NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111.67 |
110.85 |
-0.82 |
-0.7% |
112.52 |
| High |
112.85 |
111.46 |
-1.39 |
-1.2% |
115.01 |
| Low |
109.71 |
107.00 |
-2.71 |
-2.5% |
110.67 |
| Close |
109.76 |
109.04 |
-0.72 |
-0.7% |
114.06 |
| Range |
3.14 |
4.46 |
1.32 |
42.0% |
4.34 |
| ATR |
2.75 |
2.87 |
0.12 |
4.4% |
0.00 |
| Volume |
23,493 |
26,313 |
2,820 |
12.0% |
105,019 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.55 |
120.25 |
111.49 |
|
| R3 |
118.09 |
115.79 |
110.27 |
|
| R2 |
113.63 |
113.63 |
109.86 |
|
| R1 |
111.33 |
111.33 |
109.45 |
110.25 |
| PP |
109.17 |
109.17 |
109.17 |
108.63 |
| S1 |
106.87 |
106.87 |
108.63 |
105.79 |
| S2 |
104.71 |
104.71 |
108.22 |
|
| S3 |
100.25 |
102.41 |
107.81 |
|
| S4 |
95.79 |
97.95 |
106.59 |
|
|
| 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 |
107.00 |
8.28 |
7.6% |
3.33 |
3.1% |
25% |
False |
True |
22,644 |
| 10 |
115.28 |
107.00 |
8.28 |
7.6% |
3.01 |
2.8% |
25% |
False |
True |
21,128 |
| 20 |
115.28 |
100.02 |
15.26 |
14.0% |
2.64 |
2.4% |
59% |
False |
False |
20,076 |
| 40 |
115.28 |
95.83 |
19.45 |
17.8% |
2.86 |
2.6% |
68% |
False |
False |
23,440 |
| 60 |
115.28 |
85.60 |
29.68 |
27.2% |
2.69 |
2.5% |
79% |
False |
False |
22,012 |
| 80 |
115.28 |
83.90 |
31.38 |
28.8% |
2.53 |
2.3% |
80% |
False |
False |
20,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.42 |
|
2.618 |
123.14 |
|
1.618 |
118.68 |
|
1.000 |
115.92 |
|
0.618 |
114.22 |
|
HIGH |
111.46 |
|
0.618 |
109.76 |
|
0.500 |
109.23 |
|
0.382 |
108.70 |
|
LOW |
107.00 |
|
0.618 |
104.24 |
|
1.000 |
102.54 |
|
1.618 |
99.78 |
|
2.618 |
95.32 |
|
4.250 |
88.05 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.23 |
110.69 |
| PP |
109.17 |
110.14 |
| S1 |
109.10 |
109.59 |
|