NYMEX Light Sweet Crude Oil Future November 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 |
104.74 |
104.74 |
0.00 |
0.0% |
102.75 |
High |
105.23 |
105.14 |
-0.09 |
-0.1% |
102.75 |
Low |
104.74 |
104.51 |
-0.23 |
-0.2% |
98.15 |
Close |
105.47 |
104.71 |
-0.76 |
-0.7% |
103.00 |
Range |
0.49 |
0.63 |
0.14 |
28.6% |
4.60 |
ATR |
1.96 |
1.89 |
-0.07 |
-3.7% |
0.00 |
Volume |
1,075 |
1,576 |
501 |
46.6% |
13,090 |
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.68 |
106.32 |
105.06 |
|
R3 |
106.05 |
105.69 |
104.88 |
|
R2 |
105.42 |
105.42 |
104.83 |
|
R1 |
105.06 |
105.06 |
104.77 |
104.93 |
PP |
104.79 |
104.79 |
104.79 |
104.72 |
S1 |
104.43 |
104.43 |
104.65 |
104.30 |
S2 |
104.16 |
104.16 |
104.59 |
|
S3 |
103.53 |
103.80 |
104.54 |
|
S4 |
102.90 |
103.17 |
104.36 |
|
|
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 |
6.8% |
0.81 |
0.8% |
93% |
False |
False |
2,461 |
10 |
105.23 |
98.15 |
7.08 |
6.8% |
1.54 |
1.5% |
93% |
False |
False |
2,368 |
20 |
105.23 |
96.27 |
8.96 |
8.6% |
1.39 |
1.3% |
94% |
False |
False |
2,341 |
40 |
105.23 |
90.98 |
14.25 |
13.6% |
1.27 |
1.2% |
96% |
False |
False |
1,777 |
60 |
105.23 |
85.48 |
19.75 |
18.9% |
1.14 |
1.1% |
97% |
False |
False |
1,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.82 |
2.618 |
106.79 |
1.618 |
106.16 |
1.000 |
105.77 |
0.618 |
105.53 |
HIGH |
105.14 |
0.618 |
104.90 |
0.500 |
104.83 |
0.382 |
104.75 |
LOW |
104.51 |
0.618 |
104.12 |
1.000 |
103.88 |
1.618 |
103.49 |
2.618 |
102.86 |
4.250 |
101.83 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
104.83 |
104.30 |
PP |
104.79 |
103.88 |
S1 |
104.75 |
103.47 |
|