NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 09-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
102.40 |
103.80 |
1.40 |
1.4% |
101.50 |
High |
104.42 |
106.10 |
1.68 |
1.6% |
102.90 |
Low |
102.40 |
101.30 |
-1.10 |
-1.1% |
97.38 |
Close |
103.66 |
105.47 |
1.81 |
1.7% |
101.99 |
Range |
2.02 |
4.80 |
2.78 |
137.6% |
5.52 |
ATR |
1.78 |
2.00 |
0.22 |
12.1% |
0.00 |
Volume |
88 |
1,340 |
1,252 |
1,422.7% |
2,261 |
|
Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.69 |
116.88 |
108.11 |
|
R3 |
113.89 |
112.08 |
106.79 |
|
R2 |
109.09 |
109.09 |
106.35 |
|
R1 |
107.28 |
107.28 |
105.91 |
108.19 |
PP |
104.29 |
104.29 |
104.29 |
104.74 |
S1 |
102.48 |
102.48 |
105.03 |
103.39 |
S2 |
99.49 |
99.49 |
104.59 |
|
S3 |
94.69 |
97.68 |
104.15 |
|
S4 |
89.89 |
92.88 |
102.83 |
|
|
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 |
106.10 |
99.24 |
6.86 |
6.5% |
2.04 |
1.9% |
91% |
True |
False |
696 |
10 |
106.10 |
97.38 |
8.72 |
8.3% |
1.93 |
1.8% |
93% |
True |
False |
513 |
20 |
106.10 |
96.69 |
9.41 |
8.9% |
1.25 |
1.2% |
93% |
True |
False |
609 |
40 |
106.10 |
90.95 |
15.15 |
14.4% |
0.80 |
0.8% |
96% |
True |
False |
656 |
60 |
106.10 |
84.44 |
21.66 |
20.5% |
0.58 |
0.6% |
97% |
True |
False |
636 |
80 |
106.10 |
84.44 |
21.66 |
20.5% |
0.48 |
0.5% |
97% |
True |
False |
566 |
100 |
106.10 |
83.14 |
22.96 |
21.8% |
0.65 |
0.6% |
97% |
True |
False |
640 |
120 |
106.10 |
78.79 |
27.31 |
25.9% |
0.68 |
0.6% |
98% |
True |
False |
627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.50 |
2.618 |
118.67 |
1.618 |
113.87 |
1.000 |
110.90 |
0.618 |
109.07 |
HIGH |
106.10 |
0.618 |
104.27 |
0.500 |
103.70 |
0.382 |
103.13 |
LOW |
101.30 |
0.618 |
98.33 |
1.000 |
96.50 |
1.618 |
93.53 |
2.618 |
88.73 |
4.250 |
80.90 |
|
|
Fisher Pivots for day following 09-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
104.88 |
104.88 |
PP |
104.29 |
104.29 |
S1 |
103.70 |
103.70 |
|