NYMEX Light Sweet Crude Oil Future November 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 |
102.75 |
98.50 |
-4.25 |
-4.1% |
98.18 |
High |
102.75 |
98.50 |
-4.25 |
-4.1% |
103.38 |
Low |
98.34 |
98.18 |
-0.16 |
-0.2% |
98.10 |
Close |
98.79 |
98.22 |
-0.57 |
-0.6% |
101.90 |
Range |
4.41 |
0.32 |
-4.09 |
-92.7% |
5.28 |
ATR |
2.14 |
2.03 |
-0.11 |
-5.1% |
0.00 |
Volume |
1,478 |
1,957 |
479 |
32.4% |
11,787 |
|
Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.26 |
99.06 |
98.40 |
|
R3 |
98.94 |
98.74 |
98.31 |
|
R2 |
98.62 |
98.62 |
98.28 |
|
R1 |
98.42 |
98.42 |
98.25 |
98.36 |
PP |
98.30 |
98.30 |
98.30 |
98.27 |
S1 |
98.10 |
98.10 |
98.19 |
98.04 |
S2 |
97.98 |
97.98 |
98.16 |
|
S3 |
97.66 |
97.78 |
98.13 |
|
S4 |
97.34 |
97.46 |
98.04 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.97 |
114.71 |
104.80 |
|
R3 |
111.69 |
109.43 |
103.35 |
|
R2 |
106.41 |
106.41 |
102.87 |
|
R1 |
104.15 |
104.15 |
102.38 |
105.28 |
PP |
101.13 |
101.13 |
101.13 |
101.69 |
S1 |
98.87 |
98.87 |
101.42 |
100.00 |
S2 |
95.85 |
95.85 |
100.93 |
|
S3 |
90.57 |
93.59 |
100.45 |
|
S4 |
85.29 |
88.31 |
99.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.38 |
98.18 |
5.20 |
5.3% |
2.26 |
2.3% |
1% |
False |
True |
2,275 |
10 |
103.38 |
96.27 |
7.11 |
7.2% |
1.97 |
2.0% |
27% |
False |
False |
2,285 |
20 |
104.69 |
96.27 |
8.42 |
8.6% |
1.66 |
1.7% |
23% |
False |
False |
2,332 |
40 |
104.69 |
86.22 |
18.47 |
18.8% |
1.36 |
1.4% |
65% |
False |
False |
1,560 |
60 |
104.69 |
85.48 |
19.21 |
19.6% |
1.13 |
1.1% |
66% |
False |
False |
1,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.86 |
2.618 |
99.34 |
1.618 |
99.02 |
1.000 |
98.82 |
0.618 |
98.70 |
HIGH |
98.50 |
0.618 |
98.38 |
0.500 |
98.34 |
0.382 |
98.30 |
LOW |
98.18 |
0.618 |
97.98 |
1.000 |
97.86 |
1.618 |
97.66 |
2.618 |
97.34 |
4.250 |
96.82 |
|
|
Fisher Pivots for day following 01-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
98.34 |
100.47 |
PP |
98.30 |
99.72 |
S1 |
98.26 |
98.97 |
|