NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.01 |
114.97 |
-0.04 |
0.0% |
113.01 |
| High |
115.23 |
114.97 |
-0.26 |
-0.2% |
115.11 |
| Low |
114.75 |
111.84 |
-2.91 |
-2.5% |
111.96 |
| Close |
115.02 |
112.27 |
-2.75 |
-2.4% |
114.59 |
| Range |
0.48 |
3.13 |
2.65 |
552.1% |
3.15 |
| ATR |
1.66 |
1.77 |
0.11 |
6.6% |
0.00 |
| Volume |
3,069 |
1,946 |
-1,123 |
-36.6% |
14,434 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.42 |
120.47 |
113.99 |
|
| R3 |
119.29 |
117.34 |
113.13 |
|
| R2 |
116.16 |
116.16 |
112.84 |
|
| R1 |
114.21 |
114.21 |
112.56 |
113.62 |
| PP |
113.03 |
113.03 |
113.03 |
112.73 |
| S1 |
111.08 |
111.08 |
111.98 |
110.49 |
| S2 |
109.90 |
109.90 |
111.70 |
|
| S3 |
106.77 |
107.95 |
111.41 |
|
| S4 |
103.64 |
104.82 |
110.55 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
122.11 |
116.32 |
|
| R3 |
120.19 |
118.96 |
115.46 |
|
| R2 |
117.04 |
117.04 |
115.17 |
|
| R1 |
115.81 |
115.81 |
114.88 |
116.43 |
| PP |
113.89 |
113.89 |
113.89 |
114.19 |
| S1 |
112.66 |
112.66 |
114.30 |
113.28 |
| S2 |
110.74 |
110.74 |
114.01 |
|
| S3 |
107.59 |
109.51 |
113.72 |
|
| S4 |
104.44 |
106.36 |
112.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.23 |
111.84 |
3.39 |
3.0% |
1.60 |
1.4% |
13% |
False |
True |
3,154 |
| 10 |
115.23 |
109.86 |
5.37 |
4.8% |
1.35 |
1.2% |
45% |
False |
False |
2,552 |
| 20 |
115.23 |
98.15 |
17.08 |
15.2% |
1.16 |
1.0% |
83% |
False |
False |
2,419 |
| 40 |
115.23 |
96.27 |
18.96 |
16.9% |
1.41 |
1.3% |
84% |
False |
False |
2,375 |
| 60 |
115.23 |
86.22 |
29.01 |
25.8% |
1.29 |
1.2% |
90% |
False |
False |
1,846 |
| 80 |
115.23 |
85.48 |
29.75 |
26.5% |
1.14 |
1.0% |
90% |
False |
False |
1,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.27 |
|
2.618 |
123.16 |
|
1.618 |
120.03 |
|
1.000 |
118.10 |
|
0.618 |
116.90 |
|
HIGH |
114.97 |
|
0.618 |
113.77 |
|
0.500 |
113.41 |
|
0.382 |
113.04 |
|
LOW |
111.84 |
|
0.618 |
109.91 |
|
1.000 |
108.71 |
|
1.618 |
106.78 |
|
2.618 |
103.65 |
|
4.250 |
98.54 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.41 |
113.54 |
| PP |
113.03 |
113.11 |
| S1 |
112.65 |
112.69 |
|