NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 04-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
101.06 |
101.93 |
0.87 |
0.9% |
102.20 |
High |
101.65 |
103.28 |
1.63 |
1.6% |
103.66 |
Low |
100.50 |
101.91 |
1.41 |
1.4% |
97.48 |
Close |
100.90 |
103.50 |
2.60 |
2.6% |
103.50 |
Range |
1.15 |
1.37 |
0.22 |
19.1% |
6.18 |
ATR |
2.55 |
2.54 |
-0.01 |
-0.5% |
0.00 |
Volume |
9,614 |
4,487 |
-5,127 |
-53.3% |
25,127 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.01 |
106.62 |
104.25 |
|
R3 |
105.64 |
105.25 |
103.88 |
|
R2 |
104.27 |
104.27 |
103.75 |
|
R1 |
103.88 |
103.88 |
103.63 |
104.08 |
PP |
102.90 |
102.90 |
102.90 |
102.99 |
S1 |
102.51 |
102.51 |
103.37 |
102.71 |
S2 |
101.53 |
101.53 |
103.25 |
|
S3 |
100.16 |
101.14 |
103.12 |
|
S4 |
98.79 |
99.77 |
102.75 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.09 |
117.97 |
106.90 |
|
R3 |
113.91 |
111.79 |
105.20 |
|
R2 |
107.73 |
107.73 |
104.63 |
|
R1 |
105.61 |
105.61 |
104.07 |
106.67 |
PP |
101.55 |
101.55 |
101.55 |
102.08 |
S1 |
99.43 |
99.43 |
102.93 |
100.49 |
S2 |
95.37 |
95.37 |
102.37 |
|
S3 |
89.19 |
93.25 |
101.80 |
|
S4 |
83.01 |
87.07 |
100.10 |
|
|
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 |
6.0% |
2.95 |
2.8% |
97% |
False |
False |
5,025 |
10 |
104.00 |
97.48 |
6.52 |
6.3% |
2.38 |
2.3% |
92% |
False |
False |
4,441 |
20 |
105.20 |
96.67 |
8.53 |
8.2% |
2.30 |
2.2% |
80% |
False |
False |
4,032 |
40 |
105.20 |
88.10 |
17.10 |
16.5% |
1.87 |
1.8% |
90% |
False |
False |
2,869 |
60 |
105.20 |
84.60 |
20.60 |
19.9% |
1.52 |
1.5% |
92% |
False |
False |
2,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.10 |
2.618 |
106.87 |
1.618 |
105.50 |
1.000 |
104.65 |
0.618 |
104.13 |
HIGH |
103.28 |
0.618 |
102.76 |
0.500 |
102.60 |
0.382 |
102.43 |
LOW |
101.91 |
0.618 |
101.06 |
1.000 |
100.54 |
1.618 |
99.69 |
2.618 |
98.32 |
4.250 |
96.09 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
103.20 |
102.49 |
PP |
102.90 |
101.47 |
S1 |
102.60 |
100.46 |
|