NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.70 |
116.67 |
-0.03 |
0.0% |
108.07 |
| High |
117.05 |
116.83 |
-0.22 |
-0.2% |
114.95 |
| Low |
115.03 |
112.81 |
-2.22 |
-1.9% |
107.90 |
| Close |
116.89 |
114.45 |
-2.44 |
-2.1% |
114.66 |
| Range |
2.02 |
4.02 |
2.00 |
99.0% |
7.05 |
| ATR |
2.67 |
2.77 |
0.10 |
3.8% |
0.00 |
| Volume |
23,866 |
18,335 |
-5,531 |
-23.2% |
63,153 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.76 |
124.62 |
116.66 |
|
| R3 |
122.74 |
120.60 |
115.56 |
|
| R2 |
118.72 |
118.72 |
115.19 |
|
| R1 |
116.58 |
116.58 |
114.82 |
115.64 |
| PP |
114.70 |
114.70 |
114.70 |
114.23 |
| S1 |
112.56 |
112.56 |
114.08 |
111.62 |
| S2 |
110.68 |
110.68 |
113.71 |
|
| S3 |
106.66 |
108.54 |
113.34 |
|
| S4 |
102.64 |
104.52 |
112.24 |
|
|
| 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 |
117.27 |
111.42 |
5.85 |
5.1% |
2.86 |
2.5% |
52% |
False |
False |
16,560 |
| 10 |
117.27 |
107.41 |
9.86 |
8.6% |
2.36 |
2.1% |
71% |
False |
False |
14,875 |
| 20 |
117.27 |
98.20 |
19.07 |
16.7% |
2.84 |
2.5% |
85% |
False |
False |
13,875 |
| 40 |
117.27 |
97.33 |
19.94 |
17.4% |
2.94 |
2.6% |
86% |
False |
False |
11,544 |
| 60 |
117.27 |
86.15 |
31.12 |
27.2% |
2.57 |
2.2% |
91% |
False |
False |
8,866 |
| 80 |
117.27 |
84.33 |
32.94 |
28.8% |
2.33 |
2.0% |
91% |
False |
False |
7,464 |
| 100 |
117.27 |
84.33 |
32.94 |
28.8% |
2.10 |
1.8% |
91% |
False |
False |
6,290 |
| 120 |
117.27 |
84.33 |
32.94 |
28.8% |
1.88 |
1.6% |
91% |
False |
False |
5,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.92 |
|
2.618 |
127.35 |
|
1.618 |
123.33 |
|
1.000 |
120.85 |
|
0.618 |
119.31 |
|
HIGH |
116.83 |
|
0.618 |
115.29 |
|
0.500 |
114.82 |
|
0.382 |
114.35 |
|
LOW |
112.81 |
|
0.618 |
110.33 |
|
1.000 |
108.79 |
|
1.618 |
106.31 |
|
2.618 |
102.29 |
|
4.250 |
95.73 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.82 |
115.04 |
| PP |
114.70 |
114.84 |
| S1 |
114.57 |
114.65 |
|