NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
114.00 |
113.99 |
-0.01 |
0.0% |
109.05 |
| High |
114.42 |
115.71 |
1.29 |
1.1% |
115.71 |
| Low |
113.12 |
111.80 |
-1.32 |
-1.2% |
108.45 |
| Close |
113.82 |
115.41 |
1.59 |
1.4% |
115.41 |
| Range |
1.30 |
3.91 |
2.61 |
200.8% |
7.26 |
| ATR |
2.97 |
3.04 |
0.07 |
2.2% |
0.00 |
| Volume |
42,632 |
47,061 |
4,429 |
10.4% |
206,473 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.04 |
124.63 |
117.56 |
|
| R3 |
122.13 |
120.72 |
116.49 |
|
| R2 |
118.22 |
118.22 |
116.13 |
|
| R1 |
116.81 |
116.81 |
115.77 |
117.52 |
| PP |
114.31 |
114.31 |
114.31 |
114.66 |
| S1 |
112.90 |
112.90 |
115.05 |
113.61 |
| S2 |
110.40 |
110.40 |
114.69 |
|
| S3 |
106.49 |
108.99 |
114.33 |
|
| S4 |
102.58 |
105.08 |
113.26 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.97 |
132.45 |
119.40 |
|
| R3 |
127.71 |
125.19 |
117.41 |
|
| R2 |
120.45 |
120.45 |
116.74 |
|
| R1 |
117.93 |
117.93 |
116.08 |
119.19 |
| PP |
113.19 |
113.19 |
113.19 |
113.82 |
| S1 |
110.67 |
110.67 |
114.74 |
111.93 |
| S2 |
105.93 |
105.93 |
114.08 |
|
| S3 |
98.67 |
103.41 |
113.41 |
|
| S4 |
91.41 |
96.15 |
111.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115.71 |
108.45 |
7.26 |
6.3% |
2.48 |
2.1% |
96% |
True |
False |
41,294 |
| 10 |
115.71 |
105.11 |
10.60 |
9.2% |
2.60 |
2.3% |
97% |
True |
False |
43,344 |
| 20 |
115.71 |
98.50 |
17.21 |
14.9% |
3.03 |
2.6% |
98% |
True |
False |
40,453 |
| 40 |
115.71 |
96.28 |
19.43 |
16.8% |
3.19 |
2.8% |
98% |
True |
False |
29,111 |
| 60 |
115.71 |
85.90 |
29.81 |
25.8% |
2.83 |
2.5% |
99% |
True |
False |
21,853 |
| 80 |
115.71 |
85.17 |
30.54 |
26.5% |
2.53 |
2.2% |
99% |
True |
False |
17,417 |
| 100 |
115.71 |
85.12 |
30.59 |
26.5% |
2.51 |
2.2% |
99% |
True |
False |
14,446 |
| 120 |
115.71 |
84.95 |
30.76 |
26.7% |
2.25 |
2.0% |
99% |
True |
False |
12,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.33 |
|
2.618 |
125.95 |
|
1.618 |
122.04 |
|
1.000 |
119.62 |
|
0.618 |
118.13 |
|
HIGH |
115.71 |
|
0.618 |
114.22 |
|
0.500 |
113.76 |
|
0.382 |
113.29 |
|
LOW |
111.80 |
|
0.618 |
109.38 |
|
1.000 |
107.89 |
|
1.618 |
105.47 |
|
2.618 |
101.56 |
|
4.250 |
95.18 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.86 |
114.75 |
| PP |
114.31 |
114.08 |
| S1 |
113.76 |
113.42 |
|