NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.00 |
111.38 |
0.38 |
0.3% |
104.74 |
| High |
111.00 |
111.80 |
0.80 |
0.7% |
107.43 |
| Low |
111.00 |
110.96 |
-0.04 |
0.0% |
104.51 |
| Close |
111.27 |
111.40 |
0.13 |
0.1% |
106.86 |
| Range |
0.00 |
0.84 |
0.84 |
|
2.92 |
| ATR |
1.70 |
1.64 |
-0.06 |
-3.6% |
0.00 |
| Volume |
2,115 |
2,873 |
758 |
35.8% |
11,890 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.91 |
113.49 |
111.86 |
|
| R3 |
113.07 |
112.65 |
111.63 |
|
| R2 |
112.23 |
112.23 |
111.55 |
|
| R1 |
111.81 |
111.81 |
111.48 |
112.02 |
| PP |
111.39 |
111.39 |
111.39 |
111.49 |
| S1 |
110.97 |
110.97 |
111.32 |
111.18 |
| S2 |
110.55 |
110.55 |
111.25 |
|
| S3 |
109.71 |
110.13 |
111.17 |
|
| S4 |
108.87 |
109.29 |
110.94 |
|
|
| 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 |
111.80 |
105.95 |
5.85 |
5.3% |
0.73 |
0.7% |
93% |
True |
False |
1,740 |
| 10 |
111.80 |
101.70 |
10.10 |
9.1% |
0.81 |
0.7% |
96% |
True |
False |
1,991 |
| 20 |
111.80 |
96.27 |
15.53 |
13.9% |
1.29 |
1.2% |
97% |
True |
False |
2,272 |
| 40 |
111.80 |
95.37 |
16.43 |
14.7% |
1.26 |
1.1% |
98% |
True |
False |
2,016 |
| 60 |
111.80 |
86.22 |
25.58 |
23.0% |
1.16 |
1.0% |
98% |
True |
False |
1,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.37 |
|
2.618 |
114.00 |
|
1.618 |
113.16 |
|
1.000 |
112.64 |
|
0.618 |
112.32 |
|
HIGH |
111.80 |
|
0.618 |
111.48 |
|
0.500 |
111.38 |
|
0.382 |
111.28 |
|
LOW |
110.96 |
|
0.618 |
110.44 |
|
1.000 |
110.12 |
|
1.618 |
109.60 |
|
2.618 |
108.76 |
|
4.250 |
107.39 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.39 |
110.86 |
| PP |
111.39 |
110.32 |
| S1 |
111.38 |
109.78 |
|