NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
102.31 |
101.77 |
-0.54 |
-0.5% |
102.32 |
| High |
103.08 |
104.12 |
1.04 |
1.0% |
104.20 |
| Low |
101.00 |
101.77 |
0.77 |
0.8% |
97.93 |
| Close |
101.42 |
104.02 |
2.60 |
2.6% |
104.02 |
| Range |
2.08 |
2.35 |
0.27 |
13.0% |
6.27 |
| ATR |
3.07 |
3.05 |
-0.03 |
-0.9% |
0.00 |
| Volume |
9,794 |
9,609 |
-185 |
-1.9% |
44,520 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.35 |
109.54 |
105.31 |
|
| R3 |
108.00 |
107.19 |
104.67 |
|
| R2 |
105.65 |
105.65 |
104.45 |
|
| R1 |
104.84 |
104.84 |
104.24 |
105.25 |
| PP |
103.30 |
103.30 |
103.30 |
103.51 |
| S1 |
102.49 |
102.49 |
103.80 |
102.90 |
| S2 |
100.95 |
100.95 |
103.59 |
|
| S3 |
98.60 |
100.14 |
103.37 |
|
| S4 |
96.25 |
97.79 |
102.73 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.86 |
118.71 |
107.47 |
|
| R3 |
114.59 |
112.44 |
105.74 |
|
| R2 |
108.32 |
108.32 |
105.17 |
|
| R1 |
106.17 |
106.17 |
104.59 |
107.25 |
| PP |
102.05 |
102.05 |
102.05 |
102.59 |
| S1 |
99.90 |
99.90 |
103.45 |
100.98 |
| S2 |
95.78 |
95.78 |
102.87 |
|
| S3 |
89.51 |
93.63 |
102.30 |
|
| S4 |
83.24 |
87.36 |
100.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.20 |
97.93 |
6.27 |
6.0% |
3.87 |
3.7% |
97% |
False |
False |
8,904 |
| 10 |
104.57 |
97.44 |
7.13 |
6.9% |
3.18 |
3.1% |
92% |
False |
False |
8,402 |
| 20 |
106.07 |
96.72 |
9.35 |
9.0% |
3.10 |
3.0% |
78% |
False |
False |
8,319 |
| 40 |
106.07 |
88.59 |
17.48 |
16.8% |
2.54 |
2.4% |
88% |
False |
False |
6,528 |
| 60 |
106.07 |
84.70 |
21.37 |
20.5% |
2.15 |
2.1% |
90% |
False |
False |
5,003 |
| 80 |
106.07 |
84.70 |
21.37 |
20.5% |
1.87 |
1.8% |
90% |
False |
False |
4,243 |
| 100 |
106.07 |
84.34 |
21.73 |
20.9% |
1.69 |
1.6% |
91% |
False |
False |
3,624 |
| 120 |
106.07 |
79.74 |
26.33 |
25.3% |
1.47 |
1.4% |
92% |
False |
False |
3,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.11 |
|
2.618 |
110.27 |
|
1.618 |
107.92 |
|
1.000 |
106.47 |
|
0.618 |
105.57 |
|
HIGH |
104.12 |
|
0.618 |
103.22 |
|
0.500 |
102.95 |
|
0.382 |
102.67 |
|
LOW |
101.77 |
|
0.618 |
100.32 |
|
1.000 |
99.42 |
|
1.618 |
97.97 |
|
2.618 |
95.62 |
|
4.250 |
91.78 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.66 |
103.03 |
| PP |
103.30 |
102.05 |
| S1 |
102.95 |
101.06 |
|