NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.30 |
112.23 |
-0.07 |
-0.1% |
106.04 |
| High |
112.30 |
113.52 |
1.22 |
1.1% |
112.10 |
| Low |
112.30 |
112.23 |
-0.07 |
-0.1% |
106.04 |
| Close |
112.28 |
113.68 |
1.40 |
1.2% |
111.74 |
| Range |
0.00 |
1.29 |
1.29 |
|
6.06 |
| ATR |
1.58 |
1.56 |
-0.02 |
-1.3% |
0.00 |
| Volume |
173 |
217 |
44 |
25.4% |
3,169 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.01 |
116.64 |
114.39 |
|
| R3 |
115.72 |
115.35 |
114.03 |
|
| R2 |
114.43 |
114.43 |
113.92 |
|
| R1 |
114.06 |
114.06 |
113.80 |
114.25 |
| PP |
113.14 |
113.14 |
113.14 |
113.24 |
| S1 |
112.77 |
112.77 |
113.56 |
112.96 |
| S2 |
111.85 |
111.85 |
113.44 |
|
| S3 |
110.56 |
111.48 |
113.33 |
|
| S4 |
109.27 |
110.19 |
112.97 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.14 |
126.00 |
115.07 |
|
| R3 |
122.08 |
119.94 |
113.41 |
|
| R2 |
116.02 |
116.02 |
112.85 |
|
| R1 |
113.88 |
113.88 |
112.30 |
114.95 |
| PP |
109.96 |
109.96 |
109.96 |
110.50 |
| S1 |
107.82 |
107.82 |
111.18 |
108.89 |
| S2 |
103.90 |
103.90 |
110.63 |
|
| S3 |
97.84 |
101.76 |
110.07 |
|
| S4 |
91.78 |
95.70 |
108.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.52 |
108.80 |
4.72 |
4.2% |
0.58 |
0.5% |
103% |
True |
False |
490 |
| 10 |
113.52 |
101.30 |
12.22 |
10.7% |
1.31 |
1.2% |
101% |
True |
False |
599 |
| 20 |
113.52 |
97.38 |
16.14 |
14.2% |
1.40 |
1.2% |
101% |
True |
False |
505 |
| 40 |
113.52 |
96.69 |
16.83 |
14.8% |
0.91 |
0.8% |
101% |
True |
False |
591 |
| 60 |
113.52 |
86.00 |
27.52 |
24.2% |
0.71 |
0.6% |
101% |
True |
False |
645 |
| 80 |
113.52 |
84.44 |
29.08 |
25.6% |
0.56 |
0.5% |
101% |
True |
False |
583 |
| 100 |
113.52 |
83.94 |
29.58 |
26.0% |
0.62 |
0.5% |
101% |
True |
False |
618 |
| 120 |
113.52 |
82.46 |
31.06 |
27.3% |
0.74 |
0.7% |
101% |
True |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.00 |
|
2.618 |
116.90 |
|
1.618 |
115.61 |
|
1.000 |
114.81 |
|
0.618 |
114.32 |
|
HIGH |
113.52 |
|
0.618 |
113.03 |
|
0.500 |
112.88 |
|
0.382 |
112.72 |
|
LOW |
112.23 |
|
0.618 |
111.43 |
|
1.000 |
110.94 |
|
1.618 |
110.14 |
|
2.618 |
108.85 |
|
4.250 |
106.75 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.41 |
113.23 |
| PP |
113.14 |
112.77 |
| S1 |
112.88 |
112.32 |
|