NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
98.67 |
97.90 |
-0.77 |
-0.8% |
97.26 |
| High |
99.06 |
101.45 |
2.39 |
2.4% |
103.14 |
| Low |
96.62 |
96.76 |
0.14 |
0.1% |
96.81 |
| Close |
97.81 |
101.35 |
3.54 |
3.6% |
101.46 |
| Range |
2.44 |
4.69 |
2.25 |
92.2% |
6.33 |
| ATR |
2.99 |
3.11 |
0.12 |
4.1% |
0.00 |
| Volume |
19,229 |
23,658 |
4,429 |
23.0% |
107,836 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.92 |
112.33 |
103.93 |
|
| R3 |
109.23 |
107.64 |
102.64 |
|
| R2 |
104.54 |
104.54 |
102.21 |
|
| R1 |
102.95 |
102.95 |
101.78 |
103.75 |
| PP |
99.85 |
99.85 |
99.85 |
100.25 |
| S1 |
98.26 |
98.26 |
100.92 |
99.06 |
| S2 |
95.16 |
95.16 |
100.49 |
|
| S3 |
90.47 |
93.57 |
100.06 |
|
| S4 |
85.78 |
88.88 |
98.77 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.46 |
116.79 |
104.94 |
|
| R3 |
113.13 |
110.46 |
103.20 |
|
| R2 |
106.80 |
106.80 |
102.62 |
|
| R1 |
104.13 |
104.13 |
102.04 |
105.47 |
| PP |
100.47 |
100.47 |
100.47 |
101.14 |
| S1 |
97.80 |
97.80 |
100.88 |
99.14 |
| S2 |
94.14 |
94.14 |
100.30 |
|
| S3 |
87.81 |
91.47 |
99.72 |
|
| S4 |
81.48 |
85.14 |
97.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.14 |
96.62 |
6.52 |
6.4% |
3.33 |
3.3% |
73% |
False |
False |
21,059 |
| 10 |
103.14 |
95.83 |
7.31 |
7.2% |
3.21 |
3.2% |
76% |
False |
False |
22,412 |
| 20 |
105.00 |
95.83 |
9.17 |
9.0% |
3.20 |
3.2% |
60% |
False |
False |
27,009 |
| 40 |
105.00 |
85.60 |
19.40 |
19.1% |
2.72 |
2.7% |
81% |
False |
False |
22,942 |
| 60 |
105.00 |
83.90 |
21.10 |
20.8% |
2.48 |
2.5% |
83% |
False |
False |
20,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.38 |
|
2.618 |
113.73 |
|
1.618 |
109.04 |
|
1.000 |
106.14 |
|
0.618 |
104.35 |
|
HIGH |
101.45 |
|
0.618 |
99.66 |
|
0.500 |
99.11 |
|
0.382 |
98.55 |
|
LOW |
96.76 |
|
0.618 |
93.86 |
|
1.000 |
92.07 |
|
1.618 |
89.17 |
|
2.618 |
84.48 |
|
4.250 |
76.83 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.60 |
100.79 |
| PP |
99.85 |
100.23 |
| S1 |
99.11 |
99.67 |
|