NYMEX Light Sweet Crude Oil Future November 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 |
101.70 |
104.74 |
3.04 |
3.0% |
102.75 |
| High |
102.16 |
105.23 |
3.07 |
3.0% |
102.75 |
| Low |
101.70 |
104.74 |
3.04 |
3.0% |
98.15 |
| Close |
103.00 |
105.47 |
2.47 |
2.4% |
103.00 |
| Range |
0.46 |
0.49 |
0.03 |
6.5% |
4.60 |
| ATR |
1.94 |
1.96 |
0.02 |
1.1% |
0.00 |
| Volume |
1,734 |
1,075 |
-659 |
-38.0% |
13,090 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.62 |
106.53 |
105.74 |
|
| R3 |
106.13 |
106.04 |
105.60 |
|
| R2 |
105.64 |
105.64 |
105.56 |
|
| R1 |
105.55 |
105.55 |
105.51 |
105.60 |
| PP |
105.15 |
105.15 |
105.15 |
105.17 |
| S1 |
105.06 |
105.06 |
105.43 |
105.11 |
| S2 |
104.66 |
104.66 |
105.38 |
|
| S3 |
104.17 |
104.57 |
105.34 |
|
| S4 |
103.68 |
104.08 |
105.20 |
|
|
| 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 |
105.23 |
98.15 |
7.08 |
6.7% |
0.74 |
0.7% |
103% |
True |
False |
2,537 |
| 10 |
105.23 |
98.15 |
7.08 |
6.7% |
1.57 |
1.5% |
103% |
True |
False |
2,267 |
| 20 |
105.23 |
96.27 |
8.96 |
8.5% |
1.47 |
1.4% |
103% |
True |
False |
2,346 |
| 40 |
105.23 |
89.80 |
15.43 |
14.6% |
1.32 |
1.3% |
102% |
True |
False |
1,753 |
| 60 |
105.23 |
85.48 |
19.75 |
18.7% |
1.14 |
1.1% |
101% |
True |
False |
1,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.31 |
|
2.618 |
106.51 |
|
1.618 |
106.02 |
|
1.000 |
105.72 |
|
0.618 |
105.53 |
|
HIGH |
105.23 |
|
0.618 |
105.04 |
|
0.500 |
104.99 |
|
0.382 |
104.93 |
|
LOW |
104.74 |
|
0.618 |
104.44 |
|
1.000 |
104.25 |
|
1.618 |
103.95 |
|
2.618 |
103.46 |
|
4.250 |
102.66 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.31 |
104.53 |
| PP |
105.15 |
103.58 |
| S1 |
104.99 |
102.64 |
|