NYMEX Light Sweet Crude Oil Future September 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 |
112.55 |
110.00 |
-2.55 |
-2.3% |
116.10 |
| High |
112.55 |
114.60 |
2.05 |
1.8% |
117.00 |
| Low |
108.40 |
109.84 |
1.44 |
1.3% |
108.40 |
| Close |
110.50 |
114.58 |
4.08 |
3.7% |
114.58 |
| Range |
4.15 |
4.76 |
0.61 |
14.7% |
8.60 |
| ATR |
2.92 |
3.05 |
0.13 |
4.5% |
0.00 |
| Volume |
17,201 |
21,347 |
4,146 |
24.1% |
84,855 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.29 |
125.69 |
117.20 |
|
| R3 |
122.53 |
120.93 |
115.89 |
|
| R2 |
117.77 |
117.77 |
115.45 |
|
| R1 |
116.17 |
116.17 |
115.02 |
116.97 |
| PP |
113.01 |
113.01 |
113.01 |
113.41 |
| S1 |
111.41 |
111.41 |
114.14 |
112.21 |
| S2 |
108.25 |
108.25 |
113.71 |
|
| S3 |
103.49 |
106.65 |
113.27 |
|
| S4 |
98.73 |
101.89 |
111.96 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.13 |
135.45 |
119.31 |
|
| R3 |
130.53 |
126.85 |
116.95 |
|
| R2 |
121.93 |
121.93 |
116.16 |
|
| R1 |
118.25 |
118.25 |
115.37 |
115.79 |
| PP |
113.33 |
113.33 |
113.33 |
112.10 |
| S1 |
109.65 |
109.65 |
113.79 |
107.19 |
| S2 |
104.73 |
104.73 |
113.00 |
|
| S3 |
96.13 |
101.05 |
112.22 |
|
| S4 |
87.53 |
92.45 |
109.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.00 |
108.40 |
8.60 |
7.5% |
3.41 |
3.0% |
72% |
False |
False |
16,971 |
| 10 |
117.00 |
108.40 |
8.60 |
7.5% |
3.17 |
2.8% |
72% |
False |
False |
14,045 |
| 20 |
117.00 |
104.18 |
12.82 |
11.2% |
2.79 |
2.4% |
81% |
False |
False |
11,528 |
| 40 |
117.00 |
96.72 |
20.28 |
17.7% |
2.95 |
2.6% |
88% |
False |
False |
9,923 |
| 60 |
117.00 |
88.59 |
28.41 |
24.8% |
2.63 |
2.3% |
91% |
False |
False |
8,195 |
| 80 |
117.00 |
84.70 |
32.30 |
28.2% |
2.31 |
2.0% |
93% |
False |
False |
6,634 |
| 100 |
117.00 |
84.70 |
32.30 |
28.2% |
2.05 |
1.8% |
93% |
False |
False |
5,700 |
| 120 |
117.00 |
84.34 |
32.66 |
28.5% |
1.88 |
1.6% |
93% |
False |
False |
4,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.83 |
|
2.618 |
127.06 |
|
1.618 |
122.30 |
|
1.000 |
119.36 |
|
0.618 |
117.54 |
|
HIGH |
114.60 |
|
0.618 |
112.78 |
|
0.500 |
112.22 |
|
0.382 |
111.66 |
|
LOW |
109.84 |
|
0.618 |
106.90 |
|
1.000 |
105.08 |
|
1.618 |
102.14 |
|
2.618 |
97.38 |
|
4.250 |
89.61 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.79 |
113.55 |
| PP |
113.01 |
112.53 |
| S1 |
112.22 |
111.50 |
|