NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.04 |
106.04 |
0.00 |
0.0% |
103.01 |
| High |
106.56 |
108.74 |
2.18 |
2.0% |
106.16 |
| Low |
106.04 |
106.04 |
0.00 |
0.0% |
101.30 |
| Close |
106.84 |
108.79 |
1.95 |
1.8% |
105.82 |
| Range |
0.52 |
2.70 |
2.18 |
419.2% |
4.86 |
| ATR |
1.80 |
1.87 |
0.06 |
3.6% |
0.00 |
| Volume |
971 |
134 |
-837 |
-86.2% |
2,980 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.96 |
115.07 |
110.28 |
|
| R3 |
113.26 |
112.37 |
109.53 |
|
| R2 |
110.56 |
110.56 |
109.29 |
|
| R1 |
109.67 |
109.67 |
109.04 |
110.12 |
| PP |
107.86 |
107.86 |
107.86 |
108.08 |
| S1 |
106.97 |
106.97 |
108.54 |
107.42 |
| S2 |
105.16 |
105.16 |
108.30 |
|
| S3 |
102.46 |
104.27 |
108.05 |
|
| S4 |
99.76 |
101.57 |
107.31 |
|
|
| 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 |
108.74 |
101.30 |
7.44 |
6.8% |
2.04 |
1.9% |
101% |
True |
False |
708 |
| 10 |
108.74 |
97.38 |
11.36 |
10.4% |
2.11 |
1.9% |
100% |
True |
False |
586 |
| 20 |
108.74 |
96.69 |
12.05 |
11.1% |
1.47 |
1.3% |
100% |
True |
False |
547 |
| 40 |
108.74 |
95.30 |
13.44 |
12.4% |
0.89 |
0.8% |
100% |
True |
False |
595 |
| 60 |
108.74 |
84.44 |
24.30 |
22.3% |
0.67 |
0.6% |
100% |
True |
False |
655 |
| 80 |
108.74 |
84.44 |
24.30 |
22.3% |
0.52 |
0.5% |
100% |
True |
False |
576 |
| 100 |
108.74 |
83.94 |
24.80 |
22.8% |
0.63 |
0.6% |
100% |
True |
False |
631 |
| 120 |
108.74 |
79.93 |
28.81 |
26.5% |
0.72 |
0.7% |
100% |
True |
False |
635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.22 |
|
2.618 |
115.81 |
|
1.618 |
113.11 |
|
1.000 |
111.44 |
|
0.618 |
110.41 |
|
HIGH |
108.74 |
|
0.618 |
107.71 |
|
0.500 |
107.39 |
|
0.382 |
107.07 |
|
LOW |
106.04 |
|
0.618 |
104.37 |
|
1.000 |
103.34 |
|
1.618 |
101.67 |
|
2.618 |
98.97 |
|
4.250 |
94.57 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.32 |
108.16 |
| PP |
107.86 |
107.53 |
| S1 |
107.39 |
106.90 |
|