NYMEX Light Sweet Crude Oil Future August 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 |
102.61 |
102.61 |
0.00 |
0.0% |
99.20 |
| High |
104.70 |
102.61 |
-2.09 |
-2.0% |
105.14 |
| Low |
99.00 |
98.20 |
-0.80 |
-0.8% |
98.05 |
| Close |
100.08 |
99.51 |
-0.57 |
-0.6% |
103.49 |
| Range |
5.70 |
4.41 |
-1.29 |
-22.6% |
7.09 |
| ATR |
3.06 |
3.16 |
0.10 |
3.1% |
0.00 |
| Volume |
8,154 |
11,339 |
3,185 |
39.1% |
60,647 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.34 |
110.83 |
101.94 |
|
| R3 |
108.93 |
106.42 |
100.72 |
|
| R2 |
104.52 |
104.52 |
100.32 |
|
| R1 |
102.01 |
102.01 |
99.91 |
101.06 |
| PP |
100.11 |
100.11 |
100.11 |
99.63 |
| S1 |
97.60 |
97.60 |
99.11 |
96.65 |
| S2 |
95.70 |
95.70 |
98.70 |
|
| S3 |
91.29 |
93.19 |
98.30 |
|
| S4 |
86.88 |
88.78 |
97.08 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.50 |
120.58 |
107.39 |
|
| R3 |
116.41 |
113.49 |
105.44 |
|
| R2 |
109.32 |
109.32 |
104.79 |
|
| R1 |
106.40 |
106.40 |
104.14 |
107.86 |
| PP |
102.23 |
102.23 |
102.23 |
102.96 |
| S1 |
99.31 |
99.31 |
102.84 |
100.77 |
| S2 |
95.14 |
95.14 |
102.19 |
|
| S3 |
88.05 |
92.22 |
101.54 |
|
| S4 |
80.96 |
85.13 |
99.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.14 |
98.20 |
6.94 |
7.0% |
3.67 |
3.7% |
19% |
False |
True |
12,644 |
| 10 |
105.90 |
97.33 |
8.57 |
8.6% |
3.50 |
3.5% |
25% |
False |
False |
11,311 |
| 20 |
107.00 |
97.33 |
9.67 |
9.7% |
3.32 |
3.3% |
23% |
False |
False |
10,155 |
| 40 |
107.00 |
86.15 |
20.85 |
21.0% |
2.61 |
2.6% |
64% |
False |
False |
6,983 |
| 60 |
107.00 |
84.33 |
22.67 |
22.8% |
2.31 |
2.3% |
67% |
False |
False |
5,759 |
| 80 |
107.00 |
84.33 |
22.67 |
22.8% |
2.01 |
2.0% |
67% |
False |
False |
4,717 |
| 100 |
107.00 |
84.33 |
22.67 |
22.8% |
1.82 |
1.8% |
67% |
False |
False |
3,974 |
| 120 |
107.00 |
76.65 |
30.35 |
30.5% |
1.53 |
1.5% |
75% |
False |
False |
3,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.35 |
|
2.618 |
114.16 |
|
1.618 |
109.75 |
|
1.000 |
107.02 |
|
0.618 |
105.34 |
|
HIGH |
102.61 |
|
0.618 |
100.93 |
|
0.500 |
100.41 |
|
0.382 |
99.88 |
|
LOW |
98.20 |
|
0.618 |
95.47 |
|
1.000 |
93.79 |
|
1.618 |
91.06 |
|
2.618 |
86.65 |
|
4.250 |
79.46 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.41 |
101.63 |
| PP |
100.11 |
100.92 |
| S1 |
99.81 |
100.22 |
|