NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
108.80 |
110.30 |
1.50 |
1.4% |
103.01 |
| High |
108.80 |
110.54 |
1.74 |
1.6% |
106.16 |
| Low |
108.80 |
109.90 |
1.10 |
1.0% |
101.30 |
| Close |
110.17 |
110.36 |
0.19 |
0.2% |
105.82 |
| Range |
0.00 |
0.64 |
0.64 |
|
4.86 |
| ATR |
1.73 |
1.66 |
-0.08 |
-4.5% |
0.00 |
| Volume |
775 |
383 |
-392 |
-50.6% |
2,980 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
111.91 |
110.71 |
|
| R3 |
111.55 |
111.27 |
110.54 |
|
| R2 |
110.91 |
110.91 |
110.48 |
|
| R1 |
110.63 |
110.63 |
110.42 |
110.77 |
| PP |
110.27 |
110.27 |
110.27 |
110.34 |
| S1 |
109.99 |
109.99 |
110.30 |
110.13 |
| S2 |
109.63 |
109.63 |
110.24 |
|
| S3 |
108.99 |
109.35 |
110.18 |
|
| S4 |
108.35 |
108.71 |
110.01 |
|
|
| 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 |
110.54 |
105.06 |
5.48 |
5.0% |
0.77 |
0.7% |
97% |
True |
False |
573 |
| 10 |
110.54 |
100.96 |
9.58 |
8.7% |
1.46 |
1.3% |
98% |
True |
False |
602 |
| 20 |
110.54 |
96.69 |
13.85 |
12.5% |
1.38 |
1.3% |
99% |
True |
False |
488 |
| 40 |
110.54 |
95.30 |
15.24 |
13.8% |
0.87 |
0.8% |
99% |
True |
False |
602 |
| 60 |
110.54 |
84.44 |
26.10 |
23.6% |
0.68 |
0.6% |
99% |
True |
False |
656 |
| 80 |
110.54 |
84.44 |
26.10 |
23.6% |
0.53 |
0.5% |
99% |
True |
False |
572 |
| 100 |
110.54 |
83.94 |
26.60 |
24.1% |
0.64 |
0.6% |
99% |
True |
False |
611 |
| 120 |
110.54 |
82.46 |
28.08 |
25.4% |
0.72 |
0.7% |
99% |
True |
False |
623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.26 |
|
2.618 |
112.22 |
|
1.618 |
111.58 |
|
1.000 |
111.18 |
|
0.618 |
110.94 |
|
HIGH |
110.54 |
|
0.618 |
110.30 |
|
0.500 |
110.22 |
|
0.382 |
110.14 |
|
LOW |
109.90 |
|
0.618 |
109.50 |
|
1.000 |
109.26 |
|
1.618 |
108.86 |
|
2.618 |
108.22 |
|
4.250 |
107.18 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.31 |
109.67 |
| PP |
110.27 |
108.98 |
| S1 |
110.22 |
108.29 |
|