NYMEX Light Sweet Crude Oil Future November 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 |
98.42 |
101.21 |
2.79 |
2.8% |
98.18 |
High |
99.43 |
101.21 |
1.78 |
1.8% |
103.38 |
Low |
98.15 |
100.04 |
1.89 |
1.9% |
98.10 |
Close |
101.79 |
100.40 |
-1.39 |
-1.4% |
101.90 |
Range |
1.28 |
1.17 |
-0.11 |
-8.6% |
5.28 |
ATR |
1.97 |
1.96 |
-0.02 |
-0.8% |
0.00 |
Volume |
4,266 |
3,655 |
-611 |
-14.3% |
11,787 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.06 |
103.40 |
101.04 |
|
R3 |
102.89 |
102.23 |
100.72 |
|
R2 |
101.72 |
101.72 |
100.61 |
|
R1 |
101.06 |
101.06 |
100.51 |
100.81 |
PP |
100.55 |
100.55 |
100.55 |
100.42 |
S1 |
99.89 |
99.89 |
100.29 |
99.64 |
S2 |
99.38 |
99.38 |
100.19 |
|
S3 |
98.21 |
98.72 |
100.08 |
|
S4 |
97.04 |
97.55 |
99.76 |
|
|
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 |
102.75 |
98.15 |
4.60 |
4.6% |
1.67 |
1.7% |
49% |
False |
False |
2,775 |
10 |
103.38 |
96.27 |
7.11 |
7.1% |
1.78 |
1.8% |
58% |
False |
False |
2,552 |
20 |
104.69 |
96.27 |
8.42 |
8.4% |
1.52 |
1.5% |
49% |
False |
False |
2,568 |
40 |
104.69 |
86.40 |
18.29 |
18.2% |
1.38 |
1.4% |
77% |
False |
False |
1,719 |
60 |
104.69 |
85.48 |
19.21 |
19.1% |
1.13 |
1.1% |
78% |
False |
False |
1,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.18 |
2.618 |
104.27 |
1.618 |
103.10 |
1.000 |
102.38 |
0.618 |
101.93 |
HIGH |
101.21 |
0.618 |
100.76 |
0.500 |
100.63 |
0.382 |
100.49 |
LOW |
100.04 |
0.618 |
99.32 |
1.000 |
98.87 |
1.618 |
98.15 |
2.618 |
96.98 |
4.250 |
95.07 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
100.16 |
PP |
100.55 |
99.92 |
S1 |
100.48 |
99.68 |
|