NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
102.26 |
104.25 |
1.99 |
1.9% |
102.61 |
| High |
104.71 |
107.55 |
2.84 |
2.7% |
104.71 |
| Low |
102.24 |
104.24 |
2.00 |
2.0% |
98.20 |
| Close |
104.59 |
107.23 |
2.64 |
2.5% |
104.59 |
| Range |
2.47 |
3.31 |
0.84 |
34.0% |
6.51 |
| ATR |
3.16 |
3.17 |
0.01 |
0.3% |
0.00 |
| Volume |
15,348 |
11,942 |
-3,406 |
-22.2% |
61,294 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.27 |
115.06 |
109.05 |
|
| R3 |
112.96 |
111.75 |
108.14 |
|
| R2 |
109.65 |
109.65 |
107.84 |
|
| R1 |
108.44 |
108.44 |
107.53 |
109.05 |
| PP |
106.34 |
106.34 |
106.34 |
106.64 |
| S1 |
105.13 |
105.13 |
106.93 |
105.74 |
| S2 |
103.03 |
103.03 |
106.62 |
|
| S3 |
99.72 |
101.82 |
106.32 |
|
| S4 |
96.41 |
98.51 |
105.41 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.03 |
119.82 |
108.17 |
|
| R3 |
115.52 |
113.31 |
106.38 |
|
| R2 |
109.01 |
109.01 |
105.78 |
|
| R1 |
106.80 |
106.80 |
105.19 |
107.91 |
| PP |
102.50 |
102.50 |
102.50 |
103.05 |
| S1 |
100.29 |
100.29 |
103.99 |
101.40 |
| S2 |
95.99 |
95.99 |
103.40 |
|
| S3 |
89.48 |
93.78 |
102.80 |
|
| S4 |
82.97 |
87.27 |
101.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.55 |
98.20 |
9.35 |
8.7% |
3.43 |
3.2% |
97% |
True |
False |
13,016 |
| 10 |
107.55 |
98.20 |
9.35 |
8.7% |
3.32 |
3.1% |
97% |
True |
False |
12,186 |
| 20 |
107.55 |
97.33 |
10.22 |
9.5% |
3.33 |
3.1% |
97% |
True |
False |
11,236 |
| 40 |
107.55 |
90.37 |
17.18 |
16.0% |
2.74 |
2.6% |
98% |
True |
False |
8,170 |
| 60 |
107.55 |
84.33 |
23.22 |
21.7% |
2.40 |
2.2% |
99% |
True |
False |
6,522 |
| 80 |
107.55 |
84.33 |
23.22 |
21.7% |
2.12 |
2.0% |
99% |
True |
False |
5,313 |
| 100 |
107.55 |
84.33 |
23.22 |
21.7% |
1.93 |
1.8% |
99% |
True |
False |
4,466 |
| 120 |
107.55 |
80.08 |
27.47 |
25.6% |
1.63 |
1.5% |
99% |
True |
False |
3,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.62 |
|
2.618 |
116.22 |
|
1.618 |
112.91 |
|
1.000 |
110.86 |
|
0.618 |
109.60 |
|
HIGH |
107.55 |
|
0.618 |
106.29 |
|
0.500 |
105.90 |
|
0.382 |
105.50 |
|
LOW |
104.24 |
|
0.618 |
102.19 |
|
1.000 |
100.93 |
|
1.618 |
98.88 |
|
2.618 |
95.57 |
|
4.250 |
90.17 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.79 |
106.33 |
| PP |
106.34 |
105.43 |
| S1 |
105.90 |
104.54 |
|