NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.98 |
113.23 |
0.25 |
0.2% |
108.07 |
| High |
113.63 |
114.95 |
1.32 |
1.2% |
114.95 |
| Low |
112.45 |
111.42 |
-1.03 |
-0.9% |
107.90 |
| Close |
113.14 |
114.66 |
1.52 |
1.3% |
114.66 |
| Range |
1.18 |
3.53 |
2.35 |
199.2% |
7.05 |
| ATR |
2.71 |
2.77 |
0.06 |
2.2% |
0.00 |
| Volume |
14,373 |
12,331 |
-2,042 |
-14.2% |
63,153 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.27 |
122.99 |
116.60 |
|
| R3 |
120.74 |
119.46 |
115.63 |
|
| R2 |
117.21 |
117.21 |
115.31 |
|
| R1 |
115.93 |
115.93 |
114.98 |
116.57 |
| PP |
113.68 |
113.68 |
113.68 |
114.00 |
| S1 |
112.40 |
112.40 |
114.34 |
113.04 |
| S2 |
110.15 |
110.15 |
114.01 |
|
| S3 |
106.62 |
108.87 |
113.69 |
|
| S4 |
103.09 |
105.34 |
112.72 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.65 |
131.21 |
118.54 |
|
| R3 |
126.60 |
124.16 |
116.60 |
|
| R2 |
119.55 |
119.55 |
115.95 |
|
| R1 |
117.11 |
117.11 |
115.31 |
118.33 |
| PP |
112.50 |
112.50 |
112.50 |
113.12 |
| S1 |
110.06 |
110.06 |
114.01 |
111.28 |
| S2 |
105.45 |
105.45 |
113.37 |
|
| S3 |
98.40 |
103.01 |
112.72 |
|
| S4 |
91.35 |
95.96 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.95 |
107.90 |
7.05 |
6.1% |
2.29 |
2.0% |
96% |
True |
False |
12,630 |
| 10 |
114.95 |
104.24 |
10.71 |
9.3% |
2.41 |
2.1% |
97% |
True |
False |
13,205 |
| 20 |
114.95 |
98.05 |
16.90 |
14.7% |
2.81 |
2.4% |
98% |
True |
False |
12,700 |
| 40 |
114.95 |
95.99 |
18.96 |
16.5% |
2.85 |
2.5% |
98% |
True |
False |
10,300 |
| 60 |
114.95 |
86.15 |
28.80 |
25.1% |
2.50 |
2.2% |
99% |
True |
False |
8,073 |
| 80 |
114.95 |
84.33 |
30.62 |
26.7% |
2.23 |
1.9% |
99% |
True |
False |
6,689 |
| 100 |
114.95 |
84.33 |
30.62 |
26.7% |
2.04 |
1.8% |
99% |
True |
False |
5,617 |
| 120 |
114.95 |
84.33 |
30.62 |
26.7% |
1.79 |
1.6% |
99% |
True |
False |
4,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.95 |
|
2.618 |
124.19 |
|
1.618 |
120.66 |
|
1.000 |
118.48 |
|
0.618 |
117.13 |
|
HIGH |
114.95 |
|
0.618 |
113.60 |
|
0.500 |
113.19 |
|
0.382 |
112.77 |
|
LOW |
111.42 |
|
0.618 |
109.24 |
|
1.000 |
107.89 |
|
1.618 |
105.71 |
|
2.618 |
102.18 |
|
4.250 |
96.42 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.17 |
114.01 |
| PP |
113.68 |
113.36 |
| S1 |
113.19 |
112.71 |
|