NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
112.84 |
109.45 |
-3.39 |
-3.0% |
116.06 |
| High |
112.84 |
114.12 |
1.28 |
1.1% |
116.06 |
| Low |
108.00 |
109.31 |
1.31 |
1.2% |
108.00 |
| Close |
109.98 |
114.07 |
4.09 |
3.7% |
114.07 |
| Range |
4.84 |
4.81 |
-0.03 |
-0.6% |
8.06 |
| ATR |
2.60 |
2.75 |
0.16 |
6.1% |
0.00 |
| Volume |
11,802 |
7,931 |
-3,871 |
-32.8% |
37,352 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.93 |
125.31 |
116.72 |
|
| R3 |
122.12 |
120.50 |
115.39 |
|
| R2 |
117.31 |
117.31 |
114.95 |
|
| R1 |
115.69 |
115.69 |
114.51 |
116.50 |
| PP |
112.50 |
112.50 |
112.50 |
112.91 |
| S1 |
110.88 |
110.88 |
113.63 |
111.69 |
| S2 |
107.69 |
107.69 |
113.19 |
|
| S3 |
102.88 |
106.07 |
112.75 |
|
| S4 |
98.07 |
101.26 |
111.42 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.89 |
133.54 |
118.50 |
|
| R3 |
128.83 |
125.48 |
116.29 |
|
| R2 |
120.77 |
120.77 |
115.55 |
|
| R1 |
117.42 |
117.42 |
114.81 |
115.07 |
| PP |
112.71 |
112.71 |
112.71 |
111.53 |
| S1 |
109.36 |
109.36 |
113.33 |
107.01 |
| S2 |
104.65 |
104.65 |
112.59 |
|
| S3 |
96.59 |
101.30 |
111.85 |
|
| S4 |
88.53 |
93.24 |
109.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116.06 |
108.00 |
8.06 |
7.1% |
3.43 |
3.0% |
75% |
False |
False |
7,470 |
| 10 |
116.06 |
108.00 |
8.06 |
7.1% |
3.00 |
2.6% |
75% |
False |
False |
6,161 |
| 20 |
116.06 |
104.51 |
11.55 |
10.1% |
2.44 |
2.1% |
83% |
False |
False |
5,496 |
| 40 |
116.06 |
96.67 |
19.39 |
17.0% |
2.37 |
2.1% |
90% |
False |
False |
4,764 |
| 60 |
116.06 |
88.10 |
27.96 |
24.5% |
2.06 |
1.8% |
93% |
False |
False |
3,745 |
| 80 |
116.06 |
84.60 |
31.46 |
27.6% |
1.75 |
1.5% |
94% |
False |
False |
3,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.56 |
|
2.618 |
126.71 |
|
1.618 |
121.90 |
|
1.000 |
118.93 |
|
0.618 |
117.09 |
|
HIGH |
114.12 |
|
0.618 |
112.28 |
|
0.500 |
111.72 |
|
0.382 |
111.15 |
|
LOW |
109.31 |
|
0.618 |
106.34 |
|
1.000 |
104.50 |
|
1.618 |
101.53 |
|
2.618 |
96.72 |
|
4.250 |
88.87 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.29 |
113.07 |
| PP |
112.50 |
112.06 |
| S1 |
111.72 |
111.06 |
|