIGH |
112.55 |
|
0.618 |
110.96 |
|
0.500 |
110.48 |
|
0.382 |
109.99 |
|
LOW |
108.40 |
|
0.618 |
105.84 |
|
1.000 |
104.25 |
|
1.618 |
101.69 |
|
2.618 |
97.54 |
|
4.250 |
90.76 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.49 |
112.25 |
| PP |
110.48 |
111.67 |
| S1 |
110.48 |
111.08 |
|