NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
112.08 |
113.50 |
1.42 |
1.3% |
106.34 |
High |
112.60 |
113.50 |
0.90 |
0.8% |
111.24 |
Low |
112.08 |
113.50 |
1.42 |
1.3% |
106.34 |
Close |
113.18 |
113.67 |
0.49 |
0.4% |
111.24 |
Range |
0.52 |
0.00 |
-0.52 |
-100.0% |
4.90 |
ATR |
1.18 |
1.12 |
-0.06 |
-5.2% |
0.00 |
Volume |
44 |
408 |
364 |
827.3% |
2,865 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.56 |
113.61 |
113.67 |
|
R3 |
113.56 |
113.61 |
113.67 |
|
R2 |
113.56 |
113.56 |
113.67 |
|
R1 |
113.61 |
113.61 |
113.67 |
113.59 |
PP |
113.56 |
113.56 |
113.56 |
113.54 |
S1 |
113.61 |
113.61 |
113.67 |
113.59 |
S2 |
113.56 |
113.56 |
113.67 |
|
S3 |
113.56 |
113.61 |
113.67 |
|
S4 |
113.56 |
113.61 |
113.67 |
|
|
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 |
113.50 |
109.88 |
3.62 |
3.2% |
0.10 |
0.1% |
105% |
True |
False |
319 |
10 |
113.50 |
104.84 |
8.66 |
7.6% |
0.06 |
0.1% |
102% |
True |
False |
410 |
20 |
113.50 |
95.99 |
17.51 |
15.4% |
0.05 |
0.0% |
101% |
True |
False |
313 |
40 |
113.50 |
95.99 |
17.51 |
15.4% |
0.10 |
0.1% |
101% |
True |
False |
385 |
60 |
113.50 |
86.06 |
27.44 |
24.1% |
0.10 |
0.1% |
101% |
True |
False |
350 |
80 |
113.50 |
84.00 |
29.50 |
26.0% |
0.10 |
0.1% |
101% |
True |
False |
335 |
100 |
113.50 |
84.00 |
29.50 |
26.0% |
0.09 |
0.1% |
101% |
True |
False |
379 |
120 |
113.50 |
82.95 |
30.55 |
26.9% |
0.08 |
0.1% |
101% |
True |
False |
363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.50 |
2.618 |
113.50 |
1.618 |
113.50 |
1.000 |
113.50 |
0.618 |
113.50 |
HIGH |
113.50 |
0.618 |
113.50 |
0.500 |
113.50 |
0.382 |
113.50 |
LOW |
113.50 |
0.618 |
113.50 |
1.000 |
113.50 |
1.618 |
113.50 |
2.618 |
113.50 |
4.250 |
113.50 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
113.61 |
113.33 |
PP |
113.56 |
113.00 |
S1 |
113.50 |
112.66 |
|