NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110.85 |
108.70 |
-2.15 |
-1.9% |
115.28 |
| High |
111.46 |
113.30 |
1.84 |
1.7% |
115.28 |
| Low |
107.00 |
108.34 |
1.34 |
1.3% |
107.00 |
| Close |
109.04 |
113.13 |
4.09 |
3.8% |
113.13 |
| Range |
4.46 |
4.96 |
0.50 |
11.2% |
8.28 |
| ATR |
2.87 |
3.02 |
0.15 |
5.2% |
0.00 |
| Volume |
26,313 |
27,020 |
707 |
2.7% |
114,514 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.47 |
124.76 |
115.86 |
|
| R3 |
121.51 |
119.80 |
114.49 |
|
| R2 |
116.55 |
116.55 |
114.04 |
|
| R1 |
114.84 |
114.84 |
113.58 |
115.70 |
| PP |
111.59 |
111.59 |
111.59 |
112.02 |
| S1 |
109.88 |
109.88 |
112.68 |
110.74 |
| S2 |
106.63 |
106.63 |
112.22 |
|
| S3 |
101.67 |
104.92 |
111.77 |
|
| S4 |
96.71 |
99.96 |
110.40 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.64 |
133.17 |
117.68 |
|
| R3 |
128.36 |
124.89 |
115.41 |
|
| R2 |
120.08 |
120.08 |
114.65 |
|
| R1 |
116.61 |
116.61 |
113.89 |
114.21 |
| PP |
111.80 |
111.80 |
111.80 |
110.60 |
| S1 |
108.33 |
108.33 |
112.37 |
105.93 |
| S2 |
103.52 |
103.52 |
111.61 |
|
| S3 |
95.24 |
100.05 |
110.85 |
|
| S4 |
86.96 |
91.77 |
108.58 |
|
|
| 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 |
7.3% |
3.45 |
3.1% |
74% |
False |
False |
22,902 |
| 10 |
115.28 |
107.00 |
8.28 |
7.3% |
3.15 |
2.8% |
74% |
False |
False |
21,953 |
| 20 |
115.28 |
102.15 |
13.13 |
11.6% |
2.75 |
2.4% |
84% |
False |
False |
20,145 |
| 40 |
115.28 |
95.83 |
19.45 |
17.2% |
2.93 |
2.6% |
89% |
False |
False |
22,912 |
| 60 |
115.28 |
87.50 |
27.78 |
24.6% |
2.74 |
2.4% |
92% |
False |
False |
22,082 |
| 80 |
115.28 |
83.90 |
31.38 |
27.7% |
2.56 |
2.3% |
93% |
False |
False |
20,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.38 |
|
2.618 |
126.29 |
|
1.618 |
121.33 |
|
1.000 |
118.26 |
|
0.618 |
116.37 |
|
HIGH |
113.30 |
|
0.618 |
111.41 |
|
0.500 |
110.82 |
|
0.382 |
110.23 |
|
LOW |
108.34 |
|
0.618 |
105.27 |
|
1.000 |
103.38 |
|
1.618 |
100.31 |
|
2.618 |
95.35 |
|
4.250 |
87.26 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.36 |
112.14 |
| PP |
111.59 |
111.14 |
| S1 |
110.82 |
110.15 |
|