NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.67 |
112.30 |
1.63 |
1.5% |
105.29 |
| High |
112.67 |
114.00 |
1.33 |
1.2% |
110.67 |
| Low |
110.56 |
111.12 |
0.56 |
0.5% |
105.11 |
| Close |
112.48 |
113.80 |
1.32 |
1.2% |
109.19 |
| Range |
2.11 |
2.88 |
0.77 |
36.5% |
5.56 |
| ATR |
3.12 |
3.10 |
-0.02 |
-0.6% |
0.00 |
| Volume |
32,959 |
40,858 |
7,899 |
24.0% |
226,968 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.61 |
120.59 |
115.38 |
|
| R3 |
118.73 |
117.71 |
114.59 |
|
| R2 |
115.85 |
115.85 |
114.33 |
|
| R1 |
114.83 |
114.83 |
114.06 |
115.34 |
| PP |
112.97 |
112.97 |
112.97 |
113.23 |
| S1 |
111.95 |
111.95 |
113.54 |
112.46 |
| S2 |
110.09 |
110.09 |
113.27 |
|
| S3 |
107.21 |
109.07 |
113.01 |
|
| S4 |
104.33 |
106.19 |
112.22 |
|
|
| 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 |
114.00 |
107.49 |
6.51 |
5.7% |
2.40 |
2.1% |
97% |
True |
False |
44,277 |
| 10 |
114.00 |
102.00 |
12.00 |
10.5% |
2.60 |
2.3% |
98% |
True |
False |
42,730 |
| 20 |
114.00 |
97.58 |
16.42 |
14.4% |
3.43 |
3.0% |
99% |
True |
False |
38,535 |
| 40 |
114.00 |
96.06 |
17.94 |
15.8% |
3.18 |
2.8% |
99% |
True |
False |
27,311 |
| 60 |
114.00 |
85.17 |
28.83 |
25.3% |
2.83 |
2.5% |
99% |
True |
False |
20,525 |
| 80 |
114.00 |
85.17 |
28.83 |
25.3% |
2.50 |
2.2% |
99% |
True |
False |
16,379 |
| 100 |
114.00 |
85.12 |
28.88 |
25.4% |
2.48 |
2.2% |
99% |
True |
False |
13,584 |
| 120 |
114.00 |
81.15 |
32.85 |
28.9% |
2.23 |
2.0% |
99% |
True |
False |
11,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.24 |
|
2.618 |
121.54 |
|
1.618 |
118.66 |
|
1.000 |
116.88 |
|
0.618 |
115.78 |
|
HIGH |
114.00 |
|
0.618 |
112.90 |
|
0.500 |
112.56 |
|
0.382 |
112.22 |
|
LOW |
111.12 |
|
0.618 |
109.34 |
|
1.000 |
108.24 |
|
1.618 |
106.46 |
|
2.618 |
103.58 |
|
4.250 |
98.88 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.39 |
112.94 |
| PP |
112.97 |
112.08 |
| S1 |
112.56 |
111.23 |
|