NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
105.06 |
106.04 |
0.98 |
0.9% |
103.01 |
| High |
105.06 |
106.56 |
1.50 |
1.4% |
106.16 |
| Low |
105.06 |
106.04 |
0.98 |
0.9% |
101.30 |
| Close |
105.82 |
106.84 |
1.02 |
1.0% |
105.82 |
| Range |
0.00 |
0.52 |
0.52 |
|
4.86 |
| ATR |
1.88 |
1.80 |
-0.08 |
-4.3% |
0.00 |
| Volume |
602 |
971 |
369 |
61.3% |
2,980 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
107.96 |
107.13 |
|
| R3 |
107.52 |
107.44 |
106.98 |
|
| R2 |
107.00 |
107.00 |
106.94 |
|
| R1 |
106.92 |
106.92 |
106.89 |
106.96 |
| PP |
106.48 |
106.48 |
106.48 |
106.50 |
| S1 |
106.40 |
106.40 |
106.79 |
106.44 |
| S2 |
105.96 |
105.96 |
106.74 |
|
| S3 |
105.44 |
105.88 |
106.70 |
|
| S4 |
104.92 |
105.36 |
106.55 |
|
|
| 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 |
106.56 |
101.30 |
5.26 |
4.9% |
1.90 |
1.8% |
105% |
True |
False |
699 |
| 10 |
106.56 |
97.38 |
9.18 |
8.6% |
1.84 |
1.7% |
103% |
True |
False |
590 |
| 20 |
106.56 |
96.69 |
9.87 |
9.2% |
1.33 |
1.2% |
103% |
True |
False |
555 |
| 40 |
106.56 |
92.74 |
13.82 |
12.9% |
0.85 |
0.8% |
102% |
True |
False |
671 |
| 60 |
106.56 |
84.44 |
22.12 |
20.7% |
0.63 |
0.6% |
101% |
True |
False |
655 |
| 80 |
106.56 |
84.44 |
22.12 |
20.7% |
0.51 |
0.5% |
101% |
True |
False |
581 |
| 100 |
106.56 |
83.94 |
22.62 |
21.2% |
0.63 |
0.6% |
101% |
True |
False |
632 |
| 120 |
106.56 |
78.79 |
27.77 |
26.0% |
0.70 |
0.7% |
101% |
True |
False |
638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.77 |
|
2.618 |
107.92 |
|
1.618 |
107.40 |
|
1.000 |
107.08 |
|
0.618 |
106.88 |
|
HIGH |
106.56 |
|
0.618 |
106.36 |
|
0.500 |
106.30 |
|
0.382 |
106.24 |
|
LOW |
106.04 |
|
0.618 |
105.72 |
|
1.000 |
105.52 |
|
1.618 |
105.20 |
|
2.618 |
104.68 |
|
4.250 |
103.83 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.66 |
106.32 |
| PP |
106.48 |
105.80 |
| S1 |
106.30 |
105.28 |
|