NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
103.01 |
102.40 |
-0.61 |
-0.6% |
101.50 |
High |
104.10 |
104.42 |
0.32 |
0.3% |
102.90 |
Low |
103.01 |
102.40 |
-0.61 |
-0.6% |
97.38 |
Close |
104.37 |
103.66 |
-0.71 |
-0.7% |
101.99 |
Range |
1.09 |
2.02 |
0.93 |
85.3% |
5.52 |
ATR |
1.76 |
1.78 |
0.02 |
1.0% |
0.00 |
Volume |
454 |
88 |
-366 |
-80.6% |
2,261 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.55 |
108.63 |
104.77 |
|
R3 |
107.53 |
106.61 |
104.22 |
|
R2 |
105.51 |
105.51 |
104.03 |
|
R1 |
104.59 |
104.59 |
103.85 |
105.05 |
PP |
103.49 |
103.49 |
103.49 |
103.73 |
S1 |
102.57 |
102.57 |
103.47 |
103.03 |
S2 |
101.47 |
101.47 |
103.29 |
|
S3 |
99.45 |
100.55 |
103.10 |
|
S4 |
97.43 |
98.53 |
102.55 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.32 |
115.17 |
105.03 |
|
R3 |
111.80 |
109.65 |
103.51 |
|
R2 |
106.28 |
106.28 |
103.00 |
|
R1 |
104.13 |
104.13 |
102.50 |
105.21 |
PP |
100.76 |
100.76 |
100.76 |
101.29 |
S1 |
98.61 |
98.61 |
101.48 |
99.69 |
S2 |
95.24 |
95.24 |
100.98 |
|
S3 |
89.72 |
93.09 |
100.47 |
|
S4 |
84.20 |
87.57 |
98.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.42 |
97.38 |
7.04 |
6.8% |
2.19 |
2.1% |
89% |
True |
False |
465 |
10 |
104.42 |
97.38 |
7.04 |
6.8% |
1.50 |
1.4% |
89% |
True |
False |
411 |
20 |
104.42 |
96.69 |
7.73 |
7.5% |
1.05 |
1.0% |
90% |
True |
False |
567 |
40 |
104.42 |
90.95 |
13.47 |
13.0% |
0.69 |
0.7% |
94% |
True |
False |
627 |
60 |
104.42 |
84.44 |
19.98 |
19.3% |
0.50 |
0.5% |
96% |
True |
False |
627 |
80 |
104.42 |
84.44 |
19.98 |
19.3% |
0.44 |
0.4% |
96% |
True |
False |
554 |
100 |
104.42 |
83.14 |
21.28 |
20.5% |
0.62 |
0.6% |
96% |
True |
False |
629 |
120 |
104.42 |
78.37 |
26.05 |
25.1% |
0.64 |
0.6% |
97% |
True |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.01 |
2.618 |
109.71 |
1.618 |
107.69 |
1.000 |
106.44 |
0.618 |
105.67 |
HIGH |
104.42 |
0.618 |
103.65 |
0.500 |
103.41 |
0.382 |
103.17 |
LOW |
102.40 |
0.618 |
101.15 |
1.000 |
100.38 |
1.618 |
99.13 |
2.618 |
97.11 |
4.250 |
93.82 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
103.58 |
103.34 |
PP |
103.49 |
103.01 |
S1 |
103.41 |
102.69 |
|