NYMEX Light Sweet Crude Oil Future September 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 |
112.34 |
112.61 |
0.27 |
0.2% |
107.45 |
| High |
112.93 |
114.30 |
1.37 |
1.2% |
114.30 |
| Low |
111.92 |
110.90 |
-1.02 |
-0.9% |
107.40 |
| Close |
112.50 |
113.98 |
1.48 |
1.3% |
113.98 |
| Range |
1.01 |
3.40 |
2.39 |
236.6% |
6.90 |
| ATR |
2.67 |
2.72 |
0.05 |
1.9% |
0.00 |
| Volume |
7,108 |
8,335 |
1,227 |
17.3% |
38,161 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.26 |
122.02 |
115.85 |
|
| R3 |
119.86 |
118.62 |
114.92 |
|
| R2 |
116.46 |
116.46 |
114.60 |
|
| R1 |
115.22 |
115.22 |
114.29 |
115.84 |
| PP |
113.06 |
113.06 |
113.06 |
113.37 |
| S1 |
111.82 |
111.82 |
113.67 |
112.44 |
| S2 |
109.66 |
109.66 |
113.36 |
|
| S3 |
106.26 |
108.42 |
113.05 |
|
| S4 |
102.86 |
105.02 |
112.11 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.59 |
130.19 |
117.78 |
|
| R3 |
125.69 |
123.29 |
115.88 |
|
| R2 |
118.79 |
118.79 |
115.25 |
|
| R1 |
116.39 |
116.39 |
114.61 |
117.59 |
| PP |
111.89 |
111.89 |
111.89 |
112.50 |
| S1 |
109.49 |
109.49 |
113.35 |
110.69 |
| S2 |
104.99 |
104.99 |
112.72 |
|
| S3 |
98.09 |
102.59 |
112.08 |
|
| S4 |
91.19 |
95.69 |
110.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.30 |
107.40 |
6.90 |
6.1% |
2.47 |
2.2% |
95% |
True |
False |
7,632 |
| 10 |
114.30 |
104.18 |
10.12 |
8.9% |
2.41 |
2.1% |
97% |
True |
False |
9,011 |
| 20 |
114.30 |
97.44 |
16.86 |
14.8% |
2.79 |
2.5% |
98% |
True |
False |
8,706 |
| 40 |
114.30 |
95.83 |
18.47 |
16.2% |
2.68 |
2.3% |
98% |
True |
False |
7,827 |
| 60 |
114.30 |
86.44 |
27.86 |
24.4% |
2.34 |
2.1% |
99% |
True |
False |
6,205 |
| 80 |
114.30 |
84.70 |
29.60 |
26.0% |
2.03 |
1.8% |
99% |
True |
False |
5,072 |
| 100 |
114.30 |
84.34 |
29.96 |
26.3% |
1.87 |
1.6% |
99% |
True |
False |
4,469 |
| 120 |
114.30 |
84.34 |
29.96 |
26.3% |
1.66 |
1.5% |
99% |
True |
False |
3,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.75 |
|
2.618 |
123.20 |
|
1.618 |
119.80 |
|
1.000 |
117.70 |
|
0.618 |
116.40 |
|
HIGH |
114.30 |
|
0.618 |
113.00 |
|
0.500 |
112.60 |
|
0.382 |
112.20 |
|
LOW |
110.90 |
|
0.618 |
108.80 |
|
1.000 |
107.50 |
|
1.618 |
105.40 |
|
2.618 |
102.00 |
|
4.250 |
96.45 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.52 |
113.38 |
| PP |
113.06 |
112.78 |
| S1 |
112.60 |
112.18 |
|