NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
112.80 |
113.69 |
0.89 |
0.8% |
112.30 |
| High |
114.03 |
113.74 |
-0.29 |
-0.3% |
114.20 |
| Low |
112.80 |
113.25 |
0.45 |
0.4% |
110.43 |
| Close |
113.49 |
113.93 |
0.44 |
0.4% |
113.49 |
| Range |
1.23 |
0.49 |
-0.74 |
-60.2% |
3.77 |
| ATR |
1.70 |
1.61 |
-0.09 |
-5.1% |
0.00 |
| Volume |
465 |
844 |
379 |
81.5% |
1,841 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.11 |
115.01 |
114.20 |
|
| R3 |
114.62 |
114.52 |
114.06 |
|
| R2 |
114.13 |
114.13 |
114.02 |
|
| R1 |
114.03 |
114.03 |
113.97 |
114.08 |
| PP |
113.64 |
113.64 |
113.64 |
113.67 |
| S1 |
113.54 |
113.54 |
113.89 |
113.59 |
| S2 |
113.15 |
113.15 |
113.84 |
|
| S3 |
112.66 |
113.05 |
113.80 |
|
| S4 |
112.17 |
112.56 |
113.66 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.02 |
122.52 |
115.56 |
|
| R3 |
120.25 |
118.75 |
114.53 |
|
| R2 |
116.48 |
116.48 |
114.18 |
|
| R1 |
114.98 |
114.98 |
113.84 |
115.73 |
| PP |
112.71 |
112.71 |
112.71 |
113.08 |
| S1 |
111.21 |
111.21 |
113.14 |
111.96 |
| S2 |
108.94 |
108.94 |
112.80 |
|
| S3 |
105.17 |
107.44 |
112.45 |
|
| S4 |
101.40 |
103.67 |
111.42 |
|
|
| 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 |
3.3% |
0.96 |
0.8% |
93% |
False |
False |
502 |
| 10 |
114.20 |
106.04 |
8.16 |
7.2% |
0.91 |
0.8% |
97% |
False |
False |
488 |
| 20 |
114.20 |
97.38 |
16.82 |
14.8% |
1.38 |
1.2% |
98% |
False |
False |
539 |
| 40 |
114.20 |
96.69 |
17.51 |
15.4% |
0.98 |
0.9% |
98% |
False |
False |
581 |
| 60 |
114.20 |
86.00 |
28.20 |
24.8% |
0.76 |
0.7% |
99% |
False |
False |
659 |
| 80 |
114.20 |
84.44 |
29.76 |
26.1% |
0.59 |
0.5% |
99% |
False |
False |
602 |
| 100 |
114.20 |
84.44 |
29.76 |
26.1% |
0.60 |
0.5% |
99% |
False |
False |
600 |
| 120 |
114.20 |
82.46 |
31.74 |
27.9% |
0.74 |
0.7% |
99% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.82 |
|
2.618 |
115.02 |
|
1.618 |
114.53 |
|
1.000 |
114.23 |
|
0.618 |
114.04 |
|
HIGH |
113.74 |
|
0.618 |
113.55 |
|
0.500 |
113.50 |
|
0.382 |
113.44 |
|
LOW |
113.25 |
|
0.618 |
112.95 |
|
1.000 |
112.76 |
|
1.618 |
112.46 |
|
2.618 |
111.97 |
|
4.250 |
111.17 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.79 |
113.36 |
| PP |
113.64 |
112.80 |
| S1 |
113.50 |
112.23 |
|