NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117.43 |
117.26 |
-0.17 |
-0.1% |
109.05 |
| High |
117.80 |
117.58 |
-0.22 |
-0.2% |
115.71 |
| Low |
115.73 |
113.47 |
-2.26 |
-2.0% |
108.45 |
| Close |
117.59 |
115.22 |
-2.37 |
-2.0% |
115.41 |
| Range |
2.07 |
4.11 |
2.04 |
98.6% |
7.26 |
| ATR |
2.90 |
2.99 |
0.09 |
3.0% |
0.00 |
| Volume |
59,429 |
65,899 |
6,470 |
10.9% |
206,473 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.75 |
125.60 |
117.48 |
|
| R3 |
123.64 |
121.49 |
116.35 |
|
| R2 |
119.53 |
119.53 |
115.97 |
|
| R1 |
117.38 |
117.38 |
115.60 |
116.40 |
| PP |
115.42 |
115.42 |
115.42 |
114.94 |
| S1 |
113.27 |
113.27 |
114.84 |
112.29 |
| S2 |
111.31 |
111.31 |
114.47 |
|
| S3 |
107.20 |
109.16 |
114.09 |
|
| S4 |
103.09 |
105.05 |
112.96 |
|
|
| 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 |
5.5% |
3.00 |
2.6% |
54% |
False |
False |
49,738 |
| 10 |
118.10 |
107.95 |
10.15 |
8.8% |
2.51 |
2.2% |
72% |
False |
False |
46,242 |
| 20 |
118.10 |
98.63 |
19.47 |
16.9% |
2.94 |
2.6% |
85% |
False |
False |
42,984 |
| 40 |
118.10 |
97.51 |
20.59 |
17.9% |
3.27 |
2.8% |
86% |
False |
False |
33,144 |
| 60 |
118.10 |
86.28 |
31.82 |
27.6% |
2.90 |
2.5% |
91% |
False |
False |
24,423 |
| 80 |
118.10 |
85.17 |
32.93 |
28.6% |
2.62 |
2.3% |
91% |
False |
False |
19,783 |
| 100 |
118.10 |
85.12 |
32.98 |
28.6% |
2.55 |
2.2% |
91% |
False |
False |
16,399 |
| 120 |
118.10 |
85.12 |
32.98 |
28.6% |
2.30 |
2.0% |
91% |
False |
False |
13,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.05 |
|
2.618 |
128.34 |
|
1.618 |
124.23 |
|
1.000 |
121.69 |
|
0.618 |
120.12 |
|
HIGH |
117.58 |
|
0.618 |
116.01 |
|
0.500 |
115.53 |
|
0.382 |
115.04 |
|
LOW |
113.47 |
|
0.618 |
110.93 |
|
1.000 |
109.36 |
|
1.618 |
106.82 |
|
2.618 |
102.71 |
|
4.250 |
96.00 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.53 |
115.79 |
| PP |
115.42 |
115.60 |
| S1 |
115.32 |
115.41 |
|