NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
100.23 |
103.42 |
3.19 |
3.2% |
99.13 |
| High |
103.90 |
104.69 |
0.79 |
0.8% |
106.05 |
| Low |
98.85 |
102.00 |
3.15 |
3.2% |
98.50 |
| Close |
103.72 |
102.63 |
-1.09 |
-1.1% |
104.19 |
| Range |
5.05 |
2.69 |
-2.36 |
-46.7% |
7.55 |
| ATR |
3.66 |
3.59 |
-0.07 |
-1.9% |
0.00 |
| Volume |
34,477 |
37,813 |
3,336 |
9.7% |
192,765 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.18 |
109.59 |
104.11 |
|
| R3 |
108.49 |
106.90 |
103.37 |
|
| R2 |
105.80 |
105.80 |
103.12 |
|
| R1 |
104.21 |
104.21 |
102.88 |
103.66 |
| PP |
103.11 |
103.11 |
103.11 |
102.83 |
| S1 |
101.52 |
101.52 |
102.38 |
100.97 |
| S2 |
100.42 |
100.42 |
102.14 |
|
| S3 |
97.73 |
98.83 |
101.89 |
|
| S4 |
95.04 |
96.14 |
101.15 |
|
|
| 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 |
105.81 |
98.63 |
7.18 |
7.0% |
3.85 |
3.7% |
56% |
False |
False |
35,775 |
| 10 |
106.05 |
97.58 |
8.47 |
8.3% |
4.00 |
3.9% |
60% |
False |
False |
36,146 |
| 20 |
107.92 |
97.58 |
10.34 |
10.1% |
3.74 |
3.6% |
49% |
False |
False |
29,024 |
| 40 |
107.92 |
86.28 |
21.64 |
21.1% |
3.12 |
3.0% |
76% |
False |
False |
19,014 |
| 60 |
107.92 |
85.17 |
22.75 |
22.2% |
2.70 |
2.6% |
77% |
False |
False |
14,719 |
| 80 |
107.92 |
85.17 |
22.75 |
22.2% |
2.45 |
2.4% |
77% |
False |
False |
11,786 |
| 100 |
107.92 |
85.12 |
22.80 |
22.2% |
2.33 |
2.3% |
77% |
False |
False |
9,806 |
| 120 |
107.92 |
78.25 |
29.67 |
28.9% |
2.05 |
2.0% |
82% |
False |
False |
8,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.12 |
|
2.618 |
111.73 |
|
1.618 |
109.04 |
|
1.000 |
107.38 |
|
0.618 |
106.35 |
|
HIGH |
104.69 |
|
0.618 |
103.66 |
|
0.500 |
103.35 |
|
0.382 |
103.03 |
|
LOW |
102.00 |
|
0.618 |
100.34 |
|
1.000 |
99.31 |
|
1.618 |
97.65 |
|
2.618 |
94.96 |
|
4.250 |
90.57 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.35 |
102.31 |
| PP |
103.11 |
101.98 |
| S1 |
102.87 |
101.66 |
|