NYMEX Light Sweet Crude Oil Future November 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 |
109.72 |
110.32 |
0.60 |
0.5% |
115.01 |
| High |
109.86 |
113.56 |
3.70 |
3.4% |
115.23 |
| Low |
107.60 |
110.32 |
2.72 |
2.5% |
107.60 |
| Close |
109.49 |
113.58 |
4.09 |
3.7% |
113.58 |
| Range |
2.26 |
3.24 |
0.98 |
43.4% |
7.63 |
| ATR |
1.92 |
2.08 |
0.15 |
8.0% |
0.00 |
| Volume |
5,035 |
4,960 |
-75 |
-1.5% |
18,789 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.21 |
121.13 |
115.36 |
|
| R3 |
118.97 |
117.89 |
114.47 |
|
| R2 |
115.73 |
115.73 |
114.17 |
|
| R1 |
114.65 |
114.65 |
113.88 |
115.19 |
| PP |
112.49 |
112.49 |
112.49 |
112.76 |
| S1 |
111.41 |
111.41 |
113.28 |
111.95 |
| S2 |
109.25 |
109.25 |
112.99 |
|
| S3 |
106.01 |
108.17 |
112.69 |
|
| S4 |
102.77 |
104.93 |
111.80 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.03 |
131.93 |
117.78 |
|
| R3 |
127.40 |
124.30 |
115.68 |
|
| R2 |
119.77 |
119.77 |
114.98 |
|
| R1 |
116.67 |
116.67 |
114.28 |
114.41 |
| PP |
112.14 |
112.14 |
112.14 |
111.00 |
| S1 |
109.04 |
109.04 |
112.88 |
106.78 |
| S2 |
104.51 |
104.51 |
112.18 |
|
| S3 |
96.88 |
101.41 |
111.48 |
|
| S4 |
89.25 |
93.78 |
109.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.23 |
107.60 |
7.63 |
6.7% |
2.46 |
2.2% |
78% |
False |
False |
3,757 |
| 10 |
115.23 |
107.60 |
7.63 |
6.7% |
1.93 |
1.7% |
78% |
False |
False |
3,322 |
| 20 |
115.23 |
104.51 |
10.72 |
9.4% |
1.45 |
1.3% |
85% |
False |
False |
2,624 |
| 40 |
115.23 |
96.27 |
18.96 |
16.7% |
1.47 |
1.3% |
91% |
False |
False |
2,483 |
| 60 |
115.23 |
88.19 |
27.04 |
23.8% |
1.40 |
1.2% |
94% |
False |
False |
2,044 |
| 80 |
115.23 |
85.48 |
29.75 |
26.2% |
1.21 |
1.1% |
94% |
False |
False |
1,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.33 |
|
2.618 |
122.04 |
|
1.618 |
118.80 |
|
1.000 |
116.80 |
|
0.618 |
115.56 |
|
HIGH |
113.56 |
|
0.618 |
112.32 |
|
0.500 |
111.94 |
|
0.382 |
111.56 |
|
LOW |
110.32 |
|
0.618 |
108.32 |
|
1.000 |
107.08 |
|
1.618 |
105.08 |
|
2.618 |
101.84 |
|
4.250 |
96.55 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.03 |
112.58 |
| PP |
112.49 |
111.58 |
| S1 |
111.94 |
110.58 |
|