NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113.69 |
111.17 |
-2.52 |
-2.2% |
112.30 |
High |
113.74 |
111.26 |
-2.48 |
-2.2% |
114.20 |
Low |
113.25 |
111.17 |
-2.08 |
-1.8% |
110.43 |
Close |
113.93 |
111.26 |
-2.67 |
-2.3% |
113.49 |
Range |
0.49 |
0.09 |
-0.40 |
-81.6% |
3.77 |
ATR |
1.61 |
1.69 |
0.08 |
5.1% |
0.00 |
Volume |
844 |
338 |
-506 |
-60.0% |
1,841 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.50 |
111.47 |
111.31 |
|
R3 |
111.41 |
111.38 |
111.28 |
|
R2 |
111.32 |
111.32 |
111.28 |
|
R1 |
111.29 |
111.29 |
111.27 |
111.31 |
PP |
111.23 |
111.23 |
111.23 |
111.24 |
S1 |
111.20 |
111.20 |
111.25 |
111.22 |
S2 |
111.14 |
111.14 |
111.24 |
|
S3 |
111.05 |
111.11 |
111.24 |
|
S4 |
110.96 |
111.02 |
111.21 |
|
|
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 |
3.4% |
0.72 |
0.6% |
22% |
False |
False |
526 |
10 |
114.20 |
108.80 |
5.40 |
4.9% |
0.65 |
0.6% |
46% |
False |
False |
508 |
20 |
114.20 |
97.38 |
16.82 |
15.1% |
1.38 |
1.2% |
83% |
False |
False |
547 |
40 |
114.20 |
96.69 |
17.51 |
15.7% |
0.96 |
0.9% |
83% |
False |
False |
587 |
60 |
114.20 |
86.00 |
28.20 |
25.3% |
0.76 |
0.7% |
90% |
False |
False |
663 |
80 |
114.20 |
84.44 |
29.76 |
26.7% |
0.59 |
0.5% |
90% |
False |
False |
606 |
100 |
114.20 |
84.44 |
29.76 |
26.7% |
0.59 |
0.5% |
90% |
False |
False |
603 |
120 |
114.20 |
82.46 |
31.74 |
28.5% |
0.73 |
0.7% |
91% |
False |
False |
614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.64 |
2.618 |
111.50 |
1.618 |
111.41 |
1.000 |
111.35 |
0.618 |
111.32 |
HIGH |
111.26 |
0.618 |
111.23 |
0.500 |
111.22 |
0.382 |
111.20 |
LOW |
111.17 |
0.618 |
111.11 |
1.000 |
111.08 |
1.618 |
111.02 |
2.618 |
110.93 |
4.250 |
110.79 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111.25 |
112.60 |
PP |
111.23 |
112.15 |
S1 |
111.22 |
111.71 |
|