NYMEX Light Sweet Crude Oil Future August 2008
| 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 |
102.61 |
99.74 |
-2.87 |
-2.8% |
99.20 |
| High |
102.61 |
103.29 |
0.68 |
0.7% |
105.14 |
| Low |
98.20 |
98.55 |
0.35 |
0.4% |
98.05 |
| Close |
99.51 |
103.18 |
3.67 |
3.7% |
103.49 |
| Range |
4.41 |
4.74 |
0.33 |
7.5% |
7.09 |
| ATR |
3.16 |
3.27 |
0.11 |
3.6% |
0.00 |
| Volume |
11,339 |
11,901 |
562 |
5.0% |
60,647 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.89 |
114.28 |
105.79 |
|
| R3 |
111.15 |
109.54 |
104.48 |
|
| R2 |
106.41 |
106.41 |
104.05 |
|
| R1 |
104.80 |
104.80 |
103.61 |
105.61 |
| PP |
101.67 |
101.67 |
101.67 |
102.08 |
| S1 |
100.06 |
100.06 |
102.75 |
100.87 |
| S2 |
96.93 |
96.93 |
102.31 |
|
| S3 |
92.19 |
95.32 |
101.88 |
|
| S4 |
87.45 |
90.58 |
100.57 |
|
|
| 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 |
6.7% |
3.88 |
3.8% |
72% |
False |
False |
12,657 |
| 10 |
105.14 |
97.33 |
7.81 |
7.6% |
3.54 |
3.4% |
75% |
False |
False |
11,452 |
| 20 |
107.00 |
97.33 |
9.67 |
9.4% |
3.36 |
3.3% |
60% |
False |
False |
10,454 |
| 40 |
107.00 |
86.15 |
20.85 |
20.2% |
2.68 |
2.6% |
82% |
False |
False |
7,254 |
| 60 |
107.00 |
84.33 |
22.67 |
22.0% |
2.35 |
2.3% |
83% |
False |
False |
5,929 |
| 80 |
107.00 |
84.33 |
22.67 |
22.0% |
2.07 |
2.0% |
83% |
False |
False |
4,846 |
| 100 |
107.00 |
84.33 |
22.67 |
22.0% |
1.86 |
1.8% |
83% |
False |
False |
4,089 |
| 120 |
107.00 |
77.45 |
29.55 |
28.6% |
1.56 |
1.5% |
87% |
False |
False |
3,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.44 |
|
2.618 |
115.70 |
|
1.618 |
110.96 |
|
1.000 |
108.03 |
|
0.618 |
106.22 |
|
HIGH |
103.29 |
|
0.618 |
101.48 |
|
0.500 |
100.92 |
|
0.382 |
100.36 |
|
LOW |
98.55 |
|
0.618 |
95.62 |
|
1.000 |
93.81 |
|
1.618 |
90.88 |
|
2.618 |
86.14 |
|
4.250 |
78.41 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.43 |
102.60 |
| PP |
101.67 |
102.03 |
| S1 |
100.92 |
101.45 |
|