NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.10 |
106.13 |
0.03 |
0.0% |
104.74 |
| High |
106.10 |
106.15 |
0.05 |
0.0% |
107.43 |
| Low |
105.93 |
105.95 |
0.02 |
0.0% |
104.51 |
| Close |
106.42 |
106.86 |
0.44 |
0.4% |
106.86 |
| Range |
0.17 |
0.20 |
0.03 |
17.6% |
2.92 |
| ATR |
1.86 |
1.76 |
-0.10 |
-5.3% |
0.00 |
| Volume |
3,388 |
2,410 |
-978 |
-28.9% |
11,890 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
107.09 |
106.97 |
|
| R3 |
106.72 |
106.89 |
106.92 |
|
| R2 |
106.52 |
106.52 |
106.90 |
|
| R1 |
106.69 |
106.69 |
106.88 |
106.61 |
| PP |
106.32 |
106.32 |
106.32 |
106.28 |
| S1 |
106.49 |
106.49 |
106.84 |
106.41 |
| S2 |
106.12 |
106.12 |
106.82 |
|
| S3 |
105.92 |
106.29 |
106.81 |
|
| S4 |
105.72 |
106.09 |
106.75 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.03 |
113.86 |
108.47 |
|
| R3 |
112.11 |
110.94 |
107.66 |
|
| R2 |
109.19 |
109.19 |
107.40 |
|
| R1 |
108.02 |
108.02 |
107.13 |
108.61 |
| PP |
106.27 |
106.27 |
106.27 |
106.56 |
| S1 |
105.10 |
105.10 |
106.59 |
105.69 |
| S2 |
103.35 |
103.35 |
106.32 |
|
| S3 |
100.43 |
102.18 |
106.06 |
|
| S4 |
97.51 |
99.26 |
105.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.43 |
104.51 |
2.92 |
2.7% |
0.84 |
0.8% |
80% |
False |
False |
2,378 |
| 10 |
107.43 |
98.15 |
9.28 |
8.7% |
1.18 |
1.1% |
94% |
False |
False |
2,498 |
| 20 |
107.43 |
96.27 |
11.16 |
10.4% |
1.49 |
1.4% |
95% |
False |
False |
2,436 |
| 40 |
107.43 |
93.75 |
13.68 |
12.8% |
1.31 |
1.2% |
96% |
False |
False |
1,955 |
| 60 |
107.43 |
85.48 |
21.95 |
20.5% |
1.16 |
1.1% |
97% |
False |
False |
1,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.00 |
|
2.618 |
106.67 |
|
1.618 |
106.47 |
|
1.000 |
106.35 |
|
0.618 |
106.27 |
|
HIGH |
106.15 |
|
0.618 |
106.07 |
|
0.500 |
106.05 |
|
0.382 |
106.03 |
|
LOW |
105.95 |
|
0.618 |
105.83 |
|
1.000 |
105.75 |
|
1.618 |
105.63 |
|
2.618 |
105.43 |
|
4.250 |
105.10 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.59 |
106.60 |
| PP |
106.32 |
106.34 |
| S1 |
106.05 |
106.09 |
|