NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
109.26 |
108.38 |
-0.88 |
-0.8% |
105.29 |
| High |
110.67 |
109.59 |
-1.08 |
-1.0% |
110.67 |
| Low |
107.49 |
107.95 |
0.46 |
0.4% |
105.11 |
| Close |
108.93 |
109.19 |
0.26 |
0.2% |
109.19 |
| Range |
3.18 |
1.64 |
-1.54 |
-48.4% |
5.56 |
| ATR |
3.39 |
3.27 |
-0.13 |
-3.7% |
0.00 |
| Volume |
50,289 |
54,317 |
4,028 |
8.0% |
226,968 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.83 |
113.15 |
110.09 |
|
| R3 |
112.19 |
111.51 |
109.64 |
|
| R2 |
110.55 |
110.55 |
109.49 |
|
| R1 |
109.87 |
109.87 |
109.34 |
110.21 |
| PP |
108.91 |
108.91 |
108.91 |
109.08 |
| S1 |
108.23 |
108.23 |
109.04 |
108.57 |
| S2 |
107.27 |
107.27 |
108.89 |
|
| S3 |
105.63 |
106.59 |
108.74 |
|
| S4 |
103.99 |
104.95 |
108.29 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.00 |
122.66 |
112.25 |
|
| R3 |
119.44 |
117.10 |
110.72 |
|
| R2 |
113.88 |
113.88 |
110.21 |
|
| R1 |
111.54 |
111.54 |
109.70 |
112.71 |
| PP |
108.32 |
108.32 |
108.32 |
108.91 |
| S1 |
105.98 |
105.98 |
108.68 |
107.15 |
| S2 |
102.76 |
102.76 |
108.17 |
|
| S3 |
97.20 |
100.42 |
107.66 |
|
| S4 |
91.64 |
94.86 |
106.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.67 |
105.11 |
5.56 |
5.1% |
2.72 |
2.5% |
73% |
False |
False |
45,393 |
| 10 |
110.67 |
98.63 |
12.04 |
11.0% |
3.28 |
3.0% |
88% |
False |
False |
40,983 |
| 20 |
110.67 |
97.58 |
13.09 |
12.0% |
3.79 |
3.5% |
89% |
False |
False |
35,671 |
| 40 |
110.67 |
92.91 |
17.76 |
16.3% |
3.21 |
2.9% |
92% |
False |
False |
24,840 |
| 60 |
110.67 |
85.17 |
25.50 |
23.4% |
2.80 |
2.6% |
94% |
False |
False |
18,782 |
| 80 |
110.67 |
85.17 |
25.50 |
23.4% |
2.48 |
2.3% |
94% |
False |
False |
15,017 |
| 100 |
110.67 |
85.12 |
25.55 |
23.4% |
2.44 |
2.2% |
94% |
False |
False |
12,450 |
| 120 |
110.67 |
81.04 |
29.63 |
27.1% |
2.17 |
2.0% |
95% |
False |
False |
10,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.56 |
|
2.618 |
113.88 |
|
1.618 |
112.24 |
|
1.000 |
111.23 |
|
0.618 |
110.60 |
|
HIGH |
109.59 |
|
0.618 |
108.96 |
|
0.500 |
108.77 |
|
0.382 |
108.58 |
|
LOW |
107.95 |
|
0.618 |
106.94 |
|
1.000 |
106.31 |
|
1.618 |
105.30 |
|
2.618 |
103.66 |
|
4.250 |
100.98 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.05 |
109.00 |
| PP |
108.91 |
108.82 |
| S1 |
108.77 |
108.63 |
|