NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 02-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
Open |
108.57 |
112.00 |
3.43 |
3.2% |
113.69 |
High |
108.57 |
112.00 |
3.43 |
3.2% |
113.74 |
Low |
108.57 |
112.00 |
3.43 |
3.2% |
108.57 |
Close |
108.57 |
112.63 |
4.06 |
3.7% |
112.63 |
Range |
|
|
|
|
|
ATR |
1.63 |
1.76 |
0.13 |
7.9% |
0.00 |
Volume |
667 |
106 |
-561 |
-84.1% |
2,133 |
|
Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.21 |
112.42 |
112.63 |
|
R3 |
112.21 |
112.42 |
112.63 |
|
R2 |
112.21 |
112.21 |
112.63 |
|
R1 |
112.42 |
112.42 |
112.63 |
112.32 |
PP |
112.21 |
112.21 |
112.21 |
112.16 |
S1 |
112.42 |
112.42 |
112.63 |
112.32 |
S2 |
112.21 |
112.21 |
112.63 |
|
S3 |
112.21 |
112.42 |
112.63 |
|
S4 |
112.21 |
112.42 |
112.63 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.16 |
125.06 |
115.47 |
|
R3 |
121.99 |
119.89 |
114.05 |
|
R2 |
116.82 |
116.82 |
113.58 |
|
R1 |
114.72 |
114.72 |
113.10 |
113.19 |
PP |
111.65 |
111.65 |
111.65 |
110.88 |
S1 |
109.55 |
109.55 |
112.16 |
108.02 |
S2 |
106.48 |
106.48 |
111.68 |
|
S3 |
101.31 |
104.38 |
111.21 |
|
S4 |
96.14 |
99.21 |
109.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.74 |
108.57 |
5.17 |
4.6% |
0.44 |
0.4% |
79% |
False |
False |
426 |
10 |
114.20 |
108.57 |
5.63 |
5.0% |
0.65 |
0.6% |
72% |
False |
False |
397 |
20 |
114.20 |
101.30 |
12.90 |
11.5% |
1.07 |
1.0% |
88% |
False |
False |
506 |
40 |
114.20 |
96.69 |
17.51 |
15.5% |
0.98 |
0.9% |
91% |
False |
False |
573 |
60 |
114.20 |
86.00 |
28.20 |
25.0% |
0.78 |
0.7% |
94% |
False |
False |
629 |
80 |
114.20 |
84.44 |
29.76 |
26.4% |
0.61 |
0.5% |
95% |
False |
False |
606 |
100 |
114.20 |
84.44 |
29.76 |
26.4% |
0.54 |
0.5% |
95% |
False |
False |
556 |
120 |
114.20 |
82.46 |
31.74 |
28.2% |
0.70 |
0.6% |
95% |
False |
False |
605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.00 |
2.618 |
112.00 |
1.618 |
112.00 |
1.000 |
112.00 |
0.618 |
112.00 |
HIGH |
112.00 |
0.618 |
112.00 |
0.500 |
112.00 |
0.382 |
112.00 |
LOW |
112.00 |
0.618 |
112.00 |
1.000 |
112.00 |
1.618 |
112.00 |
2.618 |
112.00 |
4.250 |
112.00 |
|
|
Fisher Pivots for day following 02-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112.42 |
111.85 |
PP |
112.21 |
111.07 |
S1 |
112.00 |
110.29 |
|