NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
106.26 |
107.71 |
1.45 |
1.4% |
102.32 |
| High |
108.73 |
108.87 |
0.14 |
0.1% |
104.20 |
| Low |
105.39 |
106.06 |
0.67 |
0.6% |
97.93 |
| Close |
107.87 |
107.61 |
-0.26 |
-0.2% |
104.02 |
| Range |
3.34 |
2.81 |
-0.53 |
-15.9% |
6.27 |
| ATR |
2.96 |
2.95 |
-0.01 |
-0.4% |
0.00 |
| Volume |
13,630 |
12,862 |
-768 |
-5.6% |
44,520 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.94 |
114.59 |
109.16 |
|
| R3 |
113.13 |
111.78 |
108.38 |
|
| R2 |
110.32 |
110.32 |
108.13 |
|
| R1 |
108.97 |
108.97 |
107.87 |
108.24 |
| PP |
107.51 |
107.51 |
107.51 |
107.15 |
| S1 |
106.16 |
106.16 |
107.35 |
105.43 |
| S2 |
104.70 |
104.70 |
107.09 |
|
| S3 |
101.89 |
103.35 |
106.84 |
|
| S4 |
99.08 |
100.54 |
106.06 |
|
|
| 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 |
108.87 |
101.77 |
7.10 |
6.6% |
2.56 |
2.4% |
82% |
True |
False |
10,032 |
| 10 |
108.87 |
97.93 |
10.94 |
10.2% |
3.19 |
3.0% |
88% |
True |
False |
9,434 |
| 20 |
108.87 |
96.72 |
12.15 |
11.3% |
3.21 |
3.0% |
90% |
True |
False |
8,544 |
| 40 |
108.87 |
93.00 |
15.87 |
14.7% |
2.61 |
2.4% |
92% |
True |
False |
7,154 |
| 60 |
108.87 |
84.70 |
24.17 |
22.5% |
2.25 |
2.1% |
95% |
True |
False |
5,572 |
| 80 |
108.87 |
84.70 |
24.17 |
22.5% |
1.92 |
1.8% |
95% |
True |
False |
4,618 |
| 100 |
108.87 |
84.34 |
24.53 |
22.8% |
1.77 |
1.6% |
95% |
True |
False |
4,011 |
| 120 |
108.87 |
79.86 |
29.01 |
27.0% |
1.55 |
1.4% |
96% |
True |
False |
3,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.81 |
|
2.618 |
116.23 |
|
1.618 |
113.42 |
|
1.000 |
111.68 |
|
0.618 |
110.61 |
|
HIGH |
108.87 |
|
0.618 |
107.80 |
|
0.500 |
107.47 |
|
0.382 |
107.13 |
|
LOW |
106.06 |
|
0.618 |
104.32 |
|
1.000 |
103.25 |
|
1.618 |
101.51 |
|
2.618 |
98.70 |
|
4.250 |
94.12 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.56 |
107.39 |
| PP |
107.51 |
107.16 |
| S1 |
107.47 |
106.94 |
|