NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.79 |
117.43 |
1.64 |
1.4% |
109.05 |
| High |
118.10 |
117.80 |
-0.30 |
-0.3% |
115.71 |
| Low |
115.13 |
115.73 |
0.60 |
0.5% |
108.45 |
| Close |
117.26 |
117.59 |
0.33 |
0.3% |
115.41 |
| Range |
2.97 |
2.07 |
-0.90 |
-30.3% |
7.26 |
| ATR |
2.96 |
2.90 |
-0.06 |
-2.2% |
0.00 |
| Volume |
38,732 |
59,429 |
20,697 |
53.4% |
206,473 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.25 |
122.49 |
118.73 |
|
| R3 |
121.18 |
120.42 |
118.16 |
|
| R2 |
119.11 |
119.11 |
117.97 |
|
| R1 |
118.35 |
118.35 |
117.78 |
118.73 |
| PP |
117.04 |
117.04 |
117.04 |
117.23 |
| S1 |
116.28 |
116.28 |
117.40 |
116.66 |
| S2 |
114.97 |
114.97 |
117.21 |
|
| S3 |
112.90 |
114.21 |
117.02 |
|
| S4 |
110.83 |
112.14 |
116.45 |
|
|
| 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 |
111.80 |
6.30 |
5.4% |
2.44 |
2.1% |
92% |
False |
False |
45,084 |
| 10 |
118.10 |
107.49 |
10.61 |
9.0% |
2.42 |
2.1% |
95% |
False |
False |
44,681 |
| 20 |
118.10 |
98.63 |
19.47 |
16.6% |
2.86 |
2.4% |
97% |
False |
False |
42,370 |
| 40 |
118.10 |
97.51 |
20.59 |
17.5% |
3.22 |
2.7% |
98% |
False |
False |
31,740 |
| 60 |
118.10 |
86.28 |
31.82 |
27.1% |
2.85 |
2.4% |
98% |
False |
False |
23,425 |
| 80 |
118.10 |
85.17 |
32.93 |
28.0% |
2.58 |
2.2% |
98% |
False |
False |
19,073 |
| 100 |
118.10 |
85.12 |
32.98 |
28.0% |
2.52 |
2.1% |
98% |
False |
False |
15,766 |
| 120 |
118.10 |
85.12 |
32.98 |
28.0% |
2.28 |
1.9% |
98% |
False |
False |
13,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.60 |
|
2.618 |
123.22 |
|
1.618 |
121.15 |
|
1.000 |
119.87 |
|
0.618 |
119.08 |
|
HIGH |
117.80 |
|
0.618 |
117.01 |
|
0.500 |
116.77 |
|
0.382 |
116.52 |
|
LOW |
115.73 |
|
0.618 |
114.45 |
|
1.000 |
113.66 |
|
1.618 |
112.38 |
|
2.618 |
110.31 |
|
4.250 |
106.93 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.32 |
117.12 |
| PP |
117.04 |
116.65 |
| S1 |
116.77 |
116.18 |
|