NYMEX Light Sweet Crude Oil Future February 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 |
111.24 |
111.82 |
0.58 |
0.5% |
106.34 |
| High |
111.24 |
111.82 |
0.58 |
0.5% |
111.24 |
| Low |
111.24 |
111.82 |
0.58 |
0.5% |
106.34 |
| Close |
111.24 |
111.82 |
0.58 |
0.5% |
111.24 |
| Range |
|
|
|
|
|
| ATR |
1.26 |
1.21 |
-0.05 |
-3.9% |
0.00 |
| Volume |
222 |
39 |
-183 |
-82.4% |
2,865 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.82 |
111.82 |
111.82 |
|
| R3 |
111.82 |
111.82 |
111.82 |
|
| R2 |
111.82 |
111.82 |
111.82 |
|
| R1 |
111.82 |
111.82 |
111.82 |
111.82 |
| PP |
111.82 |
111.82 |
111.82 |
111.82 |
| S1 |
111.82 |
111.82 |
111.82 |
111.82 |
| S2 |
111.82 |
111.82 |
111.82 |
|
| S3 |
111.82 |
111.82 |
111.82 |
|
| S4 |
111.82 |
111.82 |
111.82 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.31 |
122.67 |
113.94 |
|
| R3 |
119.41 |
117.77 |
112.59 |
|
| R2 |
114.51 |
114.51 |
112.14 |
|
| R1 |
112.87 |
112.87 |
111.69 |
113.69 |
| PP |
109.61 |
109.61 |
109.61 |
110.02 |
| S1 |
107.97 |
107.97 |
110.79 |
108.79 |
| S2 |
104.71 |
104.71 |
110.34 |
|
| S3 |
99.81 |
103.07 |
109.89 |
|
| S4 |
94.91 |
98.17 |
108.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.82 |
107.85 |
3.97 |
3.6% |
0.01 |
0.0% |
100% |
True |
False |
431 |
| 10 |
111.82 |
103.52 |
8.30 |
7.4% |
0.04 |
0.0% |
100% |
True |
False |
409 |
| 20 |
111.82 |
95.99 |
15.83 |
14.2% |
0.02 |
0.0% |
100% |
True |
False |
303 |
| 40 |
111.82 |
95.99 |
15.83 |
14.2% |
0.08 |
0.1% |
100% |
True |
False |
433 |
| 60 |
111.82 |
86.06 |
25.76 |
23.0% |
0.09 |
0.1% |
100% |
True |
False |
348 |
| 80 |
111.82 |
84.00 |
27.82 |
24.9% |
0.09 |
0.1% |
100% |
True |
False |
337 |
| 100 |
111.82 |
84.00 |
27.82 |
24.9% |
0.09 |
0.1% |
100% |
True |
False |
390 |
| 120 |
111.82 |
82.21 |
29.61 |
26.5% |
0.07 |
0.1% |
100% |
True |
False |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.82 |
|
2.618 |
111.82 |
|
1.618 |
111.82 |
|
1.000 |
111.82 |
|
0.618 |
111.82 |
|
HIGH |
111.82 |
|
0.618 |
111.82 |
|
0.500 |
111.82 |
|
0.382 |
111.82 |
|
LOW |
111.82 |
|
0.618 |
111.82 |
|
1.000 |
111.82 |
|
1.618 |
111.82 |
|
2.618 |
111.82 |
|
4.250 |
111.82 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.82 |
111.50 |
| PP |
111.82 |
111.17 |
| S1 |
111.82 |
110.85 |
|