NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.98 |
106.65 |
-0.33 |
-0.3% |
102.61 |
| High |
107.39 |
109.51 |
2.12 |
2.0% |
104.71 |
| Low |
105.79 |
106.05 |
0.26 |
0.2% |
98.20 |
| Close |
106.44 |
108.61 |
2.17 |
2.0% |
104.59 |
| Range |
1.60 |
3.46 |
1.86 |
116.3% |
6.51 |
| ATR |
3.06 |
3.09 |
0.03 |
0.9% |
0.00 |
| Volume |
10,914 |
15,159 |
4,245 |
38.9% |
61,294 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.44 |
116.98 |
110.51 |
|
| R3 |
114.98 |
113.52 |
109.56 |
|
| R2 |
111.52 |
111.52 |
109.24 |
|
| R1 |
110.06 |
110.06 |
108.93 |
110.79 |
| PP |
108.06 |
108.06 |
108.06 |
108.42 |
| S1 |
106.60 |
106.60 |
108.29 |
107.33 |
| S2 |
104.60 |
104.60 |
107.98 |
|
| S3 |
101.14 |
103.14 |
107.66 |
|
| S4 |
97.68 |
99.68 |
106.71 |
|
|
| 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 |
109.51 |
101.52 |
7.99 |
7.4% |
2.62 |
2.4% |
89% |
True |
False |
13,583 |
| 10 |
109.51 |
98.20 |
11.31 |
10.4% |
3.25 |
3.0% |
92% |
True |
False |
13,120 |
| 20 |
109.51 |
97.33 |
12.18 |
11.2% |
3.32 |
3.1% |
93% |
True |
False |
11,455 |
| 40 |
109.51 |
91.40 |
18.11 |
16.7% |
2.77 |
2.5% |
95% |
True |
False |
8,561 |
| 60 |
109.51 |
84.33 |
25.18 |
23.2% |
2.44 |
2.2% |
96% |
True |
False |
6,870 |
| 80 |
109.51 |
84.33 |
25.18 |
23.2% |
2.12 |
2.0% |
96% |
True |
False |
5,623 |
| 100 |
109.51 |
84.33 |
25.18 |
23.2% |
1.97 |
1.8% |
96% |
True |
False |
4,719 |
| 120 |
109.51 |
80.08 |
29.43 |
27.1% |
1.67 |
1.5% |
97% |
True |
False |
4,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.22 |
|
2.618 |
118.57 |
|
1.618 |
115.11 |
|
1.000 |
112.97 |
|
0.618 |
111.65 |
|
HIGH |
109.51 |
|
0.618 |
108.19 |
|
0.500 |
107.78 |
|
0.382 |
107.37 |
|
LOW |
106.05 |
|
0.618 |
103.91 |
|
1.000 |
102.59 |
|
1.618 |
100.45 |
|
2.618 |
96.99 |
|
4.250 |
91.35 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.33 |
108.03 |
| PP |
108.06 |
107.45 |
| S1 |
107.78 |
106.88 |
|