NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
109.95 |
113.01 |
3.06 |
2.8% |
107.75 |
| High |
111.94 |
113.20 |
1.26 |
1.1% |
111.94 |
| Low |
109.86 |
112.56 |
2.70 |
2.5% |
107.52 |
| Close |
112.84 |
113.29 |
0.45 |
0.4% |
112.84 |
| Range |
2.08 |
0.64 |
-1.44 |
-69.2% |
4.42 |
| ATR |
1.67 |
1.60 |
-0.07 |
-4.4% |
0.00 |
| Volume |
1,092 |
1,848 |
756 |
69.2% |
7,386 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.94 |
114.75 |
113.64 |
|
| R3 |
114.30 |
114.11 |
113.47 |
|
| R2 |
113.66 |
113.66 |
113.41 |
|
| R1 |
113.47 |
113.47 |
113.35 |
113.57 |
| PP |
113.02 |
113.02 |
113.02 |
113.06 |
| S1 |
112.83 |
112.83 |
113.23 |
112.93 |
| S2 |
112.38 |
112.38 |
113.17 |
|
| S3 |
111.74 |
112.19 |
113.11 |
|
| S4 |
111.10 |
111.55 |
112.94 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
122.85 |
115.27 |
|
| R3 |
119.61 |
118.43 |
114.06 |
|
| R2 |
115.19 |
115.19 |
113.65 |
|
| R1 |
114.01 |
114.01 |
113.25 |
114.60 |
| PP |
110.77 |
110.77 |
110.77 |
111.06 |
| S1 |
109.59 |
109.59 |
112.43 |
110.18 |
| S2 |
106.35 |
106.35 |
112.03 |
|
| S3 |
101.93 |
105.17 |
111.62 |
|
| S4 |
97.51 |
100.75 |
110.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.20 |
107.75 |
5.45 |
4.8% |
1.14 |
1.0% |
102% |
True |
False |
1,722 |
| 10 |
113.20 |
104.51 |
8.69 |
7.7% |
0.99 |
0.9% |
101% |
True |
False |
2,004 |
| 20 |
113.20 |
98.15 |
15.05 |
13.3% |
1.28 |
1.1% |
101% |
True |
False |
2,136 |
| 40 |
113.20 |
96.14 |
17.06 |
15.1% |
1.27 |
1.1% |
101% |
True |
False |
2,051 |
| 60 |
113.20 |
86.22 |
26.98 |
23.8% |
1.20 |
1.1% |
100% |
True |
False |
1,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.92 |
|
2.618 |
114.88 |
|
1.618 |
114.24 |
|
1.000 |
113.84 |
|
0.618 |
113.60 |
|
HIGH |
113.20 |
|
0.618 |
112.96 |
|
0.500 |
112.88 |
|
0.382 |
112.80 |
|
LOW |
112.56 |
|
0.618 |
112.16 |
|
1.000 |
111.92 |
|
1.618 |
111.52 |
|
2.618 |
110.88 |
|
4.250 |
109.84 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.15 |
112.70 |
| PP |
113.02 |
112.12 |
| S1 |
112.88 |
111.53 |
|