NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117.26 |
115.05 |
-2.21 |
-1.9% |
115.41 |
| High |
117.58 |
118.45 |
0.87 |
0.7% |
118.45 |
| Low |
113.47 |
113.69 |
0.22 |
0.2% |
113.47 |
| Close |
115.22 |
117.53 |
2.31 |
2.0% |
117.53 |
| Range |
4.11 |
4.76 |
0.65 |
15.8% |
4.98 |
| ATR |
2.99 |
3.11 |
0.13 |
4.2% |
0.00 |
| Volume |
65,899 |
91,281 |
25,382 |
38.5% |
292,911 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.84 |
128.94 |
120.15 |
|
| R3 |
126.08 |
124.18 |
118.84 |
|
| R2 |
121.32 |
121.32 |
118.40 |
|
| R1 |
119.42 |
119.42 |
117.97 |
120.37 |
| PP |
116.56 |
116.56 |
116.56 |
117.03 |
| S1 |
114.66 |
114.66 |
117.09 |
115.61 |
| S2 |
111.80 |
111.80 |
116.66 |
|
| S3 |
107.04 |
109.90 |
116.22 |
|
| S4 |
102.28 |
105.14 |
114.91 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.42 |
129.46 |
120.27 |
|
| R3 |
126.44 |
124.48 |
118.90 |
|
| R2 |
121.46 |
121.46 |
118.44 |
|
| R1 |
119.50 |
119.50 |
117.99 |
120.48 |
| PP |
116.48 |
116.48 |
116.48 |
116.98 |
| S1 |
114.52 |
114.52 |
117.07 |
115.50 |
| S2 |
111.50 |
111.50 |
116.62 |
|
| S3 |
106.52 |
109.54 |
116.16 |
|
| S4 |
101.54 |
104.56 |
114.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.45 |
113.47 |
4.98 |
4.2% |
3.17 |
2.7% |
82% |
True |
False |
58,582 |
| 10 |
118.45 |
108.45 |
10.00 |
8.5% |
2.82 |
2.4% |
91% |
True |
False |
49,938 |
| 20 |
118.45 |
98.63 |
19.82 |
16.9% |
3.05 |
2.6% |
95% |
True |
False |
45,460 |
| 40 |
118.45 |
97.51 |
20.94 |
17.8% |
3.29 |
2.8% |
96% |
True |
False |
35,164 |
| 60 |
118.45 |
86.28 |
32.17 |
27.4% |
2.96 |
2.5% |
97% |
True |
False |
25,881 |
| 80 |
118.45 |
85.17 |
33.28 |
28.3% |
2.66 |
2.3% |
97% |
True |
False |
20,884 |
| 100 |
118.45 |
85.12 |
33.33 |
28.4% |
2.59 |
2.2% |
97% |
True |
False |
17,292 |
| 120 |
118.45 |
85.12 |
33.33 |
28.4% |
2.33 |
2.0% |
97% |
True |
False |
14,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.68 |
|
2.618 |
130.91 |
|
1.618 |
126.15 |
|
1.000 |
123.21 |
|
0.618 |
121.39 |
|
HIGH |
118.45 |
|
0.618 |
116.63 |
|
0.500 |
116.07 |
|
0.382 |
115.51 |
|
LOW |
113.69 |
|
0.618 |
110.75 |
|
1.000 |
108.93 |
|
1.618 |
105.99 |
|
2.618 |
101.23 |
|
4.250 |
93.46 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.04 |
117.01 |
| PP |
116.56 |
116.48 |
| S1 |
116.07 |
115.96 |
|