NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.28 |
114.38 |
-0.90 |
-0.8% |
112.52 |
| High |
115.28 |
114.38 |
-0.90 |
-0.8% |
115.01 |
| Low |
113.65 |
111.31 |
-2.34 |
-2.1% |
110.67 |
| Close |
114.49 |
111.78 |
-2.71 |
-2.4% |
114.06 |
| Range |
1.63 |
3.07 |
1.44 |
88.3% |
4.34 |
| ATR |
2.68 |
2.72 |
0.04 |
1.3% |
0.00 |
| Volume |
21,635 |
16,053 |
-5,582 |
-25.8% |
105,019 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.70 |
119.81 |
113.47 |
|
| R3 |
118.63 |
116.74 |
112.62 |
|
| R2 |
115.56 |
115.56 |
112.34 |
|
| R1 |
113.67 |
113.67 |
112.06 |
113.08 |
| PP |
112.49 |
112.49 |
112.49 |
112.20 |
| S1 |
110.60 |
110.60 |
111.50 |
110.01 |
| S2 |
109.42 |
109.42 |
111.22 |
|
| S3 |
106.35 |
107.53 |
110.94 |
|
| S4 |
103.28 |
104.46 |
110.09 |
|
|
| 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 |
4.1% |
2.91 |
2.6% |
24% |
False |
False |
21,220 |
| 10 |
115.28 |
108.20 |
7.08 |
6.3% |
2.64 |
2.4% |
51% |
False |
False |
19,913 |
| 20 |
115.28 |
96.76 |
18.52 |
16.6% |
2.59 |
2.3% |
81% |
False |
False |
19,807 |
| 40 |
115.28 |
95.83 |
19.45 |
17.4% |
2.88 |
2.6% |
82% |
False |
False |
23,472 |
| 60 |
115.28 |
85.60 |
29.68 |
26.6% |
2.63 |
2.4% |
88% |
False |
False |
21,644 |
| 80 |
115.28 |
83.90 |
31.38 |
28.1% |
2.49 |
2.2% |
89% |
False |
False |
20,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.43 |
|
2.618 |
122.42 |
|
1.618 |
119.35 |
|
1.000 |
117.45 |
|
0.618 |
116.28 |
|
HIGH |
114.38 |
|
0.618 |
113.21 |
|
0.500 |
112.85 |
|
0.382 |
112.48 |
|
LOW |
111.31 |
|
0.618 |
109.41 |
|
1.000 |
108.24 |
|
1.618 |
106.34 |
|
2.618 |
103.27 |
|
4.250 |
98.26 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.85 |
112.98 |
| PP |
112.49 |
112.58 |
| S1 |
112.14 |
112.18 |
|