NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
115.05 |
118.40 |
3.35 |
2.9% |
115.41 |
| High |
118.45 |
118.65 |
0.20 |
0.2% |
118.45 |
| Low |
113.69 |
117.14 |
3.45 |
3.0% |
113.47 |
| Close |
117.53 |
117.82 |
0.29 |
0.2% |
117.53 |
| Range |
4.76 |
1.51 |
-3.25 |
-68.3% |
4.98 |
| ATR |
3.11 |
3.00 |
-0.11 |
-3.7% |
0.00 |
| Volume |
91,281 |
97,132 |
5,851 |
6.4% |
292,911 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.40 |
121.62 |
118.65 |
|
| R3 |
120.89 |
120.11 |
118.24 |
|
| R2 |
119.38 |
119.38 |
118.10 |
|
| R1 |
118.60 |
118.60 |
117.96 |
118.24 |
| PP |
117.87 |
117.87 |
117.87 |
117.69 |
| S1 |
117.09 |
117.09 |
117.68 |
116.73 |
| S2 |
116.36 |
116.36 |
117.54 |
|
| S3 |
114.85 |
115.58 |
117.40 |
|
| S4 |
113.34 |
114.07 |
116.99 |
|
|
| 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 |
118.65 |
113.47 |
5.18 |
4.4% |
3.08 |
2.6% |
84% |
True |
False |
70,494 |
| 10 |
118.65 |
110.56 |
8.09 |
6.9% |
2.76 |
2.3% |
90% |
True |
False |
55,355 |
| 20 |
118.65 |
98.63 |
20.02 |
17.0% |
2.82 |
2.4% |
96% |
True |
False |
48,842 |
| 40 |
118.65 |
97.51 |
21.14 |
17.9% |
3.30 |
2.8% |
96% |
True |
False |
37,297 |
| 60 |
118.65 |
86.28 |
32.37 |
27.5% |
2.94 |
2.5% |
97% |
True |
False |
27,437 |
| 80 |
118.65 |
85.17 |
33.48 |
28.4% |
2.66 |
2.3% |
98% |
True |
False |
22,054 |
| 100 |
118.65 |
85.12 |
33.53 |
28.5% |
2.58 |
2.2% |
98% |
True |
False |
18,241 |
| 120 |
118.65 |
85.12 |
33.53 |
28.5% |
2.34 |
2.0% |
98% |
True |
False |
15,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.07 |
|
2.618 |
122.60 |
|
1.618 |
121.09 |
|
1.000 |
120.16 |
|
0.618 |
119.58 |
|
HIGH |
118.65 |
|
0.618 |
118.07 |
|
0.500 |
117.90 |
|
0.382 |
117.72 |
|
LOW |
117.14 |
|
0.618 |
116.21 |
|
1.000 |
115.63 |
|
1.618 |
114.70 |
|
2.618 |
113.19 |
|
4.250 |
110.72 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.90 |
117.23 |
| PP |
117.87 |
116.65 |
| S1 |
117.85 |
116.06 |
|