NYMEX Light Sweet Crude Oil Future October 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 |
104.51 |
105.17 |
0.66 |
0.6% |
102.20 |
| High |
105.88 |
108.04 |
2.16 |
2.0% |
103.66 |
| Low |
104.51 |
105.17 |
0.66 |
0.6% |
97.48 |
| Close |
105.25 |
107.20 |
1.95 |
1.9% |
103.50 |
| Range |
1.37 |
2.87 |
1.50 |
109.5% |
6.18 |
| ATR |
2.47 |
2.50 |
0.03 |
1.2% |
0.00 |
| Volume |
5,597 |
8,657 |
3,060 |
54.7% |
25,127 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.41 |
114.18 |
108.78 |
|
| R3 |
112.54 |
111.31 |
107.99 |
|
| R2 |
109.67 |
109.67 |
107.73 |
|
| R1 |
108.44 |
108.44 |
107.46 |
109.06 |
| PP |
106.80 |
106.80 |
106.80 |
107.11 |
| S1 |
105.57 |
105.57 |
106.94 |
106.19 |
| S2 |
103.93 |
103.93 |
106.67 |
|
| S3 |
101.06 |
102.70 |
106.41 |
|
| S4 |
98.19 |
99.83 |
105.62 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.09 |
117.97 |
106.90 |
|
| R3 |
113.91 |
111.79 |
105.20 |
|
| R2 |
107.73 |
107.73 |
104.63 |
|
| R1 |
105.61 |
105.61 |
104.07 |
106.67 |
| PP |
101.55 |
101.55 |
101.55 |
102.08 |
| S1 |
99.43 |
99.43 |
102.93 |
100.49 |
| S2 |
95.37 |
95.37 |
102.37 |
|
| S3 |
89.19 |
93.25 |
101.80 |
|
| S4 |
83.01 |
87.07 |
100.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.04 |
100.50 |
7.54 |
7.0% |
1.67 |
1.6% |
89% |
True |
False |
6,216 |
| 10 |
108.04 |
97.48 |
10.56 |
9.9% |
2.37 |
2.2% |
92% |
True |
False |
5,025 |
| 20 |
108.04 |
96.67 |
11.37 |
10.6% |
2.31 |
2.2% |
93% |
True |
False |
4,332 |
| 40 |
108.04 |
91.35 |
16.69 |
15.6% |
1.86 |
1.7% |
95% |
True |
False |
3,187 |
| 60 |
108.04 |
84.60 |
23.44 |
21.9% |
1.61 |
1.5% |
96% |
True |
False |
2,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.24 |
|
2.618 |
115.55 |
|
1.618 |
112.68 |
|
1.000 |
110.91 |
|
0.618 |
109.81 |
|
HIGH |
108.04 |
|
0.618 |
106.94 |
|
0.500 |
106.61 |
|
0.382 |
106.27 |
|
LOW |
105.17 |
|
0.618 |
103.40 |
|
1.000 |
102.30 |
|
1.618 |
100.53 |
|
2.618 |
97.66 |
|
4.250 |
92.97 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.00 |
106.89 |
| PP |
106.80 |
106.58 |
| S1 |
106.61 |
106.28 |
|