NYMEX Light Sweet Crude Oil Future September 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 |
105.00 |
106.26 |
1.26 |
1.2% |
102.32 |
| High |
106.67 |
108.73 |
2.06 |
1.9% |
104.20 |
| Low |
105.00 |
105.39 |
0.39 |
0.4% |
97.93 |
| Close |
105.82 |
107.87 |
2.05 |
1.9% |
104.02 |
| Range |
1.67 |
3.34 |
1.67 |
100.0% |
6.27 |
| ATR |
2.93 |
2.96 |
0.03 |
1.0% |
0.00 |
| Volume |
8,916 |
13,630 |
4,714 |
52.9% |
44,520 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.35 |
115.95 |
109.71 |
|
| R3 |
114.01 |
112.61 |
108.79 |
|
| R2 |
110.67 |
110.67 |
108.48 |
|
| R1 |
109.27 |
109.27 |
108.18 |
109.97 |
| PP |
107.33 |
107.33 |
107.33 |
107.68 |
| S1 |
105.93 |
105.93 |
107.56 |
106.63 |
| S2 |
103.99 |
103.99 |
107.26 |
|
| S3 |
100.65 |
102.59 |
106.95 |
|
| S4 |
97.31 |
99.25 |
106.03 |
|
|
| 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 |
108.73 |
101.00 |
7.73 |
7.2% |
2.41 |
2.2% |
89% |
True |
False |
9,418 |
| 10 |
108.73 |
97.93 |
10.80 |
10.0% |
3.10 |
2.9% |
92% |
True |
False |
9,186 |
| 20 |
108.73 |
96.72 |
12.01 |
11.1% |
3.16 |
2.9% |
93% |
True |
False |
8,648 |
| 40 |
108.73 |
91.21 |
17.52 |
16.2% |
2.57 |
2.4% |
95% |
True |
False |
6,963 |
| 60 |
108.73 |
84.70 |
24.03 |
22.3% |
2.25 |
2.1% |
96% |
True |
False |
5,367 |
| 80 |
108.73 |
84.70 |
24.03 |
22.3% |
1.89 |
1.7% |
96% |
True |
False |
4,536 |
| 100 |
108.73 |
84.34 |
24.39 |
22.6% |
1.74 |
1.6% |
96% |
True |
False |
3,886 |
| 120 |
108.73 |
79.86 |
28.87 |
26.8% |
1.53 |
1.4% |
97% |
True |
False |
3,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.93 |
|
2.618 |
117.47 |
|
1.618 |
114.13 |
|
1.000 |
112.07 |
|
0.618 |
110.79 |
|
HIGH |
108.73 |
|
0.618 |
107.45 |
|
0.500 |
107.06 |
|
0.382 |
106.67 |
|
LOW |
105.39 |
|
0.618 |
103.33 |
|
1.000 |
102.05 |
|
1.618 |
99.99 |
|
2.618 |
96.65 |
|
4.250 |
91.20 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.60 |
107.40 |
| PP |
107.33 |
106.93 |
| S1 |
107.06 |
106.46 |
|