NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.04 |
108.80 |
2.76 |
2.6% |
103.01 |
| High |
108.74 |
108.80 |
0.06 |
0.1% |
106.16 |
| Low |
106.04 |
108.80 |
2.76 |
2.6% |
101.30 |
| Close |
108.79 |
110.17 |
1.38 |
1.3% |
105.82 |
| Range |
2.70 |
0.00 |
-2.70 |
-100.0% |
4.86 |
| ATR |
1.87 |
1.73 |
-0.13 |
-7.1% |
0.00 |
| Volume |
134 |
775 |
641 |
478.4% |
2,980 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.26 |
109.71 |
110.17 |
|
| R3 |
109.26 |
109.71 |
110.17 |
|
| R2 |
109.26 |
109.26 |
110.17 |
|
| R1 |
109.71 |
109.71 |
110.17 |
109.49 |
| PP |
109.26 |
109.26 |
109.26 |
109.14 |
| S1 |
109.71 |
109.71 |
110.17 |
109.49 |
| S2 |
109.26 |
109.26 |
110.17 |
|
| S3 |
109.26 |
109.71 |
110.17 |
|
| S4 |
109.26 |
109.71 |
110.17 |
|
|
| 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 |
108.80 |
104.00 |
4.80 |
4.4% |
1.08 |
1.0% |
129% |
True |
False |
595 |
| 10 |
108.80 |
99.24 |
9.56 |
8.7% |
1.56 |
1.4% |
114% |
True |
False |
646 |
| 20 |
108.80 |
96.69 |
12.11 |
11.0% |
1.37 |
1.2% |
111% |
True |
False |
554 |
| 40 |
108.80 |
95.30 |
13.50 |
12.3% |
0.88 |
0.8% |
110% |
True |
False |
595 |
| 60 |
108.80 |
84.44 |
24.36 |
22.1% |
0.67 |
0.6% |
106% |
True |
False |
651 |
| 80 |
108.80 |
84.44 |
24.36 |
22.1% |
0.52 |
0.5% |
106% |
True |
False |
582 |
| 100 |
108.80 |
83.94 |
24.86 |
22.6% |
0.63 |
0.6% |
106% |
True |
False |
623 |
| 120 |
108.80 |
80.25 |
28.55 |
25.9% |
0.72 |
0.7% |
105% |
True |
False |
621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.80 |
|
2.618 |
108.80 |
|
1.618 |
108.80 |
|
1.000 |
108.80 |
|
0.618 |
108.80 |
|
HIGH |
108.80 |
|
0.618 |
108.80 |
|
0.500 |
108.80 |
|
0.382 |
108.80 |
|
LOW |
108.80 |
|
0.618 |
108.80 |
|
1.000 |
108.80 |
|
1.618 |
108.80 |
|
2.618 |
108.80 |
|
4.250 |
108.80 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.71 |
109.25 |
| PP |
109.26 |
108.34 |
| S1 |
108.80 |
107.42 |
|