NYMEX Light Sweet Crude Oil Future September 2008
Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
99.36 |
102.31 |
2.95 |
3.0% |
98.20 |
High |
102.90 |
103.08 |
0.18 |
0.2% |
104.57 |
Low |
98.00 |
101.00 |
3.00 |
3.1% |
97.44 |
Close |
102.68 |
101.42 |
-1.26 |
-1.2% |
102.87 |
Range |
4.90 |
2.08 |
-2.82 |
-57.6% |
7.13 |
ATR |
3.15 |
3.07 |
-0.08 |
-2.4% |
0.00 |
Volume |
7,752 |
9,794 |
2,042 |
26.3% |
39,508 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.07 |
106.83 |
102.56 |
|
R3 |
105.99 |
104.75 |
101.99 |
|
R2 |
103.91 |
103.91 |
101.80 |
|
R1 |
102.67 |
102.67 |
101.61 |
102.25 |
PP |
101.83 |
101.83 |
101.83 |
101.63 |
S1 |
100.59 |
100.59 |
101.23 |
100.17 |
S2 |
99.75 |
99.75 |
101.04 |
|
S3 |
97.67 |
98.51 |
100.85 |
|
S4 |
95.59 |
96.43 |
100.28 |
|
|
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 |
104.29 |
97.93 |
6.36 |
6.3% |
3.82 |
3.8% |
55% |
False |
False |
8,837 |
10 |
104.57 |
96.72 |
7.85 |
7.7% |
3.21 |
3.2% |
60% |
False |
False |
8,369 |
20 |
106.07 |
96.72 |
9.35 |
9.2% |
3.10 |
3.1% |
50% |
False |
False |
8,229 |
40 |
106.07 |
86.68 |
19.39 |
19.1% |
2.51 |
2.5% |
76% |
False |
False |
6,321 |
60 |
106.07 |
84.70 |
21.37 |
21.1% |
2.12 |
2.1% |
78% |
False |
False |
4,857 |
80 |
106.07 |
84.70 |
21.37 |
21.1% |
1.84 |
1.8% |
78% |
False |
False |
4,164 |
100 |
106.07 |
84.34 |
21.73 |
21.4% |
1.67 |
1.6% |
79% |
False |
False |
3,556 |
120 |
106.07 |
77.50 |
28.57 |
28.2% |
1.45 |
1.4% |
84% |
False |
False |
3,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.92 |
2.618 |
108.53 |
1.618 |
106.45 |
1.000 |
105.16 |
0.618 |
104.37 |
HIGH |
103.08 |
0.618 |
102.29 |
0.500 |
102.04 |
0.382 |
101.79 |
LOW |
101.00 |
0.618 |
99.71 |
1.000 |
98.92 |
1.618 |
97.63 |
2.618 |
95.55 |
4.250 |
92.16 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
102.04 |
101.12 |
PP |
101.83 |
100.81 |
S1 |
101.63 |
100.51 |
|