NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.79 |
115.38 |
1.59 |
1.4% |
107.24 |
| High |
115.98 |
115.86 |
-0.12 |
-0.1% |
113.35 |
| Low |
113.20 |
114.25 |
1.05 |
0.9% |
107.01 |
| Close |
115.28 |
115.75 |
0.47 |
0.4% |
113.39 |
| Range |
2.78 |
1.61 |
-1.17 |
-42.1% |
6.34 |
| ATR |
2.26 |
2.21 |
-0.05 |
-2.0% |
0.00 |
| Volume |
2,837 |
5,496 |
2,659 |
93.7% |
16,941 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.12 |
119.54 |
116.64 |
|
| R3 |
118.51 |
117.93 |
116.19 |
|
| R2 |
116.90 |
116.90 |
116.05 |
|
| R1 |
116.32 |
116.32 |
115.90 |
116.61 |
| PP |
115.29 |
115.29 |
115.29 |
115.43 |
| S1 |
114.71 |
114.71 |
115.60 |
115.00 |
| S2 |
113.68 |
113.68 |
115.45 |
|
| S3 |
112.07 |
113.10 |
115.31 |
|
| S4 |
110.46 |
111.49 |
114.86 |
|
|
| 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 |
110.24 |
5.74 |
5.0% |
1.98 |
1.7% |
96% |
False |
False |
3,930 |
| 10 |
115.98 |
106.12 |
9.86 |
8.5% |
1.90 |
1.6% |
98% |
False |
False |
4,268 |
| 20 |
115.98 |
97.48 |
18.50 |
16.0% |
2.14 |
1.8% |
99% |
False |
False |
4,646 |
| 40 |
115.98 |
96.67 |
19.31 |
16.7% |
2.08 |
1.8% |
99% |
False |
False |
3,963 |
| 60 |
115.98 |
86.34 |
29.64 |
25.6% |
1.80 |
1.6% |
99% |
False |
False |
2,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.70 |
|
2.618 |
120.07 |
|
1.618 |
118.46 |
|
1.000 |
117.47 |
|
0.618 |
116.85 |
|
HIGH |
115.86 |
|
0.618 |
115.24 |
|
0.500 |
115.06 |
|
0.382 |
114.87 |
|
LOW |
114.25 |
|
0.618 |
113.26 |
|
1.000 |
112.64 |
|
1.618 |
111.65 |
|
2.618 |
110.04 |
|
4.250 |
107.41 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.52 |
115.25 |
| PP |
115.29 |
114.74 |
| S1 |
115.06 |
114.24 |
|