NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.23 |
113.73 |
1.50 |
1.3% |
106.04 |
| High |
113.52 |
114.20 |
0.68 |
0.6% |
112.10 |
| Low |
112.23 |
113.64 |
1.41 |
1.3% |
106.04 |
| Close |
113.68 |
114.17 |
0.49 |
0.4% |
111.74 |
| Range |
1.29 |
0.56 |
-0.73 |
-56.6% |
6.06 |
| ATR |
1.56 |
1.49 |
-0.07 |
-4.6% |
0.00 |
| Volume |
217 |
517 |
300 |
138.2% |
3,169 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.68 |
115.49 |
114.48 |
|
| R3 |
115.12 |
114.93 |
114.32 |
|
| R2 |
114.56 |
114.56 |
114.27 |
|
| R1 |
114.37 |
114.37 |
114.22 |
114.47 |
| PP |
114.00 |
114.00 |
114.00 |
114.05 |
| S1 |
113.81 |
113.81 |
114.12 |
113.91 |
| S2 |
113.44 |
113.44 |
114.07 |
|
| S3 |
112.88 |
113.25 |
114.02 |
|
| S4 |
112.32 |
112.69 |
113.86 |
|
|
| 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 |
114.20 |
109.90 |
4.30 |
3.8% |
0.70 |
0.6% |
99% |
True |
False |
439 |
| 10 |
114.20 |
104.00 |
10.20 |
8.9% |
0.89 |
0.8% |
100% |
True |
False |
517 |
| 20 |
114.20 |
97.38 |
16.82 |
14.7% |
1.41 |
1.2% |
100% |
True |
False |
515 |
| 40 |
114.20 |
96.69 |
17.51 |
15.3% |
0.92 |
0.8% |
100% |
True |
False |
560 |
| 60 |
114.20 |
86.00 |
28.20 |
24.7% |
0.71 |
0.6% |
100% |
True |
False |
651 |
| 80 |
114.20 |
84.44 |
29.76 |
26.1% |
0.57 |
0.5% |
100% |
True |
False |
588 |
| 100 |
114.20 |
83.94 |
30.26 |
26.5% |
0.63 |
0.6% |
100% |
True |
False |
589 |
| 120 |
114.20 |
82.46 |
31.74 |
27.8% |
0.74 |
0.7% |
100% |
True |
False |
615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.58 |
|
2.618 |
115.67 |
|
1.618 |
115.11 |
|
1.000 |
114.76 |
|
0.618 |
114.55 |
|
HIGH |
114.20 |
|
0.618 |
113.99 |
|
0.500 |
113.92 |
|
0.382 |
113.85 |
|
LOW |
113.64 |
|
0.618 |
113.29 |
|
1.000 |
113.08 |
|
1.618 |
112.73 |
|
2.618 |
112.17 |
|
4.250 |
111.26 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.09 |
113.85 |
| PP |
114.00 |
113.53 |
| S1 |
113.92 |
113.22 |
|