NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
103.80 |
106.16 |
2.36 |
2.3% |
101.50 |
| High |
106.10 |
106.16 |
0.06 |
0.1% |
102.90 |
| Low |
101.30 |
104.00 |
2.70 |
2.7% |
97.38 |
| Close |
105.47 |
105.34 |
-0.13 |
-0.1% |
101.99 |
| Range |
4.80 |
2.16 |
-2.64 |
-55.0% |
5.52 |
| ATR |
2.00 |
2.01 |
0.01 |
0.6% |
0.00 |
| Volume |
1,340 |
496 |
-844 |
-63.0% |
2,261 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.65 |
110.65 |
106.53 |
|
| R3 |
109.49 |
108.49 |
105.93 |
|
| R2 |
107.33 |
107.33 |
105.74 |
|
| R1 |
106.33 |
106.33 |
105.54 |
105.75 |
| PP |
105.17 |
105.17 |
105.17 |
104.88 |
| S1 |
104.17 |
104.17 |
105.14 |
103.59 |
| S2 |
103.01 |
103.01 |
104.94 |
|
| S3 |
100.85 |
102.01 |
104.75 |
|
| S4 |
98.69 |
99.85 |
104.15 |
|
|
| 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 |
106.16 |
100.96 |
5.20 |
4.9% |
2.14 |
2.0% |
84% |
True |
False |
632 |
| 10 |
106.16 |
97.38 |
8.78 |
8.3% |
2.10 |
2.0% |
91% |
True |
False |
489 |
| 20 |
106.16 |
96.69 |
9.47 |
9.0% |
1.36 |
1.3% |
91% |
True |
False |
571 |
| 40 |
106.16 |
91.25 |
14.91 |
14.2% |
0.84 |
0.8% |
95% |
True |
False |
664 |
| 60 |
106.16 |
84.44 |
21.72 |
20.6% |
0.62 |
0.6% |
96% |
True |
False |
637 |
| 80 |
106.16 |
84.44 |
21.72 |
20.6% |
0.50 |
0.5% |
96% |
True |
False |
569 |
| 100 |
106.16 |
83.94 |
22.22 |
21.1% |
0.65 |
0.6% |
96% |
True |
False |
635 |
| 120 |
106.16 |
78.79 |
27.37 |
26.0% |
0.69 |
0.7% |
97% |
True |
False |
629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.34 |
|
2.618 |
111.81 |
|
1.618 |
109.65 |
|
1.000 |
108.32 |
|
0.618 |
107.49 |
|
HIGH |
106.16 |
|
0.618 |
105.33 |
|
0.500 |
105.08 |
|
0.382 |
104.83 |
|
LOW |
104.00 |
|
0.618 |
102.67 |
|
1.000 |
101.84 |
|
1.618 |
100.51 |
|
2.618 |
98.35 |
|
4.250 |
94.82 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.25 |
104.80 |
| PP |
105.17 |
104.27 |
| S1 |
105.08 |
103.73 |
|