NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
121.19 |
117.77 |
-3.42 |
-2.8% |
115.45 |
High |
121.19 |
117.77 |
-3.42 |
-2.8% |
123.58 |
Low |
120.47 |
117.77 |
-2.70 |
-2.2% |
114.80 |
Close |
117.02 |
117.77 |
0.75 |
0.6% |
117.02 |
Range |
0.72 |
0.00 |
-0.72 |
-100.0% |
8.78 |
ATR |
2.06 |
1.97 |
-0.09 |
-4.5% |
0.00 |
Volume |
717 |
1,176 |
459 |
64.0% |
5,078 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.77 |
117.77 |
117.77 |
|
R3 |
117.77 |
117.77 |
117.77 |
|
R2 |
117.77 |
117.77 |
117.77 |
|
R1 |
117.77 |
117.77 |
117.77 |
117.77 |
PP |
117.77 |
117.77 |
117.77 |
117.77 |
S1 |
117.77 |
117.77 |
117.77 |
117.77 |
S2 |
117.77 |
117.77 |
117.77 |
|
S3 |
117.77 |
117.77 |
117.77 |
|
S4 |
117.77 |
117.77 |
117.77 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.81 |
139.69 |
121.85 |
|
R3 |
136.03 |
130.91 |
119.43 |
|
R2 |
127.25 |
127.25 |
118.63 |
|
R1 |
122.13 |
122.13 |
117.82 |
124.69 |
PP |
118.47 |
118.47 |
118.47 |
119.75 |
S1 |
113.35 |
113.35 |
116.22 |
115.91 |
S2 |
109.69 |
109.69 |
115.41 |
|
S3 |
100.91 |
104.57 |
114.61 |
|
S4 |
92.13 |
95.79 |
112.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.58 |
114.80 |
8.78 |
7.5% |
0.42 |
0.4% |
34% |
False |
False |
1,168 |
10 |
123.58 |
114.31 |
9.27 |
7.9% |
0.49 |
0.4% |
37% |
False |
False |
1,023 |
20 |
126.60 |
114.31 |
12.29 |
10.4% |
0.38 |
0.3% |
28% |
False |
False |
990 |
40 |
146.86 |
114.31 |
32.55 |
27.6% |
0.28 |
0.2% |
11% |
False |
False |
988 |
60 |
146.86 |
114.31 |
32.55 |
27.6% |
0.26 |
0.2% |
11% |
False |
False |
773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.77 |
2.618 |
117.77 |
1.618 |
117.77 |
1.000 |
117.77 |
0.618 |
117.77 |
HIGH |
117.77 |
0.618 |
117.77 |
0.500 |
117.77 |
0.382 |
117.77 |
LOW |
117.77 |
0.618 |
117.77 |
1.000 |
117.77 |
1.618 |
117.77 |
2.618 |
117.77 |
4.250 |
117.77 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
117.77 |
120.68 |
PP |
117.77 |
119.71 |
S1 |
117.77 |
118.74 |
|