NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.30 |
111.16 |
0.86 |
0.8% |
106.04 |
| High |
110.54 |
112.10 |
1.56 |
1.4% |
112.10 |
| Low |
109.90 |
111.11 |
1.21 |
1.1% |
106.04 |
| Close |
110.36 |
111.74 |
1.38 |
1.3% |
111.74 |
| Range |
0.64 |
0.99 |
0.35 |
54.7% |
6.06 |
| ATR |
1.66 |
1.66 |
0.01 |
0.4% |
0.00 |
| Volume |
383 |
906 |
523 |
136.6% |
3,169 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.62 |
114.17 |
112.28 |
|
| R3 |
113.63 |
113.18 |
112.01 |
|
| R2 |
112.64 |
112.64 |
111.92 |
|
| R1 |
112.19 |
112.19 |
111.83 |
112.42 |
| PP |
111.65 |
111.65 |
111.65 |
111.76 |
| S1 |
111.20 |
111.20 |
111.65 |
111.43 |
| S2 |
110.66 |
110.66 |
111.56 |
|
| S3 |
109.67 |
110.21 |
111.47 |
|
| S4 |
108.68 |
109.22 |
111.20 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.14 |
126.00 |
115.07 |
|
| R3 |
122.08 |
119.94 |
113.41 |
|
| R2 |
116.02 |
116.02 |
112.85 |
|
| R1 |
113.88 |
113.88 |
112.30 |
114.95 |
| PP |
109.96 |
109.96 |
109.96 |
110.50 |
| S1 |
107.82 |
107.82 |
111.18 |
108.89 |
| S2 |
103.90 |
103.90 |
110.63 |
|
| S3 |
97.84 |
101.76 |
110.07 |
|
| S4 |
91.78 |
95.70 |
108.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.10 |
106.04 |
6.06 |
5.4% |
0.97 |
0.9% |
94% |
True |
False |
633 |
| 10 |
112.10 |
101.30 |
10.80 |
9.7% |
1.49 |
1.3% |
97% |
True |
False |
614 |
| 20 |
112.10 |
96.69 |
15.41 |
13.8% |
1.43 |
1.3% |
98% |
True |
False |
520 |
| 40 |
112.10 |
95.30 |
16.80 |
15.0% |
0.89 |
0.8% |
98% |
True |
False |
606 |
| 60 |
112.10 |
86.00 |
26.10 |
23.4% |
0.69 |
0.6% |
99% |
True |
False |
647 |
| 80 |
112.10 |
84.44 |
27.66 |
24.8% |
0.54 |
0.5% |
99% |
True |
False |
583 |
| 100 |
112.10 |
83.94 |
28.16 |
25.2% |
0.65 |
0.6% |
99% |
True |
False |
615 |
| 120 |
112.10 |
82.46 |
29.64 |
26.5% |
0.73 |
0.7% |
99% |
True |
False |
629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.31 |
|
2.618 |
114.69 |
|
1.618 |
113.70 |
|
1.000 |
113.09 |
|
0.618 |
112.71 |
|
HIGH |
112.10 |
|
0.618 |
111.72 |
|
0.500 |
111.61 |
|
0.382 |
111.49 |
|
LOW |
111.11 |
|
0.618 |
110.50 |
|
1.000 |
110.12 |
|
1.618 |
109.51 |
|
2.618 |
108.52 |
|
4.250 |
106.90 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.70 |
111.31 |
| PP |
111.65 |
110.88 |
| S1 |
111.61 |
110.45 |
|