NYMEX Light Sweet Crude Oil Future December 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 |
104.39 |
105.99 |
1.60 |
1.5% |
100.72 |
| High |
107.06 |
107.37 |
0.31 |
0.3% |
102.71 |
| Low |
103.76 |
104.47 |
0.71 |
0.7% |
96.62 |
| Close |
106.05 |
105.89 |
-0.16 |
-0.2% |
102.51 |
| Range |
3.30 |
2.90 |
-0.40 |
-12.1% |
6.09 |
| ATR |
2.94 |
2.94 |
0.00 |
-0.1% |
0.00 |
| Volume |
22,577 |
24,380 |
1,803 |
8.0% |
107,850 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.61 |
113.15 |
107.49 |
|
| R3 |
111.71 |
110.25 |
106.69 |
|
| R2 |
108.81 |
108.81 |
106.42 |
|
| R1 |
107.35 |
107.35 |
106.16 |
106.63 |
| PP |
105.91 |
105.91 |
105.91 |
105.55 |
| S1 |
104.45 |
104.45 |
105.62 |
103.73 |
| S2 |
103.01 |
103.01 |
105.36 |
|
| S3 |
100.11 |
101.55 |
105.09 |
|
| S4 |
97.21 |
98.65 |
104.30 |
|
|
| 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 |
107.37 |
100.02 |
7.35 |
6.9% |
2.70 |
2.5% |
80% |
True |
False |
21,422 |
| 10 |
107.37 |
96.62 |
10.75 |
10.2% |
3.01 |
2.8% |
86% |
True |
False |
20,964 |
| 20 |
107.37 |
95.83 |
11.54 |
10.9% |
3.18 |
3.0% |
87% |
True |
False |
23,175 |
| 40 |
107.37 |
92.25 |
15.12 |
14.3% |
2.78 |
2.6% |
90% |
True |
False |
23,306 |
| 60 |
107.37 |
83.90 |
23.47 |
22.2% |
2.56 |
2.4% |
94% |
True |
False |
21,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.70 |
|
2.618 |
114.96 |
|
1.618 |
112.06 |
|
1.000 |
110.27 |
|
0.618 |
109.16 |
|
HIGH |
107.37 |
|
0.618 |
106.26 |
|
0.500 |
105.92 |
|
0.382 |
105.58 |
|
LOW |
104.47 |
|
0.618 |
102.68 |
|
1.000 |
101.57 |
|
1.618 |
99.78 |
|
2.618 |
96.88 |
|
4.250 |
92.15 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
105.76 |
| PP |
105.91 |
105.64 |
| S1 |
105.90 |
105.51 |
|