NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
101.93 |
104.51 |
2.58 |
2.5% |
102.20 |
| High |
103.28 |
106.10 |
2.82 |
2.7% |
103.66 |
| Low |
101.91 |
104.51 |
2.60 |
2.6% |
97.48 |
| Close |
103.50 |
106.03 |
2.53 |
2.4% |
103.50 |
| Range |
1.37 |
1.59 |
0.22 |
16.1% |
6.18 |
| ATR |
2.54 |
2.54 |
0.00 |
0.2% |
0.00 |
| Volume |
4,487 |
2,725 |
-1,762 |
-39.3% |
25,127 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.32 |
109.76 |
106.90 |
|
| R3 |
108.73 |
108.17 |
106.47 |
|
| R2 |
107.14 |
107.14 |
106.32 |
|
| R1 |
106.58 |
106.58 |
106.18 |
106.86 |
| PP |
105.55 |
105.55 |
105.55 |
105.69 |
| S1 |
104.99 |
104.99 |
105.88 |
105.27 |
| S2 |
103.96 |
103.96 |
105.74 |
|
| S3 |
102.37 |
103.40 |
105.59 |
|
| S4 |
100.78 |
101.81 |
105.16 |
|
|
| 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 |
106.10 |
97.48 |
8.62 |
8.1% |
2.14 |
2.0% |
99% |
True |
False |
5,109 |
| 10 |
106.10 |
97.48 |
8.62 |
8.1% |
2.39 |
2.3% |
99% |
True |
False |
4,226 |
| 20 |
106.10 |
96.67 |
9.43 |
8.9% |
2.30 |
2.2% |
99% |
True |
False |
4,058 |
| 40 |
106.10 |
90.06 |
16.04 |
15.1% |
1.85 |
1.7% |
100% |
True |
False |
2,912 |
| 60 |
106.10 |
84.60 |
21.50 |
20.3% |
1.55 |
1.5% |
100% |
True |
False |
2,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.86 |
|
2.618 |
110.26 |
|
1.618 |
108.67 |
|
1.000 |
107.69 |
|
0.618 |
107.08 |
|
HIGH |
106.10 |
|
0.618 |
105.49 |
|
0.500 |
105.31 |
|
0.382 |
105.12 |
|
LOW |
104.51 |
|
0.618 |
103.53 |
|
1.000 |
102.92 |
|
1.618 |
101.94 |
|
2.618 |
100.35 |
|
4.250 |
97.75 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.79 |
105.12 |
| PP |
105.55 |
104.21 |
| S1 |
105.31 |
103.30 |
|