NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
104.95 |
104.84 |
-0.11 |
-0.1% |
100.57 |
| High |
104.95 |
104.84 |
-0.11 |
-0.1% |
101.15 |
| Low |
104.95 |
104.84 |
-0.11 |
-0.1% |
95.99 |
| Close |
104.95 |
104.84 |
-0.11 |
-0.1% |
101.54 |
| Range |
|
|
|
|
|
| ATR |
1.49 |
1.39 |
-0.10 |
-6.6% |
0.00 |
| Volume |
365 |
220 |
-145 |
-39.7% |
1,328 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.84 |
104.84 |
104.84 |
|
| R3 |
104.84 |
104.84 |
104.84 |
|
| R2 |
104.84 |
104.84 |
104.84 |
|
| R1 |
104.84 |
104.84 |
104.84 |
104.84 |
| PP |
104.84 |
104.84 |
104.84 |
104.84 |
| S1 |
104.84 |
104.84 |
104.84 |
104.84 |
| S2 |
104.84 |
104.84 |
104.84 |
|
| S3 |
104.84 |
104.84 |
104.84 |
|
| S4 |
104.84 |
104.84 |
104.84 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.04 |
113.45 |
104.38 |
|
| R3 |
109.88 |
108.29 |
102.96 |
|
| R2 |
104.72 |
104.72 |
102.49 |
|
| R1 |
103.13 |
103.13 |
102.01 |
103.93 |
| PP |
99.56 |
99.56 |
99.56 |
99.96 |
| S1 |
97.97 |
97.97 |
101.07 |
98.77 |
| S2 |
94.40 |
94.40 |
100.59 |
|
| S3 |
89.24 |
92.81 |
100.12 |
|
| S4 |
84.08 |
87.65 |
98.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.95 |
101.15 |
3.80 |
3.6% |
0.07 |
0.1% |
97% |
False |
False |
258 |
| 10 |
104.95 |
95.99 |
8.96 |
8.5% |
0.04 |
0.0% |
99% |
False |
False |
237 |
| 20 |
104.95 |
95.99 |
8.96 |
8.5% |
0.07 |
0.1% |
99% |
False |
False |
413 |
| 40 |
104.95 |
91.39 |
13.56 |
12.9% |
0.09 |
0.1% |
99% |
False |
False |
399 |
| 60 |
104.95 |
84.00 |
20.95 |
20.0% |
0.09 |
0.1% |
99% |
False |
False |
338 |
| 80 |
104.95 |
84.00 |
20.95 |
20.0% |
0.09 |
0.1% |
99% |
False |
False |
345 |
| 100 |
104.95 |
83.78 |
21.17 |
20.2% |
0.09 |
0.1% |
99% |
False |
False |
368 |
| 120 |
104.95 |
78.45 |
26.50 |
25.3% |
0.07 |
0.1% |
100% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.84 |
|
2.618 |
104.84 |
|
1.618 |
104.84 |
|
1.000 |
104.84 |
|
0.618 |
104.84 |
|
HIGH |
104.84 |
|
0.618 |
104.84 |
|
0.500 |
104.84 |
|
0.382 |
104.84 |
|
LOW |
104.84 |
|
0.618 |
104.84 |
|
1.000 |
104.84 |
|
1.618 |
104.84 |
|
2.618 |
104.84 |
|
4.250 |
104.84 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.84 |
104.64 |
| PP |
104.84 |
104.44 |
| S1 |
104.84 |
104.24 |
|