NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
108.15 |
111.50 |
3.35 |
3.1% |
113.48 |
| High |
108.15 |
111.50 |
3.35 |
3.1% |
113.48 |
| Low |
108.15 |
111.50 |
3.35 |
3.1% |
108.15 |
| Close |
108.15 |
112.18 |
4.03 |
3.7% |
112.18 |
| Range |
|
|
|
|
|
| ATR |
1.25 |
1.40 |
0.15 |
12.0% |
0.00 |
| Volume |
594 |
109 |
-485 |
-81.6% |
1,773 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.73 |
111.95 |
112.18 |
|
| R3 |
111.73 |
111.95 |
112.18 |
|
| R2 |
111.73 |
111.73 |
112.18 |
|
| R1 |
111.95 |
111.95 |
112.18 |
111.84 |
| PP |
111.73 |
111.73 |
111.73 |
111.67 |
| S1 |
111.95 |
111.95 |
112.18 |
111.84 |
| S2 |
111.73 |
111.73 |
112.18 |
|
| S3 |
111.73 |
111.95 |
112.18 |
|
| S4 |
111.73 |
111.95 |
112.18 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.26 |
125.05 |
115.11 |
|
| R3 |
121.93 |
119.72 |
113.65 |
|
| R2 |
116.60 |
116.60 |
113.16 |
|
| R1 |
114.39 |
114.39 |
112.67 |
112.83 |
| PP |
111.27 |
111.27 |
111.27 |
110.49 |
| S1 |
109.06 |
109.06 |
111.69 |
107.50 |
| S2 |
105.94 |
105.94 |
111.20 |
|
| S3 |
100.61 |
103.73 |
110.71 |
|
| S4 |
95.28 |
98.40 |
109.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.48 |
108.15 |
5.33 |
4.8% |
0.12 |
0.1% |
76% |
False |
False |
354 |
| 10 |
113.50 |
108.15 |
5.35 |
4.8% |
0.15 |
0.1% |
75% |
False |
False |
268 |
| 20 |
113.50 |
103.52 |
9.98 |
8.9% |
0.09 |
0.1% |
87% |
False |
False |
340 |
| 40 |
113.50 |
95.99 |
17.51 |
15.6% |
0.08 |
0.1% |
92% |
False |
False |
378 |
| 60 |
113.50 |
86.75 |
26.75 |
23.8% |
0.12 |
0.1% |
95% |
False |
False |
373 |
| 80 |
113.50 |
84.00 |
29.50 |
26.3% |
0.09 |
0.1% |
96% |
False |
False |
356 |
| 100 |
113.50 |
84.00 |
29.50 |
26.3% |
0.09 |
0.1% |
96% |
False |
False |
355 |
| 120 |
113.50 |
82.95 |
30.55 |
27.2% |
0.09 |
0.1% |
96% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.50 |
|
2.618 |
111.50 |
|
1.618 |
111.50 |
|
1.000 |
111.50 |
|
0.618 |
111.50 |
|
HIGH |
111.50 |
|
0.618 |
111.50 |
|
0.500 |
111.50 |
|
0.382 |
111.50 |
|
LOW |
111.50 |
|
0.618 |
111.50 |
|
1.000 |
111.50 |
|
1.618 |
111.50 |
|
2.618 |
111.50 |
|
4.250 |
111.50 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.95 |
111.40 |
| PP |
111.73 |
110.61 |
| S1 |
111.50 |
109.83 |
|