NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
104.50 |
105.00 |
0.50 |
0.5% |
102.32 |
| High |
106.80 |
106.67 |
-0.13 |
-0.1% |
104.20 |
| Low |
104.18 |
105.00 |
0.82 |
0.8% |
97.93 |
| Close |
106.61 |
105.82 |
-0.79 |
-0.7% |
104.02 |
| Range |
2.62 |
1.67 |
-0.95 |
-36.3% |
6.27 |
| ATR |
3.03 |
2.93 |
-0.10 |
-3.2% |
0.00 |
| Volume |
5,144 |
8,916 |
3,772 |
73.3% |
44,520 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.84 |
110.00 |
106.74 |
|
| R3 |
109.17 |
108.33 |
106.28 |
|
| R2 |
107.50 |
107.50 |
106.13 |
|
| R1 |
106.66 |
106.66 |
105.97 |
107.08 |
| PP |
105.83 |
105.83 |
105.83 |
106.04 |
| S1 |
104.99 |
104.99 |
105.67 |
105.41 |
| S2 |
104.16 |
104.16 |
105.51 |
|
| S3 |
102.49 |
103.32 |
105.36 |
|
| S4 |
100.82 |
101.65 |
104.90 |
|
|
| 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 |
106.80 |
98.00 |
8.80 |
8.3% |
2.72 |
2.6% |
89% |
False |
False |
8,243 |
| 10 |
106.80 |
97.93 |
8.87 |
8.4% |
3.12 |
2.9% |
89% |
False |
False |
8,567 |
| 20 |
106.80 |
96.72 |
10.08 |
9.5% |
3.08 |
2.9% |
90% |
False |
False |
8,456 |
| 40 |
106.80 |
91.20 |
15.60 |
14.7% |
2.52 |
2.4% |
94% |
False |
False |
6,735 |
| 60 |
106.80 |
84.70 |
22.10 |
20.9% |
2.21 |
2.1% |
96% |
False |
False |
5,157 |
| 80 |
106.80 |
84.70 |
22.10 |
20.9% |
1.88 |
1.8% |
96% |
False |
False |
4,402 |
| 100 |
106.80 |
84.34 |
22.46 |
21.2% |
1.72 |
1.6% |
96% |
False |
False |
3,754 |
| 120 |
106.80 |
79.86 |
26.94 |
25.5% |
1.50 |
1.4% |
96% |
False |
False |
3,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.77 |
|
2.618 |
111.04 |
|
1.618 |
109.37 |
|
1.000 |
108.34 |
|
0.618 |
107.70 |
|
HIGH |
106.67 |
|
0.618 |
106.03 |
|
0.500 |
105.84 |
|
0.382 |
105.64 |
|
LOW |
105.00 |
|
0.618 |
103.97 |
|
1.000 |
103.33 |
|
1.618 |
102.30 |
|
2.618 |
100.63 |
|
4.250 |
97.90 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.84 |
105.31 |
| PP |
105.83 |
104.80 |
| S1 |
105.83 |
104.29 |
|