NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.82 |
112.08 |
0.26 |
0.2% |
106.34 |
| High |
111.82 |
112.60 |
0.78 |
0.7% |
111.24 |
| Low |
111.82 |
112.08 |
0.26 |
0.2% |
106.34 |
| Close |
111.82 |
113.18 |
1.36 |
1.2% |
111.24 |
| Range |
0.00 |
0.52 |
0.52 |
|
4.90 |
| ATR |
1.21 |
1.18 |
-0.03 |
-2.5% |
0.00 |
| Volume |
39 |
44 |
5 |
12.8% |
2,865 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.18 |
114.20 |
113.47 |
|
| R3 |
113.66 |
113.68 |
113.32 |
|
| R2 |
113.14 |
113.14 |
113.28 |
|
| R1 |
113.16 |
113.16 |
113.23 |
113.15 |
| PP |
112.62 |
112.62 |
112.62 |
112.62 |
| S1 |
112.64 |
112.64 |
113.13 |
112.63 |
| S2 |
112.10 |
112.10 |
113.08 |
|
| S3 |
111.58 |
112.12 |
113.04 |
|
| S4 |
111.06 |
111.60 |
112.89 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.31 |
122.67 |
113.94 |
|
| R3 |
119.41 |
117.77 |
112.59 |
|
| R2 |
114.51 |
114.51 |
112.14 |
|
| R1 |
112.87 |
112.87 |
111.69 |
113.69 |
| PP |
109.61 |
109.61 |
109.61 |
110.02 |
| S1 |
107.97 |
107.97 |
110.79 |
108.79 |
| S2 |
104.71 |
104.71 |
110.34 |
|
| S3 |
99.81 |
103.07 |
109.89 |
|
| S4 |
94.91 |
98.17 |
108.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.60 |
109.65 |
2.95 |
2.6% |
0.10 |
0.1% |
120% |
True |
False |
401 |
| 10 |
112.60 |
104.84 |
7.76 |
6.9% |
0.06 |
0.1% |
107% |
True |
False |
406 |
| 20 |
112.60 |
95.99 |
16.61 |
14.7% |
0.05 |
0.0% |
103% |
True |
False |
304 |
| 40 |
112.60 |
95.99 |
16.61 |
14.7% |
0.10 |
0.1% |
103% |
True |
False |
411 |
| 60 |
112.60 |
86.06 |
26.54 |
23.4% |
0.10 |
0.1% |
102% |
True |
False |
344 |
| 80 |
112.60 |
84.00 |
28.60 |
25.3% |
0.10 |
0.1% |
102% |
True |
False |
334 |
| 100 |
112.60 |
84.00 |
28.60 |
25.3% |
0.09 |
0.1% |
102% |
True |
False |
390 |
| 120 |
112.60 |
82.21 |
30.39 |
26.9% |
0.08 |
0.1% |
102% |
True |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.81 |
|
2.618 |
113.96 |
|
1.618 |
113.44 |
|
1.000 |
113.12 |
|
0.618 |
112.92 |
|
HIGH |
112.60 |
|
0.618 |
112.40 |
|
0.500 |
112.34 |
|
0.382 |
112.28 |
|
LOW |
112.08 |
|
0.618 |
111.76 |
|
1.000 |
111.56 |
|
1.618 |
111.24 |
|
2.618 |
110.72 |
|
4.250 |
109.87 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.90 |
112.76 |
| PP |
112.62 |
112.34 |
| S1 |
112.34 |
111.92 |
|