NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.38 |
111.67 |
-2.71 |
-2.4% |
112.52 |
| High |
114.38 |
112.85 |
-1.53 |
-1.3% |
115.01 |
| Low |
111.31 |
109.71 |
-1.60 |
-1.4% |
110.67 |
| Close |
111.78 |
109.76 |
-2.02 |
-1.8% |
114.06 |
| Range |
3.07 |
3.14 |
0.07 |
2.3% |
4.34 |
| ATR |
2.72 |
2.75 |
0.03 |
1.1% |
0.00 |
| Volume |
16,053 |
23,493 |
7,440 |
46.3% |
105,019 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.19 |
118.12 |
111.49 |
|
| R3 |
117.05 |
114.98 |
110.62 |
|
| R2 |
113.91 |
113.91 |
110.34 |
|
| R1 |
111.84 |
111.84 |
110.05 |
111.31 |
| PP |
110.77 |
110.77 |
110.77 |
110.51 |
| S1 |
108.70 |
108.70 |
109.47 |
108.17 |
| S2 |
107.63 |
107.63 |
109.18 |
|
| S3 |
104.49 |
105.56 |
108.90 |
|
| S4 |
101.35 |
102.42 |
108.03 |
|
|
| 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 |
109.71 |
5.57 |
5.1% |
3.16 |
2.9% |
1% |
False |
True |
20,864 |
| 10 |
115.28 |
109.10 |
6.18 |
5.6% |
2.68 |
2.4% |
11% |
False |
False |
20,880 |
| 20 |
115.28 |
99.58 |
15.70 |
14.3% |
2.51 |
2.3% |
65% |
False |
False |
19,799 |
| 40 |
115.28 |
95.83 |
19.45 |
17.7% |
2.85 |
2.6% |
72% |
False |
False |
23,404 |
| 60 |
115.28 |
85.60 |
29.68 |
27.0% |
2.65 |
2.4% |
81% |
False |
False |
21,894 |
| 80 |
115.28 |
83.90 |
31.38 |
28.6% |
2.49 |
2.3% |
82% |
False |
False |
20,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.20 |
|
2.618 |
121.07 |
|
1.618 |
117.93 |
|
1.000 |
115.99 |
|
0.618 |
114.79 |
|
HIGH |
112.85 |
|
0.618 |
111.65 |
|
0.500 |
111.28 |
|
0.382 |
110.91 |
|
LOW |
109.71 |
|
0.618 |
107.77 |
|
1.000 |
106.57 |
|
1.618 |
104.63 |
|
2.618 |
101.49 |
|
4.250 |
96.37 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.28 |
112.50 |
| PP |
110.77 |
111.58 |
| S1 |
110.27 |
110.67 |
|