NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
105.44 |
105.94 |
0.50 |
0.5% |
102.15 |
| High |
106.48 |
107.55 |
1.07 |
1.0% |
107.37 |
| Low |
105.18 |
105.64 |
0.46 |
0.4% |
102.15 |
| Close |
106.35 |
107.39 |
1.04 |
1.0% |
106.35 |
| Range |
1.30 |
1.91 |
0.61 |
46.9% |
5.22 |
| ATR |
2.82 |
2.76 |
-0.07 |
-2.3% |
0.00 |
| Volume |
20,943 |
14,719 |
-6,224 |
-29.7% |
102,431 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.59 |
111.90 |
108.44 |
|
| R3 |
110.68 |
109.99 |
107.92 |
|
| R2 |
108.77 |
108.77 |
107.74 |
|
| R1 |
108.08 |
108.08 |
107.57 |
108.43 |
| PP |
106.86 |
106.86 |
106.86 |
107.03 |
| S1 |
106.17 |
106.17 |
107.21 |
106.52 |
| S2 |
104.95 |
104.95 |
107.04 |
|
| S3 |
103.04 |
104.26 |
106.86 |
|
| S4 |
101.13 |
102.35 |
106.34 |
|
|
| 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 |
107.55 |
103.65 |
3.90 |
3.6% |
2.20 |
2.1% |
96% |
True |
False |
20,381 |
| 10 |
107.55 |
96.62 |
10.93 |
10.2% |
2.58 |
2.4% |
99% |
True |
False |
20,644 |
| 20 |
107.55 |
95.83 |
11.72 |
10.9% |
3.14 |
2.9% |
99% |
True |
False |
21,941 |
| 40 |
107.55 |
93.63 |
13.92 |
13.0% |
2.78 |
2.6% |
99% |
True |
False |
23,436 |
| 60 |
107.55 |
83.90 |
23.65 |
22.0% |
2.54 |
2.4% |
99% |
True |
False |
21,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.67 |
|
2.618 |
112.55 |
|
1.618 |
110.64 |
|
1.000 |
109.46 |
|
0.618 |
108.73 |
|
HIGH |
107.55 |
|
0.618 |
106.82 |
|
0.500 |
106.60 |
|
0.382 |
106.37 |
|
LOW |
105.64 |
|
0.618 |
104.46 |
|
1.000 |
103.73 |
|
1.618 |
102.55 |
|
2.618 |
100.64 |
|
4.250 |
97.52 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.13 |
106.93 |
| PP |
106.86 |
106.47 |
| S1 |
106.60 |
106.01 |
|