NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
117.78 |
114.56 |
-3.22 |
-2.7% |
115.41 |
| High |
117.78 |
115.93 |
-1.85 |
-1.6% |
118.45 |
| Low |
114.16 |
112.58 |
-1.58 |
-1.4% |
113.47 |
| Close |
114.82 |
112.73 |
-2.09 |
-1.8% |
117.53 |
| Range |
3.62 |
3.35 |
-0.27 |
-7.5% |
4.98 |
| ATR |
3.05 |
3.07 |
0.02 |
0.7% |
0.00 |
| Volume |
70,329 |
86,168 |
15,839 |
22.5% |
292,911 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.80 |
121.61 |
114.57 |
|
| R3 |
120.45 |
118.26 |
113.65 |
|
| R2 |
117.10 |
117.10 |
113.34 |
|
| R1 |
114.91 |
114.91 |
113.04 |
114.33 |
| PP |
113.75 |
113.75 |
113.75 |
113.46 |
| S1 |
111.56 |
111.56 |
112.42 |
110.98 |
| S2 |
110.40 |
110.40 |
112.12 |
|
| S3 |
107.05 |
108.21 |
111.81 |
|
| S4 |
103.70 |
104.86 |
110.89 |
|
|
| 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 |
112.58 |
6.07 |
5.4% |
3.47 |
3.1% |
2% |
False |
True |
82,161 |
| 10 |
118.65 |
111.80 |
6.85 |
6.1% |
2.96 |
2.6% |
14% |
False |
False |
63,623 |
| 20 |
118.65 |
102.00 |
16.65 |
14.8% |
2.78 |
2.5% |
64% |
False |
False |
53,176 |
| 40 |
118.65 |
97.58 |
21.07 |
18.7% |
3.30 |
2.9% |
72% |
False |
False |
40,623 |
| 60 |
118.65 |
86.28 |
32.37 |
28.7% |
2.99 |
2.7% |
82% |
False |
False |
29,832 |
| 80 |
118.65 |
85.17 |
33.48 |
29.7% |
2.73 |
2.4% |
82% |
False |
False |
23,885 |
| 100 |
118.65 |
85.12 |
33.53 |
29.7% |
2.58 |
2.3% |
82% |
False |
False |
19,703 |
| 120 |
118.65 |
85.12 |
33.53 |
29.7% |
2.39 |
2.1% |
82% |
False |
False |
16,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.17 |
|
2.618 |
124.70 |
|
1.618 |
121.35 |
|
1.000 |
119.28 |
|
0.618 |
118.00 |
|
HIGH |
115.93 |
|
0.618 |
114.65 |
|
0.500 |
114.26 |
|
0.382 |
113.86 |
|
LOW |
112.58 |
|
0.618 |
110.51 |
|
1.000 |
109.23 |
|
1.618 |
107.16 |
|
2.618 |
103.81 |
|
4.250 |
98.34 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.26 |
115.62 |
| PP |
113.75 |
114.65 |
| S1 |
113.24 |
113.69 |
|