NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
118.40 |
117.78 |
-0.62 |
-0.5% |
115.41 |
| High |
118.65 |
117.78 |
-0.87 |
-0.7% |
118.45 |
| Low |
117.14 |
114.16 |
-2.98 |
-2.5% |
113.47 |
| Close |
117.82 |
114.82 |
-3.00 |
-2.5% |
117.53 |
| Range |
1.51 |
3.62 |
2.11 |
139.7% |
4.98 |
| ATR |
3.00 |
3.05 |
0.05 |
1.6% |
0.00 |
| Volume |
97,132 |
70,329 |
-26,803 |
-27.6% |
292,911 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.45 |
124.25 |
116.81 |
|
| R3 |
122.83 |
120.63 |
115.82 |
|
| R2 |
119.21 |
119.21 |
115.48 |
|
| R1 |
117.01 |
117.01 |
115.15 |
116.30 |
| PP |
115.59 |
115.59 |
115.59 |
115.23 |
| S1 |
113.39 |
113.39 |
114.49 |
112.68 |
| S2 |
111.97 |
111.97 |
114.16 |
|
| S3 |
108.35 |
109.77 |
113.82 |
|
| S4 |
104.73 |
106.15 |
112.83 |
|
|
| 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 |
4.5% |
3.21 |
2.8% |
26% |
False |
False |
76,814 |
| 10 |
118.65 |
111.12 |
7.53 |
6.6% |
2.91 |
2.5% |
49% |
False |
False |
59,092 |
| 20 |
118.65 |
98.85 |
19.80 |
17.2% |
2.86 |
2.5% |
81% |
False |
False |
50,592 |
| 40 |
118.65 |
97.51 |
21.14 |
18.4% |
3.32 |
2.9% |
82% |
False |
False |
38,791 |
| 60 |
118.65 |
86.28 |
32.37 |
28.2% |
2.97 |
2.6% |
88% |
False |
False |
28,520 |
| 80 |
118.65 |
85.17 |
33.48 |
29.2% |
2.69 |
2.3% |
89% |
False |
False |
22,865 |
| 100 |
118.65 |
85.12 |
33.53 |
29.2% |
2.61 |
2.3% |
89% |
False |
False |
18,911 |
| 120 |
118.65 |
85.12 |
33.53 |
29.2% |
2.36 |
2.1% |
89% |
False |
False |
16,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.17 |
|
2.618 |
127.26 |
|
1.618 |
123.64 |
|
1.000 |
121.40 |
|
0.618 |
120.02 |
|
HIGH |
117.78 |
|
0.618 |
116.40 |
|
0.500 |
115.97 |
|
0.382 |
115.54 |
|
LOW |
114.16 |
|
0.618 |
111.92 |
|
1.000 |
110.54 |
|
1.618 |
108.30 |
|
2.618 |
104.68 |
|
4.250 |
98.78 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.97 |
116.17 |
| PP |
115.59 |
115.72 |
| S1 |
115.20 |
115.27 |
|