NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.52 |
112.52 |
0.00 |
0.0% |
105.94 |
| High |
113.10 |
114.97 |
1.87 |
1.7% |
112.68 |
| Low |
111.44 |
112.29 |
0.85 |
0.8% |
105.64 |
| Close |
112.80 |
114.24 |
1.44 |
1.3% |
112.30 |
| Range |
1.66 |
2.68 |
1.02 |
61.4% |
7.04 |
| ATR |
2.60 |
2.61 |
0.01 |
0.2% |
0.00 |
| Volume |
21,046 |
15,558 |
-5,488 |
-26.1% |
80,951 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.87 |
120.74 |
115.71 |
|
| R3 |
119.19 |
118.06 |
114.98 |
|
| R2 |
116.51 |
116.51 |
114.73 |
|
| R1 |
115.38 |
115.38 |
114.49 |
115.95 |
| PP |
113.83 |
113.83 |
113.83 |
114.12 |
| S1 |
112.70 |
112.70 |
113.99 |
113.27 |
| S2 |
111.15 |
111.15 |
113.75 |
|
| S3 |
108.47 |
110.02 |
113.50 |
|
| S4 |
105.79 |
107.34 |
112.77 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.33 |
128.85 |
116.17 |
|
| R3 |
124.29 |
121.81 |
114.24 |
|
| R2 |
117.25 |
117.25 |
113.59 |
|
| R1 |
114.77 |
114.77 |
112.95 |
116.01 |
| PP |
110.21 |
110.21 |
110.21 |
110.83 |
| S1 |
107.73 |
107.73 |
111.65 |
108.97 |
| S2 |
103.17 |
103.17 |
111.01 |
|
| S3 |
96.13 |
100.69 |
110.36 |
|
| S4 |
89.09 |
93.65 |
108.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.97 |
108.20 |
6.77 |
5.9% |
2.36 |
2.1% |
89% |
True |
False |
18,606 |
| 10 |
114.97 |
103.76 |
11.21 |
9.8% |
2.33 |
2.0% |
93% |
True |
False |
18,545 |
| 20 |
114.97 |
96.62 |
18.35 |
16.1% |
2.63 |
2.3% |
96% |
True |
False |
19,834 |
| 40 |
114.97 |
95.83 |
19.14 |
16.8% |
2.82 |
2.5% |
96% |
True |
False |
23,169 |
| 60 |
114.97 |
85.60 |
29.37 |
25.7% |
2.55 |
2.2% |
98% |
True |
False |
21,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
121.99 |
|
1.618 |
119.31 |
|
1.000 |
117.65 |
|
0.618 |
116.63 |
|
HIGH |
114.97 |
|
0.618 |
113.95 |
|
0.500 |
113.63 |
|
0.382 |
113.31 |
|
LOW |
112.29 |
|
0.618 |
110.63 |
|
1.000 |
109.61 |
|
1.618 |
107.95 |
|
2.618 |
105.27 |
|
4.250 |
100.90 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.04 |
113.51 |
| PP |
113.83 |
112.77 |
| S1 |
113.63 |
112.04 |
|