NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.16 |
107.24 |
0.08 |
0.1% |
104.51 |
| High |
107.50 |
108.57 |
1.07 |
1.0% |
108.04 |
| Low |
106.72 |
107.01 |
0.29 |
0.3% |
104.51 |
| Close |
107.39 |
108.46 |
1.07 |
1.0% |
107.39 |
| Range |
0.78 |
1.56 |
0.78 |
100.0% |
3.53 |
| ATR |
2.31 |
2.25 |
-0.05 |
-2.3% |
0.00 |
| Volume |
5,395 |
2,001 |
-3,394 |
-62.9% |
31,375 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.69 |
112.14 |
109.32 |
|
| R3 |
111.13 |
110.58 |
108.89 |
|
| R2 |
109.57 |
109.57 |
108.75 |
|
| R1 |
109.02 |
109.02 |
108.60 |
109.30 |
| PP |
108.01 |
108.01 |
108.01 |
108.15 |
| S1 |
107.46 |
107.46 |
108.32 |
107.74 |
| S2 |
106.45 |
106.45 |
108.17 |
|
| S3 |
104.89 |
105.90 |
108.03 |
|
| S4 |
103.33 |
104.34 |
107.60 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.24 |
115.84 |
109.33 |
|
| R3 |
113.71 |
112.31 |
108.36 |
|
| R2 |
110.18 |
110.18 |
108.04 |
|
| R1 |
108.78 |
108.78 |
107.71 |
109.48 |
| PP |
106.65 |
106.65 |
106.65 |
107.00 |
| S1 |
105.25 |
105.25 |
107.07 |
105.95 |
| S2 |
103.12 |
103.12 |
106.74 |
|
| S3 |
99.59 |
101.72 |
106.42 |
|
| S4 |
96.06 |
98.19 |
105.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.57 |
104.51 |
4.06 |
3.7% |
1.61 |
1.5% |
97% |
True |
False |
6,130 |
| 10 |
108.57 |
97.48 |
11.09 |
10.2% |
1.88 |
1.7% |
99% |
True |
False |
5,619 |
| 20 |
108.57 |
96.67 |
11.90 |
11.0% |
2.32 |
2.1% |
99% |
True |
False |
4,777 |
| 40 |
108.57 |
93.39 |
15.18 |
14.0% |
1.89 |
1.7% |
99% |
True |
False |
3,527 |
| 60 |
108.57 |
84.60 |
23.97 |
22.1% |
1.64 |
1.5% |
100% |
True |
False |
2,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.20 |
|
2.618 |
112.65 |
|
1.618 |
111.09 |
|
1.000 |
110.13 |
|
0.618 |
109.53 |
|
HIGH |
108.57 |
|
0.618 |
107.97 |
|
0.500 |
107.79 |
|
0.382 |
107.61 |
|
LOW |
107.01 |
|
0.618 |
106.05 |
|
1.000 |
105.45 |
|
1.618 |
104.49 |
|
2.618 |
102.93 |
|
4.250 |
100.38 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.24 |
108.09 |
| PP |
108.01 |
107.72 |
| S1 |
107.79 |
107.35 |
|