NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
108.38 |
109.05 |
0.67 |
0.6% |
105.29 |
| High |
109.59 |
110.63 |
1.04 |
0.9% |
110.67 |
| Low |
107.95 |
108.45 |
0.50 |
0.5% |
105.11 |
| Close |
109.19 |
110.45 |
1.26 |
1.2% |
109.19 |
| Range |
1.64 |
2.18 |
0.54 |
32.9% |
5.56 |
| ATR |
3.27 |
3.19 |
-0.08 |
-2.4% |
0.00 |
| Volume |
54,317 |
42,963 |
-11,354 |
-20.9% |
226,968 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.38 |
115.60 |
111.65 |
|
| R3 |
114.20 |
113.42 |
111.05 |
|
| R2 |
112.02 |
112.02 |
110.85 |
|
| R1 |
111.24 |
111.24 |
110.65 |
111.63 |
| PP |
109.84 |
109.84 |
109.84 |
110.04 |
| S1 |
109.06 |
109.06 |
110.25 |
109.45 |
| S2 |
107.66 |
107.66 |
110.05 |
|
| S3 |
105.48 |
106.88 |
109.85 |
|
| S4 |
103.30 |
104.70 |
109.25 |
|
|
| 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 |
106.48 |
4.19 |
3.8% |
2.53 |
2.3% |
95% |
False |
False |
47,469 |
| 10 |
110.67 |
98.63 |
12.04 |
10.9% |
2.88 |
2.6% |
98% |
False |
False |
42,329 |
| 20 |
110.67 |
97.58 |
13.09 |
11.9% |
3.81 |
3.4% |
98% |
False |
False |
36,845 |
| 40 |
110.67 |
93.88 |
16.79 |
15.2% |
3.21 |
2.9% |
99% |
False |
False |
25,790 |
| 60 |
110.67 |
85.17 |
25.50 |
23.1% |
2.81 |
2.5% |
99% |
False |
False |
19,438 |
| 80 |
110.67 |
85.17 |
25.50 |
23.1% |
2.49 |
2.3% |
99% |
False |
False |
15,502 |
| 100 |
110.67 |
85.12 |
25.55 |
23.1% |
2.46 |
2.2% |
99% |
False |
False |
12,867 |
| 120 |
110.67 |
81.04 |
29.63 |
26.8% |
2.19 |
2.0% |
99% |
False |
False |
10,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.90 |
|
2.618 |
116.34 |
|
1.618 |
114.16 |
|
1.000 |
112.81 |
|
0.618 |
111.98 |
|
HIGH |
110.63 |
|
0.618 |
109.80 |
|
0.500 |
109.54 |
|
0.382 |
109.28 |
|
LOW |
108.45 |
|
0.618 |
107.10 |
|
1.000 |
106.27 |
|
1.618 |
104.92 |
|
2.618 |
102.74 |
|
4.250 |
99.19 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.15 |
109.99 |
| PP |
109.84 |
109.54 |
| S1 |
109.54 |
109.08 |
|