NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.45 |
112.84 |
-2.61 |
-2.3% |
113.55 |
| High |
115.51 |
113.98 |
-1.53 |
-1.3% |
115.99 |
| Low |
112.47 |
110.76 |
-1.71 |
-1.5% |
112.35 |
| Close |
112.80 |
110.76 |
-2.04 |
-1.8% |
115.14 |
| Range |
3.04 |
3.22 |
0.18 |
5.9% |
3.64 |
| ATR |
2.36 |
2.42 |
0.06 |
2.6% |
0.00 |
| Volume |
4,760 |
6,155 |
1,395 |
29.3% |
24,264 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.49 |
119.35 |
112.53 |
|
| R3 |
118.27 |
116.13 |
111.65 |
|
| R2 |
115.05 |
115.05 |
111.35 |
|
| R1 |
112.91 |
112.91 |
111.06 |
112.37 |
| PP |
111.83 |
111.83 |
111.83 |
111.57 |
| S1 |
109.69 |
109.69 |
110.46 |
109.15 |
| S2 |
108.61 |
108.61 |
110.17 |
|
| S3 |
105.39 |
106.47 |
109.87 |
|
| S4 |
102.17 |
103.25 |
108.99 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.41 |
123.92 |
117.14 |
|
| R3 |
121.77 |
120.28 |
116.14 |
|
| R2 |
118.13 |
118.13 |
115.81 |
|
| R1 |
116.64 |
116.64 |
115.47 |
117.39 |
| PP |
114.49 |
114.49 |
114.49 |
114.87 |
| S1 |
113.00 |
113.00 |
114.81 |
113.75 |
| S2 |
110.85 |
110.85 |
114.47 |
|
| S3 |
107.21 |
109.36 |
114.14 |
|
| S4 |
103.57 |
105.72 |
113.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.06 |
110.76 |
5.30 |
4.8% |
2.87 |
2.6% |
0% |
False |
True |
6,108 |
| 10 |
116.06 |
110.24 |
5.82 |
5.3% |
2.42 |
2.2% |
9% |
False |
False |
5,019 |
| 20 |
116.06 |
100.50 |
15.56 |
14.0% |
2.08 |
1.9% |
66% |
False |
False |
5,215 |
| 40 |
116.06 |
96.67 |
19.39 |
17.5% |
2.22 |
2.0% |
73% |
False |
False |
4,474 |
| 60 |
116.06 |
86.34 |
29.72 |
26.8% |
1.94 |
1.8% |
82% |
False |
False |
3,428 |
| 80 |
116.06 |
84.60 |
31.46 |
28.4% |
1.63 |
1.5% |
83% |
False |
False |
2,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.67 |
|
2.618 |
122.41 |
|
1.618 |
119.19 |
|
1.000 |
117.20 |
|
0.618 |
115.97 |
|
HIGH |
113.98 |
|
0.618 |
112.75 |
|
0.500 |
112.37 |
|
0.382 |
111.99 |
|
LOW |
110.76 |
|
0.618 |
108.77 |
|
1.000 |
107.54 |
|
1.618 |
105.55 |
|
2.618 |
102.33 |
|
4.250 |
97.08 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.37 |
113.41 |
| PP |
111.83 |
112.53 |
| S1 |
111.30 |
111.64 |
|