NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
98.36 |
101.06 |
2.70 |
2.7% |
98.44 |
| High |
102.22 |
101.65 |
-0.57 |
-0.6% |
104.00 |
| Low |
97.64 |
100.50 |
2.86 |
2.9% |
97.70 |
| Close |
102.23 |
100.90 |
-1.33 |
-1.3% |
102.35 |
| Range |
4.58 |
1.15 |
-3.43 |
-74.9% |
6.30 |
| ATR |
2.61 |
2.55 |
-0.06 |
-2.4% |
0.00 |
| Volume |
5,106 |
9,614 |
4,508 |
88.3% |
19,287 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.47 |
103.83 |
101.53 |
|
| R3 |
103.32 |
102.68 |
101.22 |
|
| R2 |
102.17 |
102.17 |
101.11 |
|
| R1 |
101.53 |
101.53 |
101.01 |
101.28 |
| PP |
101.02 |
101.02 |
101.02 |
100.89 |
| S1 |
100.38 |
100.38 |
100.79 |
100.13 |
| S2 |
99.87 |
99.87 |
100.69 |
|
| S3 |
98.72 |
99.23 |
100.58 |
|
| S4 |
97.57 |
98.08 |
100.27 |
|
|
| 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 |
103.66 |
97.48 |
6.18 |
6.1% |
2.99 |
3.0% |
55% |
False |
False |
4,800 |
| 10 |
104.00 |
96.67 |
7.33 |
7.3% |
2.45 |
2.4% |
58% |
False |
False |
4,549 |
| 20 |
105.20 |
96.67 |
8.53 |
8.5% |
2.33 |
2.3% |
50% |
False |
False |
4,088 |
| 40 |
105.20 |
86.44 |
18.76 |
18.6% |
1.86 |
1.8% |
77% |
False |
False |
2,768 |
| 60 |
105.20 |
84.60 |
20.60 |
20.4% |
1.50 |
1.5% |
79% |
False |
False |
2,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.54 |
|
2.618 |
104.66 |
|
1.618 |
103.51 |
|
1.000 |
102.80 |
|
0.618 |
102.36 |
|
HIGH |
101.65 |
|
0.618 |
101.21 |
|
0.500 |
101.08 |
|
0.382 |
100.94 |
|
LOW |
100.50 |
|
0.618 |
99.79 |
|
1.000 |
99.35 |
|
1.618 |
98.64 |
|
2.618 |
97.49 |
|
4.250 |
95.61 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.08 |
100.55 |
| PP |
101.02 |
100.20 |
| S1 |
100.96 |
99.85 |
|