NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.70 |
112.07 |
0.37 |
0.3% |
107.24 |
| High |
112.24 |
113.35 |
1.11 |
1.0% |
113.35 |
| Low |
111.44 |
110.24 |
-1.20 |
-1.1% |
107.01 |
| Close |
111.93 |
113.39 |
1.46 |
1.3% |
113.39 |
| Range |
0.80 |
3.11 |
2.31 |
288.8% |
6.34 |
| ATR |
2.20 |
2.26 |
0.07 |
3.0% |
0.00 |
| Volume |
4,916 |
3,395 |
-1,521 |
-30.9% |
16,941 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.66 |
120.63 |
115.10 |
|
| R3 |
118.55 |
117.52 |
114.25 |
|
| R2 |
115.44 |
115.44 |
113.96 |
|
| R1 |
114.41 |
114.41 |
113.68 |
114.93 |
| PP |
112.33 |
112.33 |
112.33 |
112.58 |
| S1 |
111.30 |
111.30 |
113.10 |
111.82 |
| S2 |
109.22 |
109.22 |
112.82 |
|
| S3 |
106.11 |
108.19 |
112.53 |
|
| S4 |
103.00 |
105.08 |
111.68 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.27 |
128.17 |
116.88 |
|
| R3 |
123.93 |
121.83 |
115.13 |
|
| R2 |
117.59 |
117.59 |
114.55 |
|
| R1 |
115.49 |
115.49 |
113.97 |
116.54 |
| PP |
111.25 |
111.25 |
111.25 |
111.78 |
| S1 |
109.15 |
109.15 |
112.81 |
110.20 |
| S2 |
104.91 |
104.91 |
112.23 |
|
| S3 |
98.57 |
102.81 |
111.65 |
|
| S4 |
92.23 |
96.47 |
109.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.35 |
107.01 |
6.34 |
5.6% |
2.15 |
1.9% |
101% |
True |
False |
3,388 |
| 10 |
113.35 |
104.51 |
8.84 |
7.8% |
1.88 |
1.7% |
100% |
True |
False |
4,831 |
| 20 |
113.35 |
97.48 |
15.87 |
14.0% |
2.13 |
1.9% |
100% |
True |
False |
4,636 |
| 40 |
113.35 |
95.61 |
17.74 |
15.6% |
2.00 |
1.8% |
100% |
True |
False |
3,752 |
| 60 |
113.35 |
86.34 |
27.01 |
23.8% |
1.74 |
1.5% |
100% |
True |
False |
2,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.57 |
|
2.618 |
121.49 |
|
1.618 |
118.38 |
|
1.000 |
116.46 |
|
0.618 |
115.27 |
|
HIGH |
113.35 |
|
0.618 |
112.16 |
|
0.500 |
111.80 |
|
0.382 |
111.43 |
|
LOW |
110.24 |
|
0.618 |
108.32 |
|
1.000 |
107.13 |
|
1.618 |
105.21 |
|
2.618 |
102.10 |
|
4.250 |
97.02 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.86 |
112.74 |
| PP |
112.33 |
112.08 |
| S1 |
111.80 |
111.43 |
|