NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
116.10 |
116.10 |
0.00 |
0.0% |
114.06 |
| High |
117.00 |
116.10 |
-0.90 |
-0.8% |
116.70 |
| Low |
115.35 |
112.91 |
-2.44 |
-2.1% |
112.20 |
| Close |
116.18 |
113.37 |
-2.81 |
-2.4% |
115.77 |
| Range |
1.65 |
3.19 |
1.54 |
93.3% |
4.50 |
| ATR |
2.75 |
2.79 |
0.04 |
1.3% |
0.00 |
| Volume |
20,661 |
10,794 |
-9,867 |
-47.8% |
55,596 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.70 |
121.72 |
115.12 |
|
| R3 |
120.51 |
118.53 |
114.25 |
|
| R2 |
117.32 |
117.32 |
113.95 |
|
| R1 |
115.34 |
115.34 |
113.66 |
114.74 |
| PP |
114.13 |
114.13 |
114.13 |
113.82 |
| S1 |
112.15 |
112.15 |
113.08 |
111.55 |
| S2 |
110.94 |
110.94 |
112.79 |
|
| S3 |
107.75 |
108.96 |
112.49 |
|
| S4 |
104.56 |
105.77 |
111.62 |
|
|
| 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 |
4.2% |
3.00 |
2.6% |
24% |
False |
False |
14,359 |
| 10 |
117.00 |
110.05 |
6.95 |
6.1% |
2.64 |
2.3% |
48% |
False |
False |
11,314 |
| 20 |
117.00 |
98.00 |
19.00 |
16.8% |
2.65 |
2.3% |
81% |
False |
False |
10,215 |
| 40 |
117.00 |
96.72 |
20.28 |
17.9% |
2.88 |
2.5% |
82% |
False |
False |
9,051 |
| 60 |
117.00 |
86.44 |
30.56 |
27.0% |
2.49 |
2.2% |
88% |
False |
False |
7,392 |
| 80 |
117.00 |
84.70 |
32.30 |
28.5% |
2.20 |
1.9% |
89% |
False |
False |
6,015 |
| 100 |
117.00 |
84.34 |
32.66 |
28.8% |
1.99 |
1.8% |
89% |
False |
False |
5,222 |
| 120 |
117.00 |
84.34 |
32.66 |
28.8% |
1.79 |
1.6% |
89% |
False |
False |
4,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.66 |
|
2.618 |
124.45 |
|
1.618 |
121.26 |
|
1.000 |
119.29 |
|
0.618 |
118.07 |
|
HIGH |
116.10 |
|
0.618 |
114.88 |
|
0.500 |
114.51 |
|
0.382 |
114.13 |
|
LOW |
112.91 |
|
0.618 |
110.94 |
|
1.000 |
109.72 |
|
1.618 |
107.75 |
|
2.618 |
104.56 |
|
4.250 |
99.35 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.51 |
114.67 |
| PP |
114.13 |
114.24 |
| S1 |
113.75 |
113.80 |
|