NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
103.42 |
102.89 |
-0.53 |
-0.5% |
103.09 |
| High |
104.69 |
105.36 |
0.67 |
0.6% |
105.44 |
| Low |
102.00 |
102.85 |
0.85 |
0.8% |
98.63 |
| Close |
102.63 |
105.19 |
2.56 |
2.5% |
105.19 |
| Range |
2.69 |
2.51 |
-0.18 |
-6.7% |
6.81 |
| ATR |
3.59 |
3.53 |
-0.06 |
-1.7% |
0.00 |
| Volume |
37,813 |
45,740 |
7,927 |
21.0% |
182,862 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.00 |
111.10 |
106.57 |
|
| R3 |
109.49 |
108.59 |
105.88 |
|
| R2 |
106.98 |
106.98 |
105.65 |
|
| R1 |
106.08 |
106.08 |
105.42 |
106.53 |
| PP |
104.47 |
104.47 |
104.47 |
104.69 |
| S1 |
103.57 |
103.57 |
104.96 |
104.02 |
| S2 |
101.96 |
101.96 |
104.73 |
|
| S3 |
99.45 |
101.06 |
104.50 |
|
| S4 |
96.94 |
98.55 |
103.81 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.52 |
121.16 |
108.94 |
|
| R3 |
116.71 |
114.35 |
107.06 |
|
| R2 |
109.90 |
109.90 |
106.44 |
|
| R1 |
107.54 |
107.54 |
105.81 |
108.72 |
| PP |
103.09 |
103.09 |
103.09 |
103.68 |
| S1 |
100.73 |
100.73 |
104.57 |
101.91 |
| S2 |
96.28 |
96.28 |
103.94 |
|
| S3 |
89.47 |
93.92 |
103.32 |
|
| S4 |
82.66 |
87.11 |
101.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.44 |
98.63 |
6.81 |
6.5% |
3.85 |
3.7% |
96% |
False |
False |
36,572 |
| 10 |
106.05 |
98.50 |
7.55 |
7.2% |
3.46 |
3.3% |
89% |
False |
False |
37,562 |
| 20 |
107.92 |
97.58 |
10.34 |
9.8% |
3.74 |
3.6% |
74% |
False |
False |
30,093 |
| 40 |
107.92 |
86.28 |
21.64 |
20.6% |
3.13 |
3.0% |
87% |
False |
False |
20,063 |
| 60 |
107.92 |
85.17 |
22.75 |
21.6% |
2.70 |
2.6% |
88% |
False |
False |
15,429 |
| 80 |
107.92 |
85.17 |
22.75 |
21.6% |
2.45 |
2.3% |
88% |
False |
False |
12,322 |
| 100 |
107.92 |
85.12 |
22.80 |
21.7% |
2.34 |
2.2% |
88% |
False |
False |
10,251 |
| 120 |
107.92 |
78.25 |
29.67 |
28.2% |
2.07 |
2.0% |
91% |
False |
False |
8,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.03 |
|
2.618 |
111.93 |
|
1.618 |
109.42 |
|
1.000 |
107.87 |
|
0.618 |
106.91 |
|
HIGH |
105.36 |
|
0.618 |
104.40 |
|
0.500 |
104.11 |
|
0.382 |
103.81 |
|
LOW |
102.85 |
|
0.618 |
101.30 |
|
1.000 |
100.34 |
|
1.618 |
98.79 |
|
2.618 |
96.28 |
|
4.250 |
92.18 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.83 |
104.16 |
| PP |
104.47 |
103.13 |
| S1 |
104.11 |
102.11 |
|