NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.85 |
109.65 |
1.80 |
1.7% |
103.88 |
| High |
107.92 |
109.65 |
1.73 |
1.6% |
105.34 |
| Low |
107.85 |
109.65 |
1.80 |
1.7% |
103.52 |
| Close |
108.26 |
109.65 |
1.39 |
1.3% |
105.34 |
| Range |
0.07 |
0.00 |
-0.07 |
-100.0% |
1.82 |
| ATR |
1.33 |
1.33 |
0.00 |
0.3% |
0.00 |
| Volume |
193 |
817 |
624 |
323.3% |
1,257 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.65 |
109.65 |
109.65 |
|
| R3 |
109.65 |
109.65 |
109.65 |
|
| R2 |
109.65 |
109.65 |
109.65 |
|
| R1 |
109.65 |
109.65 |
109.65 |
109.65 |
| PP |
109.65 |
109.65 |
109.65 |
109.65 |
| S1 |
109.65 |
109.65 |
109.65 |
109.65 |
| S2 |
109.65 |
109.65 |
109.65 |
|
| S3 |
109.65 |
109.65 |
109.65 |
|
| S4 |
109.65 |
109.65 |
109.65 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.19 |
109.59 |
106.34 |
|
| R3 |
108.37 |
107.77 |
105.84 |
|
| R2 |
106.55 |
106.55 |
105.67 |
|
| R1 |
105.95 |
105.95 |
105.51 |
106.25 |
| PP |
104.73 |
104.73 |
104.73 |
104.89 |
| S1 |
104.13 |
104.13 |
105.17 |
104.43 |
| S2 |
102.91 |
102.91 |
105.01 |
|
| S3 |
101.09 |
102.31 |
104.84 |
|
| S4 |
99.27 |
100.49 |
104.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.65 |
104.84 |
4.81 |
4.4% |
0.01 |
0.0% |
100% |
True |
False |
501 |
| 10 |
109.65 |
98.97 |
10.68 |
9.7% |
0.04 |
0.0% |
100% |
True |
False |
399 |
| 20 |
109.65 |
95.99 |
13.66 |
12.5% |
0.02 |
0.0% |
100% |
True |
False |
364 |
| 40 |
109.65 |
95.18 |
14.47 |
13.2% |
0.09 |
0.1% |
100% |
True |
False |
432 |
| 60 |
109.65 |
84.00 |
25.65 |
23.4% |
0.09 |
0.1% |
100% |
True |
False |
354 |
| 80 |
109.65 |
84.00 |
25.65 |
23.4% |
0.09 |
0.1% |
100% |
True |
False |
356 |
| 100 |
109.65 |
84.00 |
25.65 |
23.4% |
0.09 |
0.1% |
100% |
True |
False |
379 |
| 120 |
109.65 |
79.61 |
30.04 |
27.4% |
0.07 |
0.1% |
100% |
True |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.65 |
|
2.618 |
109.65 |
|
1.618 |
109.65 |
|
1.000 |
109.65 |
|
0.618 |
109.65 |
|
HIGH |
109.65 |
|
0.618 |
109.65 |
|
0.500 |
109.65 |
|
0.382 |
109.65 |
|
LOW |
109.65 |
|
0.618 |
109.65 |
|
1.000 |
109.65 |
|
1.618 |
109.65 |
|
2.618 |
109.65 |
|
4.250 |
109.65 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.65 |
109.10 |
| PP |
109.65 |
108.55 |
| S1 |
109.65 |
108.00 |
|