NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113.80 |
111.49 |
-2.31 |
-2.0% |
118.40 |
| High |
114.48 |
116.18 |
1.70 |
1.5% |
118.65 |
| Low |
109.59 |
111.10 |
1.51 |
1.4% |
109.59 |
| Close |
111.80 |
115.79 |
3.99 |
3.6% |
115.79 |
| Range |
4.89 |
5.08 |
0.19 |
3.9% |
9.06 |
| ATR |
3.20 |
3.33 |
0.13 |
4.2% |
0.00 |
| Volume |
86,786 |
82,965 |
-3,821 |
-4.4% |
423,380 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.60 |
127.77 |
118.58 |
|
| R3 |
124.52 |
122.69 |
117.19 |
|
| R2 |
119.44 |
119.44 |
116.72 |
|
| R1 |
117.61 |
117.61 |
116.26 |
118.53 |
| PP |
114.36 |
114.36 |
114.36 |
114.81 |
| S1 |
112.53 |
112.53 |
115.32 |
113.45 |
| S2 |
109.28 |
109.28 |
114.86 |
|
| S3 |
104.20 |
107.45 |
114.39 |
|
| S4 |
99.12 |
102.37 |
113.00 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.86 |
137.88 |
120.77 |
|
| R3 |
132.80 |
128.82 |
118.28 |
|
| R2 |
123.74 |
123.74 |
117.45 |
|
| R1 |
119.76 |
119.76 |
116.62 |
117.22 |
| PP |
114.68 |
114.68 |
114.68 |
113.41 |
| S1 |
110.70 |
110.70 |
114.96 |
108.16 |
| S2 |
105.62 |
105.62 |
114.13 |
|
| S3 |
96.56 |
101.64 |
113.30 |
|
| S4 |
87.50 |
92.58 |
110.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.65 |
109.59 |
9.06 |
7.8% |
3.69 |
3.2% |
68% |
False |
False |
84,676 |
| 10 |
118.65 |
109.59 |
9.06 |
7.8% |
3.43 |
3.0% |
68% |
False |
False |
71,629 |
| 20 |
118.65 |
105.11 |
13.54 |
11.7% |
3.01 |
2.6% |
79% |
False |
False |
57,486 |
| 40 |
118.65 |
97.58 |
21.07 |
18.2% |
3.38 |
2.9% |
86% |
False |
False |
43,790 |
| 60 |
118.65 |
86.28 |
32.37 |
28.0% |
3.09 |
2.7% |
91% |
False |
False |
32,537 |
| 80 |
118.65 |
85.17 |
33.48 |
28.9% |
2.78 |
2.4% |
91% |
False |
False |
25,943 |
| 100 |
118.65 |
85.17 |
33.48 |
28.9% |
2.56 |
2.2% |
91% |
False |
False |
21,355 |
| 120 |
118.65 |
85.12 |
33.53 |
29.0% |
2.45 |
2.1% |
91% |
False |
False |
18,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.77 |
|
2.618 |
129.48 |
|
1.618 |
124.40 |
|
1.000 |
121.26 |
|
0.618 |
119.32 |
|
HIGH |
116.18 |
|
0.618 |
114.24 |
|
0.500 |
113.64 |
|
0.382 |
113.04 |
|
LOW |
111.10 |
|
0.618 |
107.96 |
|
1.000 |
106.02 |
|
1.618 |
102.88 |
|
2.618 |
97.80 |
|
4.250 |
89.51 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.07 |
114.82 |
| PP |
114.36 |
113.85 |
| S1 |
113.64 |
112.89 |
|