NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 01-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
102.20 |
98.67 |
-3.53 |
-3.5% |
98.44 |
High |
103.66 |
99.50 |
-4.16 |
-4.0% |
104.00 |
Low |
98.05 |
97.48 |
-0.57 |
-0.6% |
97.70 |
Close |
99.21 |
98.63 |
-0.58 |
-0.6% |
102.35 |
Range |
5.61 |
2.02 |
-3.59 |
-64.0% |
6.30 |
ATR |
2.49 |
2.46 |
-0.03 |
-1.4% |
0.00 |
Volume |
2,307 |
3,613 |
1,306 |
56.6% |
19,287 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.60 |
103.63 |
99.74 |
|
R3 |
102.58 |
101.61 |
99.19 |
|
R2 |
100.56 |
100.56 |
99.00 |
|
R1 |
99.59 |
99.59 |
98.82 |
99.07 |
PP |
98.54 |
98.54 |
98.54 |
98.27 |
S1 |
97.57 |
97.57 |
98.44 |
97.05 |
S2 |
96.52 |
96.52 |
98.26 |
|
S3 |
94.50 |
95.55 |
98.07 |
|
S4 |
92.48 |
93.53 |
97.52 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.25 |
117.60 |
105.82 |
|
R3 |
113.95 |
111.30 |
104.08 |
|
R2 |
107.65 |
107.65 |
103.51 |
|
R1 |
105.00 |
105.00 |
102.93 |
106.33 |
PP |
101.35 |
101.35 |
101.35 |
102.01 |
S1 |
98.70 |
98.70 |
101.77 |
100.03 |
S2 |
95.05 |
95.05 |
101.20 |
|
S3 |
88.75 |
92.40 |
100.62 |
|
S4 |
82.45 |
86.10 |
98.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.00 |
97.48 |
6.52 |
6.6% |
2.79 |
2.8% |
18% |
False |
True |
3,765 |
10 |
104.63 |
96.67 |
7.96 |
8.1% |
2.57 |
2.6% |
25% |
False |
False |
3,942 |
20 |
105.20 |
96.67 |
8.53 |
8.6% |
2.31 |
2.3% |
23% |
False |
False |
3,704 |
40 |
105.20 |
86.34 |
18.86 |
19.1% |
1.79 |
1.8% |
65% |
False |
False |
2,415 |
60 |
105.20 |
84.60 |
20.60 |
20.9% |
1.42 |
1.4% |
68% |
False |
False |
1,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.09 |
2.618 |
104.79 |
1.618 |
102.77 |
1.000 |
101.52 |
0.618 |
100.75 |
HIGH |
99.50 |
0.618 |
98.73 |
0.500 |
98.49 |
0.382 |
98.25 |
LOW |
97.48 |
0.618 |
96.23 |
1.000 |
95.46 |
1.618 |
94.21 |
2.618 |
92.19 |
4.250 |
88.90 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
98.58 |
100.57 |
PP |
98.54 |
99.92 |
S1 |
98.49 |
99.28 |
|