NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
98.67 |
98.36 |
-0.31 |
-0.3% |
98.44 |
| High |
99.50 |
102.22 |
2.72 |
2.7% |
104.00 |
| Low |
97.48 |
97.64 |
0.16 |
0.2% |
97.70 |
| Close |
98.63 |
102.23 |
3.60 |
3.7% |
102.35 |
| Range |
2.02 |
4.58 |
2.56 |
126.7% |
6.30 |
| ATR |
2.46 |
2.61 |
0.15 |
6.2% |
0.00 |
| Volume |
3,613 |
5,106 |
1,493 |
41.3% |
19,287 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.44 |
112.91 |
104.75 |
|
| R3 |
109.86 |
108.33 |
103.49 |
|
| R2 |
105.28 |
105.28 |
103.07 |
|
| R1 |
103.75 |
103.75 |
102.65 |
104.52 |
| PP |
100.70 |
100.70 |
100.70 |
101.08 |
| S1 |
99.17 |
99.17 |
101.81 |
99.94 |
| S2 |
96.12 |
96.12 |
101.39 |
|
| S3 |
91.54 |
94.59 |
100.97 |
|
| S4 |
86.96 |
90.01 |
99.71 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
117.60 |
105.82 |
|
| R3 |
113.95 |
111.30 |
104.08 |
|
| R2 |
107.65 |
107.65 |
103.51 |
|
| R1 |
105.00 |
105.00 |
102.93 |
106.33 |
| PP |
101.35 |
101.35 |
101.35 |
102.01 |
| S1 |
98.70 |
98.70 |
101.77 |
100.03 |
| S2 |
95.05 |
95.05 |
101.20 |
|
| S3 |
88.75 |
92.40 |
100.62 |
|
| S4 |
82.45 |
86.10 |
98.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.00 |
97.48 |
6.52 |
6.4% |
3.07 |
3.0% |
73% |
False |
False |
3,835 |
| 10 |
104.00 |
96.67 |
7.33 |
7.2% |
2.63 |
2.6% |
76% |
False |
False |
3,938 |
| 20 |
105.20 |
96.67 |
8.53 |
8.3% |
2.35 |
2.3% |
65% |
False |
False |
3,734 |
| 40 |
105.20 |
86.34 |
18.86 |
18.4% |
1.87 |
1.8% |
84% |
False |
False |
2,535 |
| 60 |
105.20 |
84.60 |
20.60 |
20.2% |
1.48 |
1.4% |
86% |
False |
False |
1,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.69 |
|
2.618 |
114.21 |
|
1.618 |
109.63 |
|
1.000 |
106.80 |
|
0.618 |
105.05 |
|
HIGH |
102.22 |
|
0.618 |
100.47 |
|
0.500 |
99.93 |
|
0.382 |
99.39 |
|
LOW |
97.64 |
|
0.618 |
94.81 |
|
1.000 |
93.06 |
|
1.618 |
90.23 |
|
2.618 |
85.65 |
|
4.250 |
78.18 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
101.68 |
| PP |
100.70 |
101.12 |
| S1 |
99.93 |
100.57 |
|