NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.30 |
114.00 |
1.70 |
1.5% |
105.29 |
| High |
114.00 |
114.42 |
0.42 |
0.4% |
110.67 |
| Low |
111.12 |
113.12 |
2.00 |
1.8% |
105.11 |
| Close |
113.80 |
113.82 |
0.02 |
0.0% |
109.19 |
| Range |
2.88 |
1.30 |
-1.58 |
-54.9% |
5.56 |
| ATR |
3.10 |
2.97 |
-0.13 |
-4.2% |
0.00 |
| Volume |
40,858 |
42,632 |
1,774 |
4.3% |
226,968 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.69 |
117.05 |
114.54 |
|
| R3 |
116.39 |
115.75 |
114.18 |
|
| R2 |
115.09 |
115.09 |
114.06 |
|
| R1 |
114.45 |
114.45 |
113.94 |
114.12 |
| PP |
113.79 |
113.79 |
113.79 |
113.62 |
| S1 |
113.15 |
113.15 |
113.70 |
112.82 |
| S2 |
112.49 |
112.49 |
113.58 |
|
| S3 |
111.19 |
111.85 |
113.46 |
|
| S4 |
109.89 |
110.55 |
113.11 |
|
|
| 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 |
114.42 |
107.95 |
6.47 |
5.7% |
2.02 |
1.8% |
91% |
True |
False |
42,745 |
| 10 |
114.42 |
102.85 |
11.57 |
10.2% |
2.46 |
2.2% |
95% |
True |
False |
43,212 |
| 20 |
114.42 |
97.58 |
16.84 |
14.8% |
3.23 |
2.8% |
96% |
True |
False |
39,679 |
| 40 |
114.42 |
96.06 |
18.36 |
16.1% |
3.16 |
2.8% |
97% |
True |
False |
28,203 |
| 60 |
114.42 |
85.45 |
28.97 |
25.5% |
2.81 |
2.5% |
98% |
True |
False |
21,177 |
| 80 |
114.42 |
85.17 |
29.25 |
25.7% |
2.50 |
2.2% |
98% |
True |
False |
16,886 |
| 100 |
114.42 |
85.12 |
29.30 |
25.7% |
2.48 |
2.2% |
98% |
True |
False |
13,985 |
| 120 |
114.42 |
83.14 |
31.28 |
27.5% |
2.23 |
2.0% |
98% |
True |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.95 |
|
2.618 |
117.82 |
|
1.618 |
116.52 |
|
1.000 |
115.72 |
|
0.618 |
115.22 |
|
HIGH |
114.42 |
|
0.618 |
113.92 |
|
0.500 |
113.77 |
|
0.382 |
113.62 |
|
LOW |
113.12 |
|
0.618 |
112.32 |
|
1.000 |
111.82 |
|
1.618 |
111.02 |
|
2.618 |
109.72 |
|
4.250 |
107.60 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.80 |
113.38 |
| PP |
113.79 |
112.93 |
| S1 |
113.77 |
112.49 |
|