NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 07-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
101.15 |
103.01 |
1.86 |
1.8% |
101.50 |
High |
101.60 |
104.10 |
2.50 |
2.5% |
102.90 |
Low |
100.96 |
103.01 |
2.05 |
2.0% |
97.38 |
Close |
101.99 |
104.37 |
2.38 |
2.3% |
101.99 |
Range |
0.64 |
1.09 |
0.45 |
70.3% |
5.52 |
ATR |
1.73 |
1.76 |
0.03 |
1.5% |
0.00 |
Volume |
783 |
454 |
-329 |
-42.0% |
2,261 |
|
Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.10 |
106.82 |
104.97 |
|
R3 |
106.01 |
105.73 |
104.67 |
|
R2 |
104.92 |
104.92 |
104.57 |
|
R1 |
104.64 |
104.64 |
104.47 |
104.78 |
PP |
103.83 |
103.83 |
103.83 |
103.90 |
S1 |
103.55 |
103.55 |
104.27 |
103.69 |
S2 |
102.74 |
102.74 |
104.17 |
|
S3 |
101.65 |
102.46 |
104.07 |
|
S4 |
100.56 |
101.37 |
103.77 |
|
|
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 |
104.10 |
97.38 |
6.72 |
6.4% |
1.78 |
1.7% |
104% |
True |
False |
482 |
10 |
104.10 |
96.69 |
7.41 |
7.1% |
1.46 |
1.4% |
104% |
True |
False |
413 |
20 |
104.10 |
96.69 |
7.41 |
7.1% |
0.95 |
0.9% |
104% |
True |
False |
645 |
40 |
104.10 |
89.10 |
15.00 |
14.4% |
0.64 |
0.6% |
102% |
True |
False |
679 |
60 |
104.10 |
84.44 |
19.66 |
18.8% |
0.47 |
0.5% |
101% |
True |
False |
646 |
80 |
104.10 |
84.44 |
19.66 |
18.8% |
0.42 |
0.4% |
101% |
True |
False |
559 |
100 |
104.10 |
82.46 |
21.64 |
20.7% |
0.63 |
0.6% |
101% |
True |
False |
628 |
120 |
104.10 |
78.37 |
25.73 |
24.7% |
0.62 |
0.6% |
101% |
True |
False |
616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.73 |
2.618 |
106.95 |
1.618 |
105.86 |
1.000 |
105.19 |
0.618 |
104.77 |
HIGH |
104.10 |
0.618 |
103.68 |
0.500 |
103.56 |
0.382 |
103.43 |
LOW |
103.01 |
0.618 |
102.34 |
1.000 |
101.92 |
1.618 |
101.25 |
2.618 |
100.16 |
4.250 |
98.38 |
|
|
Fisher Pivots for day following 07-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
104.10 |
103.47 |
PP |
103.83 |
102.57 |
S1 |
103.56 |
101.67 |
|