NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
106.16 |
105.06 |
-1.10 |
-1.0% |
103.01 |
High |
106.16 |
105.06 |
-1.10 |
-1.0% |
106.16 |
Low |
104.00 |
105.06 |
1.06 |
1.0% |
101.30 |
Close |
105.34 |
105.82 |
0.48 |
0.5% |
105.82 |
Range |
2.16 |
0.00 |
-2.16 |
-100.0% |
4.86 |
ATR |
2.01 |
1.88 |
-0.12 |
-6.1% |
0.00 |
Volume |
496 |
602 |
106 |
21.4% |
2,980 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.31 |
105.57 |
105.82 |
|
R3 |
105.31 |
105.57 |
105.82 |
|
R2 |
105.31 |
105.31 |
105.82 |
|
R1 |
105.57 |
105.57 |
105.82 |
105.44 |
PP |
105.31 |
105.31 |
105.31 |
105.25 |
S1 |
105.57 |
105.57 |
105.82 |
105.44 |
S2 |
105.31 |
105.31 |
105.82 |
|
S3 |
105.31 |
105.57 |
105.82 |
|
S4 |
105.31 |
105.57 |
105.82 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.01 |
117.27 |
108.49 |
|
R3 |
114.15 |
112.41 |
107.16 |
|
R2 |
109.29 |
109.29 |
106.71 |
|
R1 |
107.55 |
107.55 |
106.27 |
108.42 |
PP |
104.43 |
104.43 |
104.43 |
104.86 |
S1 |
102.69 |
102.69 |
105.37 |
103.56 |
S2 |
99.57 |
99.57 |
104.93 |
|
S3 |
94.71 |
97.83 |
104.48 |
|
S4 |
89.85 |
92.97 |
103.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.16 |
101.30 |
4.86 |
4.6% |
2.01 |
1.9% |
93% |
False |
False |
596 |
10 |
106.16 |
97.38 |
8.78 |
8.3% |
2.10 |
2.0% |
96% |
False |
False |
524 |
20 |
106.16 |
96.69 |
9.47 |
8.9% |
1.36 |
1.3% |
96% |
False |
False |
529 |
40 |
106.16 |
92.74 |
13.42 |
12.7% |
0.84 |
0.8% |
97% |
False |
False |
661 |
60 |
106.16 |
84.44 |
21.72 |
20.5% |
0.62 |
0.6% |
98% |
False |
False |
646 |
80 |
106.16 |
84.44 |
21.72 |
20.5% |
0.50 |
0.5% |
98% |
False |
False |
575 |
100 |
106.16 |
83.94 |
22.22 |
21.0% |
0.64 |
0.6% |
98% |
False |
False |
634 |
120 |
106.16 |
78.79 |
27.37 |
25.9% |
0.69 |
0.7% |
99% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.06 |
2.618 |
105.06 |
1.618 |
105.06 |
1.000 |
105.06 |
0.618 |
105.06 |
HIGH |
105.06 |
0.618 |
105.06 |
0.500 |
105.06 |
0.382 |
105.06 |
LOW |
105.06 |
0.618 |
105.06 |
1.000 |
105.06 |
1.618 |
105.06 |
2.618 |
105.06 |
4.250 |
105.06 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
105.57 |
105.12 |
PP |
105.31 |
104.43 |
S1 |
105.06 |
103.73 |
|