NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113.50 |
110.85 |
-2.65 |
-2.3% |
106.34 |
High |
113.50 |
111.20 |
-2.30 |
-2.0% |
111.24 |
Low |
113.50 |
110.85 |
-2.65 |
-2.3% |
106.34 |
Close |
113.67 |
111.24 |
-2.43 |
-2.1% |
111.24 |
Range |
0.00 |
0.35 |
0.35 |
|
4.90 |
ATR |
1.12 |
1.24 |
0.12 |
10.9% |
0.00 |
Volume |
408 |
77 |
-331 |
-81.1% |
2,865 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.15 |
112.04 |
111.43 |
|
R3 |
111.80 |
111.69 |
111.34 |
|
R2 |
111.45 |
111.45 |
111.30 |
|
R1 |
111.34 |
111.34 |
111.27 |
111.40 |
PP |
111.10 |
111.10 |
111.10 |
111.12 |
S1 |
110.99 |
110.99 |
111.21 |
111.05 |
S2 |
110.75 |
110.75 |
111.18 |
|
S3 |
110.40 |
110.64 |
111.14 |
|
S4 |
110.05 |
110.29 |
111.05 |
|
|
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 |
110.85 |
2.65 |
2.4% |
0.17 |
0.2% |
15% |
False |
True |
158 |
10 |
113.50 |
105.34 |
8.16 |
7.3% |
0.09 |
0.1% |
72% |
False |
False |
396 |
20 |
113.50 |
95.99 |
17.51 |
15.7% |
0.07 |
0.1% |
87% |
False |
False |
317 |
40 |
113.50 |
95.99 |
17.51 |
15.7% |
0.09 |
0.1% |
87% |
False |
False |
376 |
60 |
113.50 |
86.06 |
27.44 |
24.7% |
0.11 |
0.1% |
92% |
False |
False |
348 |
80 |
113.50 |
84.00 |
29.50 |
26.5% |
0.10 |
0.1% |
92% |
False |
False |
336 |
100 |
113.50 |
84.00 |
29.50 |
26.5% |
0.10 |
0.1% |
92% |
False |
False |
379 |
120 |
113.50 |
82.95 |
30.55 |
27.5% |
0.08 |
0.1% |
93% |
False |
False |
362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.69 |
2.618 |
112.12 |
1.618 |
111.77 |
1.000 |
111.55 |
0.618 |
111.42 |
HIGH |
111.20 |
0.618 |
111.07 |
0.500 |
111.03 |
0.382 |
110.98 |
LOW |
110.85 |
0.618 |
110.63 |
1.000 |
110.50 |
1.618 |
110.28 |
2.618 |
109.93 |
4.250 |
109.36 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111.17 |
112.18 |
PP |
111.10 |
111.86 |
S1 |
111.03 |
111.55 |
|