NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
105.18 |
106.10 |
0.92 |
0.9% |
102.75 |
High |
107.43 |
106.10 |
-1.33 |
-1.2% |
102.75 |
Low |
104.74 |
105.93 |
1.19 |
1.1% |
98.15 |
Close |
106.61 |
106.42 |
-0.19 |
-0.2% |
103.00 |
Range |
2.69 |
0.17 |
-2.52 |
-93.7% |
4.60 |
ATR |
1.95 |
1.86 |
-0.09 |
-4.7% |
0.00 |
Volume |
3,441 |
3,388 |
-53 |
-1.5% |
13,090 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.66 |
106.71 |
106.51 |
|
R3 |
106.49 |
106.54 |
106.47 |
|
R2 |
106.32 |
106.32 |
106.45 |
|
R1 |
106.37 |
106.37 |
106.44 |
106.35 |
PP |
106.15 |
106.15 |
106.15 |
106.14 |
S1 |
106.20 |
106.20 |
106.40 |
106.18 |
S2 |
105.98 |
105.98 |
106.39 |
|
S3 |
105.81 |
106.03 |
106.37 |
|
S4 |
105.64 |
105.86 |
106.33 |
|
|
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 |
107.43 |
101.70 |
5.73 |
5.4% |
0.89 |
0.8% |
82% |
False |
False |
2,242 |
10 |
107.43 |
98.15 |
9.28 |
8.7% |
1.28 |
1.2% |
89% |
False |
False |
2,509 |
20 |
107.43 |
96.27 |
11.16 |
10.5% |
1.49 |
1.4% |
91% |
False |
False |
2,411 |
40 |
107.43 |
93.04 |
14.39 |
13.5% |
1.32 |
1.2% |
93% |
False |
False |
1,908 |
60 |
107.43 |
85.48 |
21.95 |
20.6% |
1.17 |
1.1% |
95% |
False |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.82 |
2.618 |
106.55 |
1.618 |
106.38 |
1.000 |
106.27 |
0.618 |
106.21 |
HIGH |
106.10 |
0.618 |
106.04 |
0.500 |
106.02 |
0.382 |
105.99 |
LOW |
105.93 |
0.618 |
105.82 |
1.000 |
105.76 |
1.618 |
105.65 |
2.618 |
105.48 |
4.250 |
105.21 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
106.29 |
106.27 |
PP |
106.15 |
106.12 |
S1 |
106.02 |
105.97 |
|