NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.67 |
114.02 |
-2.65 |
-2.3% |
114.75 |
| High |
116.83 |
117.46 |
0.63 |
0.5% |
117.46 |
| Low |
112.81 |
112.96 |
0.15 |
0.1% |
112.81 |
| Close |
114.45 |
116.57 |
2.12 |
1.9% |
116.57 |
| Range |
4.02 |
4.50 |
0.48 |
11.9% |
4.65 |
| ATR |
2.77 |
2.89 |
0.12 |
4.5% |
0.00 |
| Volume |
18,335 |
27,969 |
9,634 |
52.5% |
98,441 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.16 |
127.37 |
119.05 |
|
| R3 |
124.66 |
122.87 |
117.81 |
|
| R2 |
120.16 |
120.16 |
117.40 |
|
| R1 |
118.37 |
118.37 |
116.98 |
119.27 |
| PP |
115.66 |
115.66 |
115.66 |
116.11 |
| S1 |
113.87 |
113.87 |
116.16 |
114.77 |
| S2 |
111.16 |
111.16 |
115.75 |
|
| S3 |
106.66 |
109.37 |
115.33 |
|
| S4 |
102.16 |
104.87 |
114.10 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.56 |
127.72 |
119.13 |
|
| R3 |
124.91 |
123.07 |
117.85 |
|
| R2 |
120.26 |
120.26 |
117.42 |
|
| R1 |
118.42 |
118.42 |
117.00 |
119.34 |
| PP |
115.61 |
115.61 |
115.61 |
116.08 |
| S1 |
113.77 |
113.77 |
116.14 |
114.69 |
| S2 |
110.96 |
110.96 |
115.72 |
|
| S3 |
106.31 |
109.12 |
115.29 |
|
| S4 |
101.66 |
104.47 |
114.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.46 |
112.81 |
4.65 |
4.0% |
3.06 |
2.6% |
81% |
True |
False |
19,688 |
| 10 |
117.46 |
107.90 |
9.56 |
8.2% |
2.68 |
2.3% |
91% |
True |
False |
16,159 |
| 20 |
117.46 |
98.20 |
19.26 |
16.5% |
2.95 |
2.5% |
95% |
True |
False |
14,589 |
| 40 |
117.46 |
97.33 |
20.13 |
17.3% |
2.97 |
2.5% |
96% |
True |
False |
12,108 |
| 60 |
117.46 |
86.15 |
31.31 |
26.9% |
2.61 |
2.2% |
97% |
True |
False |
9,309 |
| 80 |
117.46 |
84.33 |
33.13 |
28.4% |
2.36 |
2.0% |
97% |
True |
False |
7,775 |
| 100 |
117.46 |
84.33 |
33.13 |
28.4% |
2.13 |
1.8% |
97% |
True |
False |
6,566 |
| 120 |
117.46 |
84.33 |
33.13 |
28.4% |
1.92 |
1.6% |
97% |
True |
False |
5,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.59 |
|
2.618 |
129.24 |
|
1.618 |
124.74 |
|
1.000 |
121.96 |
|
0.618 |
120.24 |
|
HIGH |
117.46 |
|
0.618 |
115.74 |
|
0.500 |
115.21 |
|
0.382 |
114.68 |
|
LOW |
112.96 |
|
0.618 |
110.18 |
|
1.000 |
108.46 |
|
1.618 |
105.68 |
|
2.618 |
101.18 |
|
4.250 |
93.84 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.12 |
116.09 |
| PP |
115.66 |
115.61 |
| S1 |
115.21 |
115.14 |
|