NYMEX Light Sweet Crude Oil Future February 2009
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 |
95.99 |
98.25 |
2.26 |
2.4% |
97.35 |
High |
96.03 |
98.25 |
2.22 |
2.3% |
101.90 |
Low |
95.99 |
98.25 |
2.26 |
2.4% |
97.35 |
Close |
97.00 |
100.50 |
3.50 |
3.6% |
100.57 |
Range |
0.04 |
0.00 |
-0.04 |
-100.0% |
4.55 |
ATR |
1.45 |
1.44 |
-0.01 |
-1.0% |
0.00 |
Volume |
17 |
186 |
169 |
994.1% |
1,212 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.00 |
99.75 |
100.50 |
|
R3 |
99.00 |
99.75 |
100.50 |
|
R2 |
99.00 |
99.00 |
100.50 |
|
R1 |
99.75 |
99.75 |
100.50 |
99.38 |
PP |
99.00 |
99.00 |
99.00 |
98.81 |
S1 |
99.75 |
99.75 |
100.50 |
99.38 |
S2 |
99.00 |
99.00 |
100.50 |
|
S3 |
99.00 |
99.75 |
100.50 |
|
S4 |
99.00 |
99.75 |
100.50 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.59 |
111.63 |
103.07 |
|
R3 |
109.04 |
107.08 |
101.82 |
|
R2 |
104.49 |
104.49 |
101.40 |
|
R1 |
102.53 |
102.53 |
100.99 |
103.51 |
PP |
99.94 |
99.94 |
99.94 |
100.43 |
S1 |
97.98 |
97.98 |
100.15 |
98.96 |
S2 |
95.39 |
95.39 |
99.74 |
|
S3 |
90.84 |
93.43 |
99.32 |
|
S4 |
86.29 |
88.88 |
98.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.90 |
95.99 |
5.91 |
5.9% |
0.01 |
0.0% |
76% |
False |
False |
137 |
10 |
101.90 |
95.99 |
5.91 |
5.9% |
0.00 |
0.0% |
76% |
False |
False |
329 |
20 |
103.55 |
95.99 |
7.56 |
7.5% |
0.06 |
0.1% |
60% |
False |
False |
439 |
40 |
103.55 |
86.06 |
17.49 |
17.4% |
0.13 |
0.1% |
83% |
False |
False |
368 |
60 |
103.55 |
84.00 |
19.55 |
19.5% |
0.09 |
0.1% |
84% |
False |
False |
350 |
80 |
103.55 |
84.00 |
19.55 |
19.5% |
0.11 |
0.1% |
84% |
False |
False |
354 |
100 |
103.55 |
82.95 |
20.60 |
20.5% |
0.08 |
0.1% |
85% |
False |
False |
364 |
120 |
103.55 |
76.02 |
27.53 |
27.4% |
0.07 |
0.1% |
89% |
False |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.25 |
2.618 |
98.25 |
1.618 |
98.25 |
1.000 |
98.25 |
0.618 |
98.25 |
HIGH |
98.25 |
0.618 |
98.25 |
0.500 |
98.25 |
0.382 |
98.25 |
LOW |
98.25 |
0.618 |
98.25 |
1.000 |
98.25 |
1.618 |
98.25 |
2.618 |
98.25 |
4.250 |
98.25 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
99.75 |
99.76 |
PP |
99.00 |
99.02 |
S1 |
98.25 |
98.28 |
|