NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.96 |
115.28 |
3.32 |
3.0% |
112.52 |
| High |
115.01 |
115.28 |
0.27 |
0.2% |
115.01 |
| Low |
110.67 |
113.65 |
2.98 |
2.7% |
110.67 |
| Close |
114.06 |
114.49 |
0.43 |
0.4% |
114.06 |
| Range |
4.34 |
1.63 |
-2.71 |
-62.4% |
4.34 |
| ATR |
2.76 |
2.68 |
-0.08 |
-2.9% |
0.00 |
| Volume |
25,729 |
21,635 |
-4,094 |
-15.9% |
105,019 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.36 |
118.56 |
115.39 |
|
| R3 |
117.73 |
116.93 |
114.94 |
|
| R2 |
116.10 |
116.10 |
114.79 |
|
| R1 |
115.30 |
115.30 |
114.64 |
114.89 |
| PP |
114.47 |
114.47 |
114.47 |
114.27 |
| S1 |
113.67 |
113.67 |
114.34 |
113.26 |
| S2 |
112.84 |
112.84 |
114.19 |
|
| S3 |
111.21 |
112.04 |
114.04 |
|
| S4 |
109.58 |
110.41 |
113.59 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.27 |
124.50 |
116.45 |
|
| R3 |
121.93 |
120.16 |
115.25 |
|
| R2 |
117.59 |
117.59 |
114.86 |
|
| R1 |
115.82 |
115.82 |
114.46 |
116.71 |
| PP |
113.25 |
113.25 |
113.25 |
113.69 |
| S1 |
111.48 |
111.48 |
113.66 |
112.37 |
| S2 |
108.91 |
108.91 |
113.26 |
|
| S3 |
104.57 |
107.14 |
112.87 |
|
| S4 |
100.23 |
102.80 |
111.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.28 |
110.67 |
4.61 |
4.0% |
2.83 |
2.5% |
83% |
True |
False |
21,121 |
| 10 |
115.28 |
107.50 |
7.78 |
6.8% |
2.53 |
2.2% |
90% |
True |
False |
19,288 |
| 20 |
115.28 |
96.62 |
18.66 |
16.3% |
2.56 |
2.2% |
96% |
True |
False |
19,966 |
| 40 |
115.28 |
95.83 |
19.45 |
17.0% |
2.87 |
2.5% |
96% |
True |
False |
23,596 |
| 60 |
115.28 |
85.60 |
29.68 |
25.9% |
2.61 |
2.3% |
97% |
True |
False |
21,727 |
| 80 |
115.28 |
83.90 |
31.38 |
27.4% |
2.47 |
2.2% |
97% |
True |
False |
20,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.21 |
|
2.618 |
119.55 |
|
1.618 |
117.92 |
|
1.000 |
116.91 |
|
0.618 |
116.29 |
|
HIGH |
115.28 |
|
0.618 |
114.66 |
|
0.500 |
114.47 |
|
0.382 |
114.27 |
|
LOW |
113.65 |
|
0.618 |
112.64 |
|
1.000 |
112.02 |
|
1.618 |
111.01 |
|
2.618 |
109.38 |
|
4.250 |
106.72 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.48 |
113.99 |
| PP |
114.47 |
113.48 |
| S1 |
114.47 |
112.98 |
|