NYMEX Light Sweet Crude Oil Future December 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 |
101.35 |
100.02 |
-1.33 |
-1.3% |
100.72 |
High |
101.54 |
102.64 |
1.10 |
1.1% |
102.71 |
Low |
99.58 |
100.02 |
0.44 |
0.4% |
96.62 |
Close |
99.91 |
102.51 |
2.60 |
2.6% |
102.51 |
Range |
1.96 |
2.62 |
0.66 |
33.7% |
6.09 |
ATR |
3.03 |
3.01 |
-0.02 |
-0.7% |
0.00 |
Volume |
20,784 |
25,626 |
4,842 |
23.3% |
107,850 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.58 |
108.67 |
103.95 |
|
R3 |
106.96 |
106.05 |
103.23 |
|
R2 |
104.34 |
104.34 |
102.99 |
|
R1 |
103.43 |
103.43 |
102.75 |
103.89 |
PP |
101.72 |
101.72 |
101.72 |
101.95 |
S1 |
100.81 |
100.81 |
102.27 |
101.27 |
S2 |
99.10 |
99.10 |
102.03 |
|
S3 |
96.48 |
98.19 |
101.79 |
|
S4 |
93.86 |
95.57 |
101.07 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.88 |
116.79 |
105.86 |
|
R3 |
112.79 |
110.70 |
104.18 |
|
R2 |
106.70 |
106.70 |
103.63 |
|
R1 |
104.61 |
104.61 |
103.07 |
105.66 |
PP |
100.61 |
100.61 |
100.61 |
101.14 |
S1 |
98.52 |
98.52 |
101.95 |
99.57 |
S2 |
94.52 |
94.52 |
101.39 |
|
S3 |
88.43 |
92.43 |
100.84 |
|
S4 |
82.34 |
86.34 |
99.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.71 |
96.62 |
6.09 |
5.9% |
3.44 |
3.4% |
97% |
False |
False |
21,570 |
10 |
103.14 |
96.62 |
6.52 |
6.4% |
2.89 |
2.8% |
90% |
False |
False |
21,568 |
20 |
105.00 |
95.83 |
9.17 |
8.9% |
3.11 |
3.0% |
73% |
False |
False |
25,679 |
40 |
105.00 |
87.50 |
17.50 |
17.1% |
2.74 |
2.7% |
86% |
False |
False |
23,050 |
60 |
105.00 |
83.90 |
21.10 |
20.6% |
2.50 |
2.4% |
88% |
False |
False |
21,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.78 |
2.618 |
109.50 |
1.618 |
106.88 |
1.000 |
105.26 |
0.618 |
104.26 |
HIGH |
102.64 |
0.618 |
101.64 |
0.500 |
101.33 |
0.382 |
101.02 |
LOW |
100.02 |
0.618 |
98.40 |
1.000 |
97.40 |
1.618 |
95.78 |
2.618 |
93.16 |
4.250 |
88.89 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
102.12 |
101.57 |
PP |
101.72 |
100.64 |
S1 |
101.33 |
99.70 |
|