NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.17 |
111.00 |
-0.17 |
-0.2% |
112.30 |
| High |
111.26 |
111.00 |
-0.26 |
-0.2% |
114.20 |
| Low |
111.17 |
109.38 |
-1.79 |
-1.6% |
110.43 |
| Close |
111.26 |
109.26 |
-2.00 |
-1.8% |
113.49 |
| Range |
0.09 |
1.62 |
1.53 |
1,700.0% |
3.77 |
| ATR |
1.69 |
1.71 |
0.01 |
0.8% |
0.00 |
| Volume |
338 |
178 |
-160 |
-47.3% |
1,841 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.74 |
113.62 |
110.15 |
|
| R3 |
113.12 |
112.00 |
109.71 |
|
| R2 |
111.50 |
111.50 |
109.56 |
|
| R1 |
110.38 |
110.38 |
109.41 |
110.13 |
| PP |
109.88 |
109.88 |
109.88 |
109.76 |
| S1 |
108.76 |
108.76 |
109.11 |
108.51 |
| S2 |
108.26 |
108.26 |
108.96 |
|
| S3 |
106.64 |
107.14 |
108.81 |
|
| S4 |
105.02 |
105.52 |
108.37 |
|
|
| 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 |
114.03 |
109.38 |
4.65 |
4.3% |
0.93 |
0.9% |
-3% |
False |
True |
458 |
| 10 |
114.20 |
109.38 |
4.82 |
4.4% |
0.81 |
0.7% |
-2% |
False |
True |
449 |
| 20 |
114.20 |
99.24 |
14.96 |
13.7% |
1.19 |
1.1% |
67% |
False |
False |
547 |
| 40 |
114.20 |
96.69 |
17.51 |
16.0% |
1.00 |
0.9% |
72% |
False |
False |
575 |
| 60 |
114.20 |
86.00 |
28.20 |
25.8% |
0.79 |
0.7% |
82% |
False |
False |
664 |
| 80 |
114.20 |
84.44 |
29.76 |
27.2% |
0.61 |
0.6% |
83% |
False |
False |
604 |
| 100 |
114.20 |
84.44 |
29.76 |
27.2% |
0.57 |
0.5% |
83% |
False |
False |
581 |
| 120 |
114.20 |
82.46 |
31.74 |
29.0% |
0.72 |
0.7% |
84% |
False |
False |
612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.89 |
|
2.618 |
115.24 |
|
1.618 |
113.62 |
|
1.000 |
112.62 |
|
0.618 |
112.00 |
|
HIGH |
111.00 |
|
0.618 |
110.38 |
|
0.500 |
110.19 |
|
0.382 |
110.00 |
|
LOW |
109.38 |
|
0.618 |
108.38 |
|
1.000 |
107.76 |
|
1.618 |
106.76 |
|
2.618 |
105.14 |
|
4.250 |
102.50 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.19 |
111.56 |
| PP |
109.88 |
110.79 |
| S1 |
109.57 |
110.03 |
|