NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
113.73 |
110.43 |
-3.30 |
-2.9% |
106.04 |
| High |
114.20 |
111.65 |
-2.55 |
-2.2% |
112.10 |
| Low |
113.64 |
110.43 |
-3.21 |
-2.8% |
106.04 |
| Close |
114.17 |
111.73 |
-2.44 |
-2.1% |
111.74 |
| Range |
0.56 |
1.22 |
0.66 |
117.9% |
6.06 |
| ATR |
1.49 |
1.65 |
0.16 |
10.8% |
0.00 |
| Volume |
517 |
469 |
-48 |
-9.3% |
3,169 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.93 |
114.55 |
112.40 |
|
| R3 |
113.71 |
113.33 |
112.07 |
|
| R2 |
112.49 |
112.49 |
111.95 |
|
| R1 |
112.11 |
112.11 |
111.84 |
112.30 |
| PP |
111.27 |
111.27 |
111.27 |
111.37 |
| S1 |
110.89 |
110.89 |
111.62 |
111.08 |
| S2 |
110.05 |
110.05 |
111.51 |
|
| S3 |
108.83 |
109.67 |
111.39 |
|
| S4 |
107.61 |
108.45 |
111.06 |
|
|
| 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 |
110.43 |
3.77 |
3.4% |
0.81 |
0.7% |
34% |
False |
True |
456 |
| 10 |
114.20 |
105.06 |
9.14 |
8.2% |
0.79 |
0.7% |
73% |
False |
False |
514 |
| 20 |
114.20 |
97.38 |
16.82 |
15.1% |
1.45 |
1.3% |
85% |
False |
False |
502 |
| 40 |
114.20 |
96.69 |
17.51 |
15.7% |
0.94 |
0.8% |
86% |
False |
False |
566 |
| 60 |
114.20 |
86.00 |
28.20 |
25.2% |
0.73 |
0.7% |
91% |
False |
False |
647 |
| 80 |
114.20 |
84.44 |
29.76 |
26.6% |
0.58 |
0.5% |
92% |
False |
False |
592 |
| 100 |
114.20 |
83.94 |
30.26 |
27.1% |
0.62 |
0.6% |
92% |
False |
False |
589 |
| 120 |
114.20 |
82.46 |
31.74 |
28.4% |
0.74 |
0.7% |
92% |
False |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.84 |
|
2.618 |
114.84 |
|
1.618 |
113.62 |
|
1.000 |
112.87 |
|
0.618 |
112.40 |
|
HIGH |
111.65 |
|
0.618 |
111.18 |
|
0.500 |
111.04 |
|
0.382 |
110.90 |
|
LOW |
110.43 |
|
0.618 |
109.68 |
|
1.000 |
109.21 |
|
1.618 |
108.46 |
|
2.618 |
107.24 |
|
4.250 |
105.25 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.50 |
112.32 |
| PP |
111.27 |
112.12 |
| S1 |
111.04 |
111.93 |
|