NYMEX Light Sweet Crude Oil Future August 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 |
113.23 |
110.72 |
-2.51 |
-2.2% |
117.39 |
| High |
113.67 |
115.50 |
1.83 |
1.6% |
117.60 |
| Low |
108.95 |
110.42 |
1.47 |
1.3% |
108.95 |
| Close |
111.08 |
115.16 |
4.08 |
3.7% |
115.16 |
| Range |
4.72 |
5.08 |
0.36 |
7.6% |
8.65 |
| ATR |
3.01 |
3.15 |
0.15 |
4.9% |
0.00 |
| Volume |
23,495 |
35,082 |
11,587 |
49.3% |
132,089 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.93 |
127.13 |
117.95 |
|
| R3 |
123.85 |
122.05 |
116.56 |
|
| R2 |
118.77 |
118.77 |
116.09 |
|
| R1 |
116.97 |
116.97 |
115.63 |
117.87 |
| PP |
113.69 |
113.69 |
113.69 |
114.15 |
| S1 |
111.89 |
111.89 |
114.69 |
112.79 |
| S2 |
108.61 |
108.61 |
114.23 |
|
| S3 |
103.53 |
106.81 |
113.76 |
|
| S4 |
98.45 |
101.73 |
112.37 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.85 |
136.16 |
119.92 |
|
| R3 |
131.20 |
127.51 |
117.54 |
|
| R2 |
122.55 |
122.55 |
116.75 |
|
| R1 |
118.86 |
118.86 |
115.95 |
116.38 |
| PP |
113.90 |
113.90 |
113.90 |
112.67 |
| S1 |
110.21 |
110.21 |
114.37 |
107.73 |
| S2 |
105.25 |
105.25 |
113.57 |
|
| S3 |
96.60 |
101.56 |
112.78 |
|
| S4 |
87.95 |
92.91 |
110.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.60 |
108.95 |
8.65 |
7.5% |
3.60 |
3.1% |
72% |
False |
False |
26,417 |
| 10 |
117.60 |
108.95 |
8.65 |
7.5% |
3.33 |
2.9% |
72% |
False |
False |
23,053 |
| 20 |
117.60 |
104.24 |
13.36 |
11.6% |
2.87 |
2.5% |
82% |
False |
False |
18,129 |
| 40 |
117.60 |
97.33 |
20.27 |
17.6% |
3.07 |
2.7% |
88% |
False |
False |
14,563 |
| 60 |
117.60 |
88.30 |
29.30 |
25.4% |
2.77 |
2.4% |
92% |
False |
False |
11,322 |
| 80 |
117.60 |
84.33 |
33.27 |
28.9% |
2.50 |
2.2% |
93% |
False |
False |
9,319 |
| 100 |
117.60 |
84.33 |
33.27 |
28.9% |
2.24 |
1.9% |
93% |
False |
False |
7,767 |
| 120 |
117.60 |
84.33 |
33.27 |
28.9% |
2.06 |
1.8% |
93% |
False |
False |
6,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.09 |
|
2.618 |
128.80 |
|
1.618 |
123.72 |
|
1.000 |
120.58 |
|
0.618 |
118.64 |
|
HIGH |
115.50 |
|
0.618 |
113.56 |
|
0.500 |
112.96 |
|
0.382 |
112.36 |
|
LOW |
110.42 |
|
0.618 |
107.28 |
|
1.000 |
105.34 |
|
1.618 |
102.20 |
|
2.618 |
97.12 |
|
4.250 |
88.83 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.43 |
114.18 |
| PP |
113.69 |
113.20 |
| S1 |
112.96 |
112.23 |
|