NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.41 |
115.79 |
0.38 |
0.3% |
109.05 |
| High |
116.21 |
118.10 |
1.89 |
1.6% |
115.71 |
| Low |
114.26 |
115.13 |
0.87 |
0.8% |
108.45 |
| Close |
115.80 |
117.26 |
1.46 |
1.3% |
115.41 |
| Range |
1.95 |
2.97 |
1.02 |
52.3% |
7.26 |
| ATR |
2.96 |
2.96 |
0.00 |
0.0% |
0.00 |
| Volume |
37,570 |
38,732 |
1,162 |
3.1% |
206,473 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.74 |
124.47 |
118.89 |
|
| R3 |
122.77 |
121.50 |
118.08 |
|
| R2 |
119.80 |
119.80 |
117.80 |
|
| R1 |
118.53 |
118.53 |
117.53 |
119.17 |
| PP |
116.83 |
116.83 |
116.83 |
117.15 |
| S1 |
115.56 |
115.56 |
116.99 |
116.20 |
| S2 |
113.86 |
113.86 |
116.72 |
|
| S3 |
110.89 |
112.59 |
116.44 |
|
| S4 |
107.92 |
109.62 |
115.63 |
|
|
| 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 |
118.10 |
111.12 |
6.98 |
6.0% |
2.60 |
2.2% |
88% |
True |
False |
41,370 |
| 10 |
118.10 |
106.59 |
11.51 |
9.8% |
2.59 |
2.2% |
93% |
True |
False |
43,392 |
| 20 |
118.10 |
98.63 |
19.47 |
16.6% |
3.04 |
2.6% |
96% |
True |
False |
41,258 |
| 40 |
118.10 |
97.46 |
20.64 |
17.6% |
3.23 |
2.8% |
96% |
True |
False |
30,530 |
| 60 |
118.10 |
86.28 |
31.82 |
27.1% |
2.85 |
2.4% |
97% |
True |
False |
22,804 |
| 80 |
118.10 |
85.17 |
32.93 |
28.1% |
2.57 |
2.2% |
97% |
True |
False |
18,354 |
| 100 |
118.10 |
85.12 |
32.98 |
28.1% |
2.53 |
2.2% |
97% |
True |
False |
15,188 |
| 120 |
118.10 |
84.95 |
33.15 |
28.3% |
2.28 |
1.9% |
97% |
True |
False |
12,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.72 |
|
2.618 |
125.88 |
|
1.618 |
122.91 |
|
1.000 |
121.07 |
|
0.618 |
119.94 |
|
HIGH |
118.10 |
|
0.618 |
116.97 |
|
0.500 |
116.62 |
|
0.382 |
116.26 |
|
LOW |
115.13 |
|
0.618 |
113.29 |
|
1.000 |
112.16 |
|
1.618 |
110.32 |
|
2.618 |
107.35 |
|
4.250 |
102.51 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.05 |
116.49 |
| PP |
116.83 |
115.72 |
| S1 |
116.62 |
114.95 |
|