NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
111.16 |
112.30 |
1.14 |
1.0% |
106.04 |
| High |
112.10 |
112.30 |
0.20 |
0.2% |
112.10 |
| Low |
111.11 |
112.30 |
1.19 |
1.1% |
106.04 |
| Close |
111.74 |
112.28 |
0.54 |
0.5% |
111.74 |
| Range |
0.99 |
0.00 |
-0.99 |
-100.0% |
6.06 |
| ATR |
1.66 |
1.58 |
-0.08 |
-4.7% |
0.00 |
| Volume |
906 |
173 |
-733 |
-80.9% |
3,169 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.29 |
112.29 |
112.28 |
|
| R3 |
112.29 |
112.29 |
112.28 |
|
| R2 |
112.29 |
112.29 |
112.28 |
|
| R1 |
112.29 |
112.29 |
112.28 |
112.29 |
| PP |
112.29 |
112.29 |
112.29 |
112.30 |
| S1 |
112.29 |
112.29 |
112.28 |
112.29 |
| S2 |
112.29 |
112.29 |
112.28 |
|
| S3 |
112.29 |
112.29 |
112.28 |
|
| S4 |
112.29 |
112.29 |
112.28 |
|
|
| 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 |
112.30 |
106.04 |
6.26 |
5.6% |
0.87 |
0.8% |
100% |
True |
False |
474 |
| 10 |
112.30 |
101.30 |
11.00 |
9.8% |
1.38 |
1.2% |
100% |
True |
False |
586 |
| 20 |
112.30 |
96.69 |
15.61 |
13.9% |
1.42 |
1.3% |
100% |
True |
False |
500 |
| 40 |
112.30 |
96.36 |
15.94 |
14.2% |
0.88 |
0.8% |
100% |
True |
False |
594 |
| 60 |
112.30 |
86.00 |
26.30 |
23.4% |
0.69 |
0.6% |
100% |
True |
False |
642 |
| 80 |
112.30 |
84.44 |
27.86 |
24.8% |
0.54 |
0.5% |
100% |
True |
False |
583 |
| 100 |
112.30 |
83.94 |
28.36 |
25.3% |
0.63 |
0.6% |
100% |
True |
False |
616 |
| 120 |
112.30 |
82.46 |
29.84 |
26.6% |
0.73 |
0.6% |
100% |
True |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.30 |
|
2.618 |
112.30 |
|
1.618 |
112.30 |
|
1.000 |
112.30 |
|
0.618 |
112.30 |
|
HIGH |
112.30 |
|
0.618 |
112.30 |
|
0.500 |
112.30 |
|
0.382 |
112.30 |
|
LOW |
112.30 |
|
0.618 |
112.30 |
|
1.000 |
112.30 |
|
1.618 |
112.30 |
|
2.618 |
112.30 |
|
4.250 |
112.30 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.30 |
111.89 |
| PP |
112.29 |
111.49 |
| S1 |
112.29 |
111.10 |
|