NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.34 |
107.85 |
1.51 |
1.4% |
103.88 |
| High |
106.34 |
107.92 |
1.58 |
1.5% |
105.34 |
| Low |
106.34 |
107.85 |
1.51 |
1.4% |
103.52 |
| Close |
106.34 |
108.26 |
1.92 |
1.8% |
105.34 |
| Range |
0.00 |
0.07 |
0.07 |
|
1.82 |
| ATR |
1.31 |
1.33 |
0.02 |
1.5% |
0.00 |
| Volume |
748 |
193 |
-555 |
-74.2% |
1,257 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.22 |
108.31 |
108.30 |
|
| R3 |
108.15 |
108.24 |
108.28 |
|
| R2 |
108.08 |
108.08 |
108.27 |
|
| R1 |
108.17 |
108.17 |
108.27 |
108.13 |
| PP |
108.01 |
108.01 |
108.01 |
107.99 |
| S1 |
108.10 |
108.10 |
108.25 |
108.06 |
| S2 |
107.94 |
107.94 |
108.25 |
|
| S3 |
107.87 |
108.03 |
108.24 |
|
| S4 |
107.80 |
107.96 |
108.22 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.19 |
109.59 |
106.34 |
|
| R3 |
108.37 |
107.77 |
105.84 |
|
| R2 |
106.55 |
106.55 |
105.67 |
|
| R1 |
105.95 |
105.95 |
105.51 |
106.25 |
| PP |
104.73 |
104.73 |
104.73 |
104.89 |
| S1 |
104.13 |
104.13 |
105.17 |
104.43 |
| S2 |
102.91 |
102.91 |
105.01 |
|
| S3 |
101.09 |
102.31 |
104.84 |
|
| S4 |
99.27 |
100.49 |
104.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.92 |
104.84 |
3.08 |
2.8% |
0.01 |
0.0% |
111% |
True |
False |
411 |
| 10 |
107.92 |
98.25 |
9.67 |
8.9% |
0.04 |
0.0% |
104% |
True |
False |
336 |
| 20 |
107.92 |
95.99 |
11.93 |
11.0% |
0.02 |
0.0% |
103% |
True |
False |
342 |
| 40 |
107.92 |
95.18 |
12.74 |
11.8% |
0.09 |
0.1% |
103% |
True |
False |
412 |
| 60 |
107.92 |
84.00 |
23.92 |
22.1% |
0.09 |
0.1% |
101% |
True |
False |
347 |
| 80 |
107.92 |
84.00 |
23.92 |
22.1% |
0.09 |
0.1% |
101% |
True |
False |
353 |
| 100 |
107.92 |
84.00 |
23.92 |
22.1% |
0.09 |
0.1% |
101% |
True |
False |
371 |
| 120 |
107.92 |
78.45 |
29.47 |
27.2% |
0.07 |
0.1% |
101% |
True |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.22 |
|
2.618 |
108.10 |
|
1.618 |
108.03 |
|
1.000 |
107.99 |
|
0.618 |
107.96 |
|
HIGH |
107.92 |
|
0.618 |
107.89 |
|
0.500 |
107.89 |
|
0.382 |
107.88 |
|
LOW |
107.85 |
|
0.618 |
107.81 |
|
1.000 |
107.78 |
|
1.618 |
107.74 |
|
2.618 |
107.67 |
|
4.250 |
107.55 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.14 |
107.72 |
| PP |
108.01 |
107.17 |
| S1 |
107.89 |
106.63 |
|