NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
104.51 |
104.51 |
0.00 |
0.0% |
102.20 |
| High |
106.10 |
105.88 |
-0.22 |
-0.2% |
103.66 |
| Low |
104.51 |
104.51 |
0.00 |
0.0% |
97.48 |
| Close |
106.03 |
105.25 |
-0.78 |
-0.7% |
103.50 |
| Range |
1.59 |
1.37 |
-0.22 |
-13.8% |
6.18 |
| ATR |
2.54 |
2.47 |
-0.07 |
-2.9% |
0.00 |
| Volume |
2,725 |
5,597 |
2,872 |
105.4% |
25,127 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.32 |
108.66 |
106.00 |
|
| R3 |
107.95 |
107.29 |
105.63 |
|
| R2 |
106.58 |
106.58 |
105.50 |
|
| R1 |
105.92 |
105.92 |
105.38 |
106.25 |
| PP |
105.21 |
105.21 |
105.21 |
105.38 |
| S1 |
104.55 |
104.55 |
105.12 |
104.88 |
| S2 |
103.84 |
103.84 |
105.00 |
|
| S3 |
102.47 |
103.18 |
104.87 |
|
| S4 |
101.10 |
101.81 |
104.50 |
|
|
| 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 |
97.64 |
8.46 |
8.0% |
2.01 |
1.9% |
90% |
False |
False |
5,505 |
| 10 |
106.10 |
97.48 |
8.62 |
8.2% |
2.40 |
2.3% |
90% |
False |
False |
4,635 |
| 20 |
106.10 |
96.67 |
9.43 |
9.0% |
2.24 |
2.1% |
91% |
False |
False |
4,158 |
| 40 |
106.10 |
91.13 |
14.97 |
14.2% |
1.81 |
1.7% |
94% |
False |
False |
3,040 |
| 60 |
106.10 |
84.60 |
21.50 |
20.4% |
1.57 |
1.5% |
96% |
False |
False |
2,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.70 |
|
2.618 |
109.47 |
|
1.618 |
108.10 |
|
1.000 |
107.25 |
|
0.618 |
106.73 |
|
HIGH |
105.88 |
|
0.618 |
105.36 |
|
0.500 |
105.20 |
|
0.382 |
105.03 |
|
LOW |
104.51 |
|
0.618 |
103.66 |
|
1.000 |
103.14 |
|
1.618 |
102.29 |
|
2.618 |
100.92 |
|
4.250 |
98.69 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.23 |
104.84 |
| PP |
105.21 |
104.42 |
| S1 |
105.20 |
104.01 |
|