NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
110.50 |
108.15 |
-2.35 |
-2.1% |
111.82 |
High |
111.10 |
108.15 |
-2.95 |
-2.7% |
113.50 |
Low |
110.50 |
108.15 |
-2.35 |
-2.1% |
110.85 |
Close |
108.81 |
108.15 |
-0.66 |
-0.6% |
112.98 |
Range |
0.60 |
0.00 |
-0.60 |
-100.0% |
2.65 |
ATR |
1.30 |
1.25 |
-0.05 |
-3.5% |
0.00 |
Volume |
64 |
594 |
530 |
828.1% |
908 |
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.15 |
108.15 |
108.15 |
|
R3 |
108.15 |
108.15 |
108.15 |
|
R2 |
108.15 |
108.15 |
108.15 |
|
R1 |
108.15 |
108.15 |
108.15 |
108.15 |
PP |
108.15 |
108.15 |
108.15 |
108.15 |
S1 |
108.15 |
108.15 |
108.15 |
108.15 |
S2 |
108.15 |
108.15 |
108.15 |
|
S3 |
108.15 |
108.15 |
108.15 |
|
S4 |
108.15 |
108.15 |
108.15 |
|
|
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 |
108.15 |
5.33 |
4.9% |
0.12 |
0.1% |
0% |
False |
True |
400 |
10 |
113.50 |
108.15 |
5.35 |
4.9% |
0.15 |
0.1% |
0% |
False |
True |
279 |
20 |
113.50 |
101.15 |
12.35 |
11.4% |
0.09 |
0.1% |
57% |
False |
False |
362 |
40 |
113.50 |
95.99 |
17.51 |
16.2% |
0.08 |
0.1% |
69% |
False |
False |
381 |
60 |
113.50 |
86.06 |
27.44 |
25.4% |
0.12 |
0.1% |
81% |
False |
False |
372 |
80 |
113.50 |
84.00 |
29.50 |
27.3% |
0.09 |
0.1% |
82% |
False |
False |
356 |
100 |
113.50 |
84.00 |
29.50 |
27.3% |
0.10 |
0.1% |
82% |
False |
False |
359 |
120 |
113.50 |
82.95 |
30.55 |
28.2% |
0.09 |
0.1% |
82% |
False |
False |
367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.15 |
2.618 |
108.15 |
1.618 |
108.15 |
1.000 |
108.15 |
0.618 |
108.15 |
HIGH |
108.15 |
0.618 |
108.15 |
0.500 |
108.15 |
0.382 |
108.15 |
LOW |
108.15 |
0.618 |
108.15 |
1.000 |
108.15 |
1.618 |
108.15 |
2.618 |
108.15 |
4.250 |
108.15 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
108.15 |
109.63 |
PP |
108.15 |
109.13 |
S1 |
108.15 |
108.64 |
|