NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.85 |
113.44 |
2.59 |
2.3% |
111.82 |
| High |
111.20 |
113.44 |
2.24 |
2.0% |
113.50 |
| Low |
110.85 |
113.44 |
2.59 |
2.3% |
110.85 |
| Close |
111.24 |
112.98 |
1.74 |
1.6% |
112.98 |
| Range |
0.35 |
0.00 |
-0.35 |
-100.0% |
2.65 |
| ATR |
1.24 |
1.31 |
0.07 |
5.5% |
0.00 |
| Volume |
77 |
340 |
263 |
341.6% |
908 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.29 |
113.13 |
112.98 |
|
| R3 |
113.29 |
113.13 |
112.98 |
|
| R2 |
113.29 |
113.29 |
112.98 |
|
| R1 |
113.13 |
113.13 |
112.98 |
113.21 |
| PP |
113.29 |
113.29 |
113.29 |
113.33 |
| S1 |
113.13 |
113.13 |
112.98 |
113.21 |
| S2 |
113.29 |
113.29 |
112.98 |
|
| S3 |
113.29 |
113.13 |
112.98 |
|
| S4 |
113.29 |
113.13 |
112.98 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.39 |
119.34 |
114.44 |
|
| R3 |
117.74 |
116.69 |
113.71 |
|
| R2 |
115.09 |
115.09 |
113.47 |
|
| R1 |
114.04 |
114.04 |
113.22 |
114.57 |
| PP |
112.44 |
112.44 |
112.44 |
112.71 |
| S1 |
111.39 |
111.39 |
112.74 |
111.92 |
| S2 |
109.79 |
109.79 |
112.49 |
|
| S3 |
107.14 |
108.74 |
112.25 |
|
| S4 |
104.49 |
106.09 |
111.52 |
|
|
| 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 |
2.3% |
0.17 |
0.2% |
80% |
False |
False |
181 |
| 10 |
113.50 |
106.34 |
7.16 |
6.3% |
0.09 |
0.1% |
93% |
False |
False |
377 |
| 20 |
113.50 |
95.99 |
17.51 |
15.5% |
0.07 |
0.1% |
97% |
False |
False |
317 |
| 40 |
113.50 |
95.99 |
17.51 |
15.5% |
0.09 |
0.1% |
97% |
False |
False |
380 |
| 60 |
113.50 |
86.06 |
27.44 |
24.3% |
0.11 |
0.1% |
98% |
False |
False |
350 |
| 80 |
113.50 |
84.00 |
29.50 |
26.1% |
0.10 |
0.1% |
98% |
False |
False |
340 |
| 100 |
113.50 |
84.00 |
29.50 |
26.1% |
0.10 |
0.1% |
98% |
False |
False |
383 |
| 120 |
113.50 |
82.95 |
30.55 |
27.0% |
0.08 |
0.1% |
98% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.44 |
|
2.618 |
113.44 |
|
1.618 |
113.44 |
|
1.000 |
113.44 |
|
0.618 |
113.44 |
|
HIGH |
113.44 |
|
0.618 |
113.44 |
|
0.500 |
113.44 |
|
0.382 |
113.44 |
|
LOW |
113.44 |
|
0.618 |
113.44 |
|
1.000 |
113.44 |
|
1.618 |
113.44 |
|
2.618 |
113.44 |
|
4.250 |
113.44 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.44 |
112.71 |
| PP |
113.29 |
112.44 |
| S1 |
113.13 |
112.18 |
|