NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
111.00 |
108.57 |
-2.43 |
-2.2% |
112.30 |
High |
111.00 |
108.57 |
-2.43 |
-2.2% |
114.20 |
Low |
109.38 |
108.57 |
-0.81 |
-0.7% |
110.43 |
Close |
109.26 |
108.57 |
-0.69 |
-0.6% |
113.49 |
Range |
1.62 |
0.00 |
-1.62 |
-100.0% |
3.77 |
ATR |
1.71 |
1.63 |
-0.07 |
-4.3% |
0.00 |
Volume |
178 |
667 |
489 |
274.7% |
1,841 |
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.57 |
108.57 |
108.57 |
|
R3 |
108.57 |
108.57 |
108.57 |
|
R2 |
108.57 |
108.57 |
108.57 |
|
R1 |
108.57 |
108.57 |
108.57 |
108.57 |
PP |
108.57 |
108.57 |
108.57 |
108.57 |
S1 |
108.57 |
108.57 |
108.57 |
108.57 |
S2 |
108.57 |
108.57 |
108.57 |
|
S3 |
108.57 |
108.57 |
108.57 |
|
S4 |
108.57 |
108.57 |
108.57 |
|
|
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 |
108.57 |
5.46 |
5.0% |
0.69 |
0.6% |
0% |
False |
True |
498 |
10 |
114.20 |
108.57 |
5.63 |
5.2% |
0.75 |
0.7% |
0% |
False |
True |
477 |
20 |
114.20 |
100.96 |
13.24 |
12.2% |
1.10 |
1.0% |
57% |
False |
False |
540 |
40 |
114.20 |
96.69 |
17.51 |
16.1% |
1.00 |
0.9% |
68% |
False |
False |
571 |
60 |
114.20 |
86.00 |
28.20 |
26.0% |
0.78 |
0.7% |
80% |
False |
False |
674 |
80 |
114.20 |
84.44 |
29.76 |
27.4% |
0.61 |
0.6% |
81% |
False |
False |
611 |
100 |
114.20 |
84.44 |
29.76 |
27.4% |
0.56 |
0.5% |
81% |
False |
False |
569 |
120 |
114.20 |
82.46 |
31.74 |
29.2% |
0.70 |
0.6% |
82% |
False |
False |
604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.57 |
2.618 |
108.57 |
1.618 |
108.57 |
1.000 |
108.57 |
0.618 |
108.57 |
HIGH |
108.57 |
0.618 |
108.57 |
0.500 |
108.57 |
0.382 |
108.57 |
LOW |
108.57 |
0.618 |
108.57 |
1.000 |
108.57 |
1.618 |
108.57 |
2.618 |
108.57 |
4.250 |
108.57 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
108.57 |
109.92 |
PP |
108.57 |
109.47 |
S1 |
108.57 |
109.02 |
|