NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.26 |
116.10 |
2.84 |
2.5% |
114.06 |
| High |
116.70 |
117.00 |
0.30 |
0.3% |
116.70 |
| Low |
112.34 |
115.35 |
3.01 |
2.7% |
112.20 |
| Close |
115.77 |
116.18 |
0.41 |
0.4% |
115.77 |
| Range |
4.36 |
1.65 |
-2.71 |
-62.2% |
4.50 |
| ATR |
2.84 |
2.75 |
-0.08 |
-3.0% |
0.00 |
| Volume |
15,291 |
20,661 |
5,370 |
35.1% |
55,596 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.13 |
120.30 |
117.09 |
|
| R3 |
119.48 |
118.65 |
116.63 |
|
| R2 |
117.83 |
117.83 |
116.48 |
|
| R1 |
117.00 |
117.00 |
116.33 |
117.42 |
| PP |
116.18 |
116.18 |
116.18 |
116.38 |
| S1 |
115.35 |
115.35 |
116.03 |
115.77 |
| S2 |
114.53 |
114.53 |
115.88 |
|
| S3 |
112.88 |
113.70 |
115.73 |
|
| S4 |
111.23 |
112.05 |
115.27 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.39 |
126.58 |
118.25 |
|
| R3 |
123.89 |
122.08 |
117.01 |
|
| R2 |
119.39 |
119.39 |
116.60 |
|
| R1 |
117.58 |
117.58 |
116.18 |
118.49 |
| PP |
114.89 |
114.89 |
114.89 |
115.34 |
| S1 |
113.08 |
113.08 |
115.36 |
113.99 |
| S2 |
110.39 |
110.39 |
114.95 |
|
| S3 |
105.89 |
108.58 |
114.53 |
|
| S4 |
101.39 |
104.08 |
113.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.00 |
112.20 |
4.80 |
4.1% |
2.94 |
2.5% |
83% |
True |
False |
13,724 |
| 10 |
117.00 |
107.45 |
9.55 |
8.2% |
2.70 |
2.3% |
91% |
True |
False |
10,756 |
| 20 |
117.00 |
97.93 |
19.07 |
16.4% |
2.71 |
2.3% |
96% |
True |
False |
10,188 |
| 40 |
117.00 |
96.72 |
20.28 |
17.5% |
2.83 |
2.4% |
96% |
True |
False |
8,875 |
| 60 |
117.00 |
86.44 |
30.56 |
26.3% |
2.45 |
2.1% |
97% |
True |
False |
7,227 |
| 80 |
117.00 |
84.70 |
32.30 |
27.8% |
2.16 |
1.9% |
97% |
True |
False |
5,904 |
| 100 |
117.00 |
84.34 |
32.66 |
28.1% |
2.00 |
1.7% |
97% |
True |
False |
5,144 |
| 120 |
117.00 |
84.34 |
32.66 |
28.1% |
1.77 |
1.5% |
97% |
True |
False |
4,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.01 |
|
2.618 |
121.32 |
|
1.618 |
119.67 |
|
1.000 |
118.65 |
|
0.618 |
118.02 |
|
HIGH |
117.00 |
|
0.618 |
116.37 |
|
0.500 |
116.18 |
|
0.382 |
115.98 |
|
LOW |
115.35 |
|
0.618 |
114.33 |
|
1.000 |
113.70 |
|
1.618 |
112.68 |
|
2.618 |
111.03 |
|
4.250 |
108.34 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.18 |
115.65 |
| PP |
116.18 |
115.13 |
| S1 |
116.18 |
114.60 |
|