NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.55 |
113.79 |
0.24 |
0.2% |
107.24 |
| High |
114.11 |
115.98 |
1.87 |
1.6% |
113.35 |
| Low |
112.50 |
113.20 |
0.70 |
0.6% |
107.01 |
| Close |
113.79 |
115.28 |
1.49 |
1.3% |
113.39 |
| Range |
1.61 |
2.78 |
1.17 |
72.7% |
6.34 |
| ATR |
2.22 |
2.26 |
0.04 |
1.8% |
0.00 |
| Volume |
3,010 |
2,837 |
-173 |
-5.7% |
16,941 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.16 |
122.00 |
116.81 |
|
| R3 |
120.38 |
119.22 |
116.04 |
|
| R2 |
117.60 |
117.60 |
115.79 |
|
| R1 |
116.44 |
116.44 |
115.53 |
117.02 |
| PP |
114.82 |
114.82 |
114.82 |
115.11 |
| S1 |
113.66 |
113.66 |
115.03 |
114.24 |
| S2 |
112.04 |
112.04 |
114.77 |
|
| S3 |
109.26 |
110.88 |
114.52 |
|
| S4 |
106.48 |
108.10 |
113.75 |
|
|
| 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 |
115.98 |
109.51 |
6.47 |
5.6% |
2.07 |
1.8% |
89% |
True |
False |
3,568 |
| 10 |
115.98 |
105.17 |
10.81 |
9.4% |
2.03 |
1.8% |
94% |
True |
False |
4,584 |
| 20 |
115.98 |
97.48 |
18.50 |
16.0% |
2.21 |
1.9% |
96% |
True |
False |
4,609 |
| 40 |
115.98 |
96.67 |
19.31 |
16.8% |
2.06 |
1.8% |
96% |
True |
False |
3,851 |
| 60 |
115.98 |
86.34 |
29.64 |
25.7% |
1.79 |
1.6% |
98% |
True |
False |
2,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.80 |
|
2.618 |
123.26 |
|
1.618 |
120.48 |
|
1.000 |
118.76 |
|
0.618 |
117.70 |
|
HIGH |
115.98 |
|
0.618 |
114.92 |
|
0.500 |
114.59 |
|
0.382 |
114.26 |
|
LOW |
113.20 |
|
0.618 |
111.48 |
|
1.000 |
110.42 |
|
1.618 |
108.70 |
|
2.618 |
105.92 |
|
4.250 |
101.39 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.05 |
114.56 |
| PP |
114.82 |
113.83 |
| S1 |
114.59 |
113.11 |
|