NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
108.41 |
107.88 |
-0.53 |
-0.5% |
104.25 |
| High |
109.87 |
108.77 |
-1.10 |
-1.0% |
109.87 |
| Low |
106.93 |
107.41 |
0.48 |
0.4% |
104.24 |
| Close |
108.26 |
108.56 |
0.30 |
0.3% |
108.56 |
| Range |
2.94 |
1.36 |
-1.58 |
-53.7% |
5.63 |
| ATR |
3.08 |
2.96 |
-0.12 |
-4.0% |
0.00 |
| Volume |
15,764 |
15,127 |
-637 |
-4.0% |
68,906 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.33 |
111.80 |
109.31 |
|
| R3 |
110.97 |
110.44 |
108.93 |
|
| R2 |
109.61 |
109.61 |
108.81 |
|
| R1 |
109.08 |
109.08 |
108.68 |
109.35 |
| PP |
108.25 |
108.25 |
108.25 |
108.38 |
| S1 |
107.72 |
107.72 |
108.44 |
107.99 |
| S2 |
106.89 |
106.89 |
108.31 |
|
| S3 |
105.53 |
106.36 |
108.19 |
|
| S4 |
104.17 |
105.00 |
107.81 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.45 |
122.13 |
111.66 |
|
| R3 |
118.82 |
116.50 |
110.11 |
|
| R2 |
113.19 |
113.19 |
109.59 |
|
| R1 |
110.87 |
110.87 |
109.08 |
112.03 |
| PP |
107.56 |
107.56 |
107.56 |
108.14 |
| S1 |
105.24 |
105.24 |
108.04 |
106.40 |
| S2 |
101.93 |
101.93 |
107.53 |
|
| S3 |
96.30 |
99.61 |
107.01 |
|
| S4 |
90.67 |
93.98 |
105.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.87 |
104.24 |
5.63 |
5.2% |
2.53 |
2.3% |
77% |
False |
False |
13,781 |
| 10 |
109.87 |
98.20 |
11.67 |
10.7% |
3.22 |
3.0% |
89% |
False |
False |
13,020 |
| 20 |
109.87 |
97.33 |
12.54 |
11.6% |
3.34 |
3.1% |
90% |
False |
False |
11,910 |
| 40 |
109.87 |
93.61 |
16.26 |
15.0% |
2.81 |
2.6% |
92% |
False |
False |
9,182 |
| 60 |
109.87 |
84.33 |
25.54 |
23.5% |
2.47 |
2.3% |
95% |
False |
False |
7,325 |
| 80 |
109.87 |
84.33 |
25.54 |
23.5% |
2.15 |
2.0% |
95% |
False |
False |
5,977 |
| 100 |
109.87 |
84.33 |
25.54 |
23.5% |
2.01 |
1.9% |
95% |
False |
False |
5,018 |
| 120 |
109.87 |
80.08 |
29.79 |
27.4% |
1.70 |
1.6% |
96% |
False |
False |
4,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.55 |
|
2.618 |
112.33 |
|
1.618 |
110.97 |
|
1.000 |
110.13 |
|
0.618 |
109.61 |
|
HIGH |
108.77 |
|
0.618 |
108.25 |
|
0.500 |
108.09 |
|
0.382 |
107.93 |
|
LOW |
107.41 |
|
0.618 |
106.57 |
|
1.000 |
106.05 |
|
1.618 |
105.21 |
|
2.618 |
103.85 |
|
4.250 |
101.63 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.40 |
108.36 |
| PP |
108.25 |
108.16 |
| S1 |
108.09 |
107.96 |
|