NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.79 |
110.50 |
-0.29 |
-0.3% |
111.82 |
| High |
110.79 |
111.10 |
0.31 |
0.3% |
113.50 |
| Low |
110.79 |
110.50 |
-0.29 |
-0.3% |
110.85 |
| Close |
110.79 |
108.81 |
-1.98 |
-1.8% |
112.98 |
| Range |
0.00 |
0.60 |
0.60 |
|
2.65 |
| ATR |
1.35 |
1.30 |
-0.05 |
-4.0% |
0.00 |
| Volume |
700 |
64 |
-636 |
-90.9% |
908 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.94 |
110.97 |
109.14 |
|
| R3 |
111.34 |
110.37 |
108.98 |
|
| R2 |
110.74 |
110.74 |
108.92 |
|
| R1 |
109.77 |
109.77 |
108.87 |
109.96 |
| PP |
110.14 |
110.14 |
110.14 |
110.23 |
| S1 |
109.17 |
109.17 |
108.76 |
109.36 |
| S2 |
109.54 |
109.54 |
108.70 |
|
| S3 |
108.94 |
108.57 |
108.65 |
|
| S4 |
108.34 |
107.97 |
108.48 |
|
|
| 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 |
113.48 |
110.50 |
2.98 |
2.7% |
0.19 |
0.2% |
-57% |
False |
True |
297 |
| 10 |
113.50 |
109.88 |
3.62 |
3.3% |
0.15 |
0.1% |
-30% |
False |
False |
308 |
| 20 |
113.50 |
98.97 |
14.53 |
13.4% |
0.09 |
0.1% |
68% |
False |
False |
353 |
| 40 |
113.50 |
95.99 |
17.51 |
16.1% |
0.08 |
0.1% |
73% |
False |
False |
396 |
| 60 |
113.50 |
86.06 |
27.44 |
25.2% |
0.12 |
0.1% |
83% |
False |
False |
363 |
| 80 |
113.50 |
84.00 |
29.50 |
27.1% |
0.09 |
0.1% |
84% |
False |
False |
351 |
| 100 |
113.50 |
84.00 |
29.50 |
27.1% |
0.10 |
0.1% |
84% |
False |
False |
354 |
| 120 |
113.50 |
82.95 |
30.55 |
28.1% |
0.09 |
0.1% |
85% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.65 |
|
2.618 |
112.67 |
|
1.618 |
112.07 |
|
1.000 |
111.70 |
|
0.618 |
111.47 |
|
HIGH |
111.10 |
|
0.618 |
110.87 |
|
0.500 |
110.80 |
|
0.382 |
110.73 |
|
LOW |
110.50 |
|
0.618 |
110.13 |
|
1.000 |
109.90 |
|
1.618 |
109.53 |
|
2.618 |
108.93 |
|
4.250 |
107.95 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.80 |
111.99 |
| PP |
110.14 |
110.93 |
| S1 |
109.47 |
109.87 |
|