NYMEX Light Sweet Crude Oil Future December 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 |
105.99 |
105.44 |
-0.55 |
-0.5% |
102.15 |
| High |
107.37 |
106.48 |
-0.89 |
-0.8% |
107.37 |
| Low |
104.47 |
105.18 |
0.71 |
0.7% |
102.15 |
| Close |
105.89 |
106.35 |
0.46 |
0.4% |
106.35 |
| Range |
2.90 |
1.30 |
-1.60 |
-55.2% |
5.22 |
| ATR |
2.94 |
2.82 |
-0.12 |
-4.0% |
0.00 |
| Volume |
24,380 |
20,943 |
-3,437 |
-14.1% |
102,431 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.90 |
109.43 |
107.07 |
|
| R3 |
108.60 |
108.13 |
106.71 |
|
| R2 |
107.30 |
107.30 |
106.59 |
|
| R1 |
106.83 |
106.83 |
106.47 |
107.07 |
| PP |
106.00 |
106.00 |
106.00 |
106.12 |
| S1 |
105.53 |
105.53 |
106.23 |
105.77 |
| S2 |
104.70 |
104.70 |
106.11 |
|
| S3 |
103.40 |
104.23 |
105.99 |
|
| S4 |
102.10 |
102.93 |
105.64 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.95 |
118.87 |
109.22 |
|
| R3 |
115.73 |
113.65 |
107.79 |
|
| R2 |
110.51 |
110.51 |
107.31 |
|
| R1 |
108.43 |
108.43 |
106.83 |
109.47 |
| PP |
105.29 |
105.29 |
105.29 |
105.81 |
| S1 |
103.21 |
103.21 |
105.87 |
104.25 |
| S2 |
100.07 |
100.07 |
105.39 |
|
| S3 |
94.85 |
97.99 |
104.91 |
|
| S4 |
89.63 |
92.77 |
103.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.37 |
102.15 |
5.22 |
4.9% |
2.43 |
2.3% |
80% |
False |
False |
20,486 |
| 10 |
107.37 |
96.62 |
10.75 |
10.1% |
2.94 |
2.8% |
91% |
False |
False |
21,028 |
| 20 |
107.37 |
95.83 |
11.54 |
10.9% |
3.15 |
3.0% |
91% |
False |
False |
22,596 |
| 40 |
107.37 |
92.81 |
14.56 |
13.7% |
2.77 |
2.6% |
93% |
False |
False |
23,516 |
| 60 |
107.37 |
83.90 |
23.47 |
22.1% |
2.55 |
2.4% |
96% |
False |
False |
21,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.01 |
|
2.618 |
109.88 |
|
1.618 |
108.58 |
|
1.000 |
107.78 |
|
0.618 |
107.28 |
|
HIGH |
106.48 |
|
0.618 |
105.98 |
|
0.500 |
105.83 |
|
0.382 |
105.68 |
|
LOW |
105.18 |
|
0.618 |
104.38 |
|
1.000 |
103.88 |
|
1.618 |
103.08 |
|
2.618 |
101.78 |
|
4.250 |
99.66 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.18 |
106.09 |
| PP |
106.00 |
105.83 |
| S1 |
105.83 |
105.57 |
|