NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110.43 |
112.80 |
2.37 |
2.1% |
112.30 |
| High |
111.65 |
114.03 |
2.38 |
2.1% |
114.20 |
| Low |
110.43 |
112.80 |
2.37 |
2.1% |
110.43 |
| Close |
111.73 |
113.49 |
1.76 |
1.6% |
113.49 |
| Range |
1.22 |
1.23 |
0.01 |
0.8% |
3.77 |
| ATR |
1.65 |
1.70 |
0.05 |
2.8% |
0.00 |
| Volume |
469 |
465 |
-4 |
-0.9% |
1,841 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.13 |
116.54 |
114.17 |
|
| R3 |
115.90 |
115.31 |
113.83 |
|
| R2 |
114.67 |
114.67 |
113.72 |
|
| R1 |
114.08 |
114.08 |
113.60 |
114.38 |
| PP |
113.44 |
113.44 |
113.44 |
113.59 |
| S1 |
112.85 |
112.85 |
113.38 |
113.15 |
| S2 |
112.21 |
112.21 |
113.26 |
|
| S3 |
110.98 |
111.62 |
113.15 |
|
| S4 |
109.75 |
110.39 |
112.81 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.02 |
122.52 |
115.56 |
|
| R3 |
120.25 |
118.75 |
114.53 |
|
| R2 |
116.48 |
116.48 |
114.18 |
|
| R1 |
114.98 |
114.98 |
113.84 |
115.73 |
| PP |
112.71 |
112.71 |
112.71 |
113.08 |
| S1 |
111.21 |
111.21 |
113.14 |
111.96 |
| S2 |
108.94 |
108.94 |
112.80 |
|
| S3 |
105.17 |
107.44 |
112.45 |
|
| S4 |
101.40 |
103.67 |
111.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.20 |
110.43 |
3.77 |
3.3% |
0.86 |
0.8% |
81% |
False |
False |
368 |
| 10 |
114.20 |
106.04 |
8.16 |
7.2% |
0.92 |
0.8% |
91% |
False |
False |
501 |
| 20 |
114.20 |
97.38 |
16.82 |
14.8% |
1.51 |
1.3% |
96% |
False |
False |
512 |
| 40 |
114.20 |
96.69 |
17.51 |
15.4% |
0.97 |
0.9% |
96% |
False |
False |
571 |
| 60 |
114.20 |
86.00 |
28.20 |
24.8% |
0.75 |
0.7% |
97% |
False |
False |
653 |
| 80 |
114.20 |
84.44 |
29.76 |
26.2% |
0.59 |
0.5% |
98% |
False |
False |
592 |
| 100 |
114.20 |
83.94 |
30.26 |
26.7% |
0.63 |
0.6% |
98% |
False |
False |
593 |
| 120 |
114.20 |
82.46 |
31.74 |
28.0% |
0.75 |
0.7% |
98% |
False |
False |
615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.26 |
|
2.618 |
117.25 |
|
1.618 |
116.02 |
|
1.000 |
115.26 |
|
0.618 |
114.79 |
|
HIGH |
114.03 |
|
0.618 |
113.56 |
|
0.500 |
113.42 |
|
0.382 |
113.27 |
|
LOW |
112.80 |
|
0.618 |
112.04 |
|
1.000 |
111.57 |
|
1.618 |
110.81 |
|
2.618 |
109.58 |
|
4.250 |
107.57 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.47 |
113.10 |
| PP |
113.44 |
112.71 |
| S1 |
113.42 |
112.32 |
|