NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.38 |
115.34 |
-0.04 |
0.0% |
107.24 |
| High |
115.86 |
115.58 |
-0.28 |
-0.2% |
113.35 |
| Low |
114.25 |
112.35 |
-1.90 |
-1.7% |
107.01 |
| Close |
115.75 |
113.29 |
-2.46 |
-2.1% |
113.39 |
| Range |
1.61 |
3.23 |
1.62 |
100.6% |
6.34 |
| ATR |
2.21 |
2.29 |
0.09 |
3.8% |
0.00 |
| Volume |
5,496 |
4,539 |
-957 |
-17.4% |
16,941 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.43 |
121.59 |
115.07 |
|
| R3 |
120.20 |
118.36 |
114.18 |
|
| R2 |
116.97 |
116.97 |
113.88 |
|
| R1 |
115.13 |
115.13 |
113.59 |
114.44 |
| PP |
113.74 |
113.74 |
113.74 |
113.39 |
| S1 |
111.90 |
111.90 |
112.99 |
111.21 |
| S2 |
110.51 |
110.51 |
112.70 |
|
| S3 |
107.28 |
108.67 |
112.40 |
|
| S4 |
104.05 |
105.44 |
111.51 |
|
|
| 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 |
5.1% |
2.47 |
2.2% |
53% |
False |
False |
3,855 |
| 10 |
115.98 |
106.72 |
9.26 |
8.2% |
2.08 |
1.8% |
71% |
False |
False |
3,821 |
| 20 |
115.98 |
97.48 |
18.50 |
16.3% |
2.22 |
2.0% |
85% |
False |
False |
4,634 |
| 40 |
115.98 |
96.67 |
19.31 |
17.0% |
2.14 |
1.9% |
86% |
False |
False |
4,056 |
| 60 |
115.98 |
86.34 |
29.64 |
26.2% |
1.85 |
1.6% |
91% |
False |
False |
3,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.31 |
|
2.618 |
124.04 |
|
1.618 |
120.81 |
|
1.000 |
118.81 |
|
0.618 |
117.58 |
|
HIGH |
115.58 |
|
0.618 |
114.35 |
|
0.500 |
113.97 |
|
0.382 |
113.58 |
|
LOW |
112.35 |
|
0.618 |
110.35 |
|
1.000 |
109.12 |
|
1.618 |
107.12 |
|
2.618 |
103.89 |
|
4.250 |
98.62 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.97 |
114.17 |
| PP |
113.74 |
113.87 |
| S1 |
113.52 |
113.58 |
|