NYMEX Light Sweet Crude Oil Future November 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 |
101.21 |
101.70 |
0.49 |
0.5% |
102.75 |
| High |
101.21 |
102.16 |
0.95 |
0.9% |
102.75 |
| Low |
100.04 |
101.70 |
1.66 |
1.7% |
98.15 |
| Close |
100.40 |
103.00 |
2.60 |
2.6% |
103.00 |
| Range |
1.17 |
0.46 |
-0.71 |
-60.7% |
4.60 |
| ATR |
1.96 |
1.94 |
-0.01 |
-0.7% |
0.00 |
| Volume |
3,655 |
1,734 |
-1,921 |
-52.6% |
13,090 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.67 |
103.79 |
103.25 |
|
| R3 |
103.21 |
103.33 |
103.13 |
|
| R2 |
102.75 |
102.75 |
103.08 |
|
| R1 |
102.87 |
102.87 |
103.04 |
102.81 |
| PP |
102.29 |
102.29 |
102.29 |
102.26 |
| S1 |
102.41 |
102.41 |
102.96 |
102.35 |
| S2 |
101.83 |
101.83 |
102.92 |
|
| S3 |
101.37 |
101.95 |
102.87 |
|
| S4 |
100.91 |
101.49 |
102.75 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.10 |
113.65 |
105.53 |
|
| R3 |
110.50 |
109.05 |
104.27 |
|
| R2 |
105.90 |
105.90 |
103.84 |
|
| R1 |
104.45 |
104.45 |
103.42 |
105.18 |
| PP |
101.30 |
101.30 |
101.30 |
101.66 |
| S1 |
99.85 |
99.85 |
102.58 |
100.58 |
| S2 |
96.70 |
96.70 |
102.16 |
|
| S3 |
92.10 |
95.25 |
101.74 |
|
| S4 |
87.50 |
90.65 |
100.47 |
|
|
| 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 |
4.5% |
1.53 |
1.5% |
105% |
False |
False |
2,618 |
| 10 |
103.38 |
98.10 |
5.28 |
5.1% |
1.58 |
1.5% |
93% |
False |
False |
2,487 |
| 20 |
104.69 |
96.27 |
8.42 |
8.2% |
1.48 |
1.4% |
80% |
False |
False |
2,341 |
| 40 |
104.69 |
88.19 |
16.50 |
16.0% |
1.37 |
1.3% |
90% |
False |
False |
1,754 |
| 60 |
104.69 |
85.48 |
19.21 |
18.7% |
1.13 |
1.1% |
91% |
False |
False |
1,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.12 |
|
2.618 |
103.36 |
|
1.618 |
102.90 |
|
1.000 |
102.62 |
|
0.618 |
102.44 |
|
HIGH |
102.16 |
|
0.618 |
101.98 |
|
0.500 |
101.93 |
|
0.382 |
101.88 |
|
LOW |
101.70 |
|
0.618 |
101.42 |
|
1.000 |
101.24 |
|
1.618 |
100.96 |
|
2.618 |
100.50 |
|
4.250 |
99.75 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.64 |
102.05 |
| PP |
102.29 |
101.10 |
| S1 |
101.93 |
100.16 |
|