NYMEX Light Sweet Crude Oil Future September 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 |
102.32 |
99.36 |
-2.96 |
-2.9% |
98.20 |
| High |
102.32 |
102.90 |
0.58 |
0.6% |
104.57 |
| Low |
97.93 |
98.00 |
0.07 |
0.1% |
97.44 |
| Close |
99.06 |
102.68 |
3.62 |
3.7% |
102.87 |
| Range |
4.39 |
4.90 |
0.51 |
11.6% |
7.13 |
| ATR |
3.01 |
3.15 |
0.13 |
4.5% |
0.00 |
| Volume |
10,253 |
7,752 |
-2,501 |
-24.4% |
39,508 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.89 |
114.19 |
105.38 |
|
| R3 |
110.99 |
109.29 |
104.03 |
|
| R2 |
106.09 |
106.09 |
103.58 |
|
| R1 |
104.39 |
104.39 |
103.13 |
105.24 |
| PP |
101.19 |
101.19 |
101.19 |
101.62 |
| S1 |
99.49 |
99.49 |
102.23 |
100.34 |
| S2 |
96.29 |
96.29 |
101.78 |
|
| S3 |
91.39 |
94.59 |
101.33 |
|
| S4 |
86.49 |
89.69 |
99.99 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
120.07 |
106.79 |
|
| R3 |
115.89 |
112.94 |
104.83 |
|
| R2 |
108.76 |
108.76 |
104.18 |
|
| R1 |
105.81 |
105.81 |
103.52 |
107.29 |
| PP |
101.63 |
101.63 |
101.63 |
102.36 |
| S1 |
98.68 |
98.68 |
102.22 |
100.16 |
| S2 |
94.50 |
94.50 |
101.56 |
|
| S3 |
87.37 |
91.55 |
100.91 |
|
| S4 |
80.24 |
84.42 |
98.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.57 |
97.93 |
6.64 |
6.5% |
3.80 |
3.7% |
72% |
False |
False |
8,955 |
| 10 |
104.57 |
96.72 |
7.85 |
7.6% |
3.48 |
3.4% |
76% |
False |
False |
8,112 |
| 20 |
106.07 |
96.72 |
9.35 |
9.1% |
3.16 |
3.1% |
64% |
False |
False |
8,020 |
| 40 |
106.07 |
86.44 |
19.63 |
19.1% |
2.50 |
2.4% |
83% |
False |
False |
6,145 |
| 60 |
106.07 |
84.70 |
21.37 |
20.8% |
2.10 |
2.0% |
84% |
False |
False |
4,715 |
| 80 |
106.07 |
84.70 |
21.37 |
20.8% |
1.81 |
1.8% |
84% |
False |
False |
4,066 |
| 100 |
106.07 |
84.34 |
21.73 |
21.2% |
1.66 |
1.6% |
84% |
False |
False |
3,483 |
| 120 |
106.07 |
77.21 |
28.86 |
28.1% |
1.44 |
1.4% |
88% |
False |
False |
3,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.73 |
|
2.618 |
115.73 |
|
1.618 |
110.83 |
|
1.000 |
107.80 |
|
0.618 |
105.93 |
|
HIGH |
102.90 |
|
0.618 |
101.03 |
|
0.500 |
100.45 |
|
0.382 |
99.87 |
|
LOW |
98.00 |
|
0.618 |
94.97 |
|
1.000 |
93.10 |
|
1.618 |
90.07 |
|
2.618 |
85.17 |
|
4.250 |
77.18 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.94 |
102.14 |
| PP |
101.19 |
101.60 |
| S1 |
100.45 |
101.07 |
|