NYMEX Light Sweet Crude Oil Future January 2009
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 |
100.90 |
101.15 |
0.25 |
0.2% |
101.50 |
High |
100.90 |
101.60 |
0.70 |
0.7% |
102.90 |
Low |
99.24 |
100.96 |
1.72 |
1.7% |
97.38 |
Close |
99.41 |
101.99 |
2.58 |
2.6% |
101.99 |
Range |
1.66 |
0.64 |
-1.02 |
-61.4% |
5.52 |
ATR |
1.70 |
1.73 |
0.04 |
2.1% |
0.00 |
Volume |
817 |
783 |
-34 |
-4.2% |
2,261 |
|
Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.44 |
103.35 |
102.34 |
|
R3 |
102.80 |
102.71 |
102.17 |
|
R2 |
102.16 |
102.16 |
102.11 |
|
R1 |
102.07 |
102.07 |
102.05 |
102.12 |
PP |
101.52 |
101.52 |
101.52 |
101.54 |
S1 |
101.43 |
101.43 |
101.93 |
101.48 |
S2 |
100.88 |
100.88 |
101.87 |
|
S3 |
100.24 |
100.79 |
101.81 |
|
S4 |
99.60 |
100.15 |
101.64 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.32 |
115.17 |
105.03 |
|
R3 |
111.80 |
109.65 |
103.51 |
|
R2 |
106.28 |
106.28 |
103.00 |
|
R1 |
104.13 |
104.13 |
102.50 |
105.21 |
PP |
100.76 |
100.76 |
100.76 |
101.29 |
S1 |
98.61 |
98.61 |
101.48 |
99.69 |
S2 |
95.24 |
95.24 |
100.98 |
|
S3 |
89.72 |
93.09 |
100.47 |
|
S4 |
84.20 |
87.57 |
98.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.90 |
97.38 |
5.52 |
5.4% |
2.18 |
2.1% |
84% |
False |
False |
452 |
10 |
102.90 |
96.69 |
6.21 |
6.1% |
1.38 |
1.3% |
85% |
False |
False |
425 |
20 |
104.10 |
96.69 |
7.41 |
7.3% |
0.89 |
0.9% |
72% |
False |
False |
640 |
40 |
104.10 |
86.00 |
18.10 |
17.7% |
0.64 |
0.6% |
88% |
False |
False |
690 |
60 |
104.10 |
84.44 |
19.66 |
19.3% |
0.45 |
0.4% |
89% |
False |
False |
639 |
80 |
104.10 |
84.44 |
19.66 |
19.3% |
0.41 |
0.4% |
89% |
False |
False |
569 |
100 |
104.10 |
82.46 |
21.64 |
21.2% |
0.63 |
0.6% |
90% |
False |
False |
624 |
120 |
104.10 |
78.37 |
25.73 |
25.2% |
0.61 |
0.6% |
92% |
False |
False |
613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.32 |
2.618 |
103.28 |
1.618 |
102.64 |
1.000 |
102.24 |
0.618 |
102.00 |
HIGH |
101.60 |
0.618 |
101.36 |
0.500 |
101.28 |
0.382 |
101.20 |
LOW |
100.96 |
0.618 |
100.56 |
1.000 |
100.32 |
1.618 |
99.92 |
2.618 |
99.28 |
4.250 |
98.24 |
|
|
Fisher Pivots for day following 04-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
101.75 |
101.37 |
PP |
101.52 |
100.76 |
S1 |
101.28 |
100.14 |
|