NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
103.09 |
100.61 |
-2.48 |
-2.4% |
99.13 |
| High |
105.44 |
101.45 |
-3.99 |
-3.8% |
106.05 |
| Low |
99.27 |
98.63 |
-0.64 |
-0.6% |
98.50 |
| Close |
100.56 |
100.00 |
-0.56 |
-0.6% |
104.19 |
| Range |
6.17 |
2.82 |
-3.35 |
-54.3% |
7.55 |
| ATR |
3.60 |
3.55 |
-0.06 |
-1.6% |
0.00 |
| Volume |
29,500 |
35,332 |
5,832 |
19.8% |
192,765 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.49 |
107.06 |
101.55 |
|
| R3 |
105.67 |
104.24 |
100.78 |
|
| R2 |
102.85 |
102.85 |
100.52 |
|
| R1 |
101.42 |
101.42 |
100.26 |
100.73 |
| PP |
100.03 |
100.03 |
100.03 |
99.68 |
| S1 |
98.60 |
98.60 |
99.74 |
97.91 |
| S2 |
97.21 |
97.21 |
99.48 |
|
| S3 |
94.39 |
95.78 |
99.22 |
|
| S4 |
91.57 |
92.96 |
98.45 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.56 |
122.43 |
108.34 |
|
| R3 |
118.01 |
114.88 |
106.27 |
|
| R2 |
110.46 |
110.46 |
105.57 |
|
| R1 |
107.33 |
107.33 |
104.88 |
108.90 |
| PP |
102.91 |
102.91 |
102.91 |
103.70 |
| S1 |
99.78 |
99.78 |
103.50 |
101.35 |
| S2 |
95.36 |
95.36 |
102.81 |
|
| S3 |
87.81 |
92.23 |
102.11 |
|
| S4 |
80.26 |
84.68 |
100.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.05 |
98.63 |
7.42 |
7.4% |
3.94 |
3.9% |
18% |
False |
True |
39,479 |
| 10 |
106.70 |
97.58 |
9.12 |
9.1% |
4.20 |
4.2% |
27% |
False |
False |
32,967 |
| 20 |
107.92 |
97.51 |
10.41 |
10.4% |
3.78 |
3.8% |
24% |
False |
False |
26,991 |
| 40 |
107.92 |
86.28 |
21.64 |
21.6% |
3.02 |
3.0% |
63% |
False |
False |
17,484 |
| 60 |
107.92 |
85.17 |
22.75 |
22.8% |
2.64 |
2.6% |
65% |
False |
False |
13,622 |
| 80 |
107.92 |
85.12 |
22.80 |
22.8% |
2.55 |
2.5% |
65% |
False |
False |
10,991 |
| 100 |
107.92 |
85.12 |
22.80 |
22.8% |
2.27 |
2.3% |
65% |
False |
False |
9,102 |
| 120 |
107.92 |
75.69 |
32.23 |
32.2% |
2.00 |
2.0% |
75% |
False |
False |
7,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.44 |
|
2.618 |
108.83 |
|
1.618 |
106.01 |
|
1.000 |
104.27 |
|
0.618 |
103.19 |
|
HIGH |
101.45 |
|
0.618 |
100.37 |
|
0.500 |
100.04 |
|
0.382 |
99.71 |
|
LOW |
98.63 |
|
0.618 |
96.89 |
|
1.000 |
95.81 |
|
1.618 |
94.07 |
|
2.618 |
91.25 |
|
4.250 |
86.65 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.04 |
102.22 |
| PP |
100.03 |
101.48 |
| S1 |
100.01 |
100.74 |
|