NYMEX Light Sweet Crude Oil Future October 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 |
105.17 |
107.25 |
2.08 |
2.0% |
102.20 |
| High |
108.04 |
107.59 |
-0.45 |
-0.4% |
103.66 |
| Low |
105.17 |
106.12 |
0.95 |
0.9% |
97.48 |
| Close |
107.20 |
106.99 |
-0.21 |
-0.2% |
103.50 |
| Range |
2.87 |
1.47 |
-1.40 |
-48.8% |
6.18 |
| ATR |
2.50 |
2.42 |
-0.07 |
-2.9% |
0.00 |
| Volume |
8,657 |
9,001 |
344 |
4.0% |
25,127 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.31 |
110.62 |
107.80 |
|
| R3 |
109.84 |
109.15 |
107.39 |
|
| R2 |
108.37 |
108.37 |
107.26 |
|
| R1 |
107.68 |
107.68 |
107.12 |
107.29 |
| PP |
106.90 |
106.90 |
106.90 |
106.71 |
| S1 |
106.21 |
106.21 |
106.86 |
105.82 |
| S2 |
105.43 |
105.43 |
106.72 |
|
| S3 |
103.96 |
104.74 |
106.59 |
|
| S4 |
102.49 |
103.27 |
106.18 |
|
|
| 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 |
101.91 |
6.13 |
5.7% |
1.73 |
1.6% |
83% |
False |
False |
6,093 |
| 10 |
108.04 |
97.48 |
10.56 |
9.9% |
2.36 |
2.2% |
90% |
False |
False |
5,447 |
| 20 |
108.04 |
96.67 |
11.37 |
10.6% |
2.27 |
2.1% |
91% |
False |
False |
4,675 |
| 40 |
108.04 |
93.10 |
14.94 |
14.0% |
1.89 |
1.8% |
93% |
False |
False |
3,378 |
| 60 |
108.04 |
84.60 |
23.44 |
21.9% |
1.62 |
1.5% |
96% |
False |
False |
2,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.84 |
|
2.618 |
111.44 |
|
1.618 |
109.97 |
|
1.000 |
109.06 |
|
0.618 |
108.50 |
|
HIGH |
107.59 |
|
0.618 |
107.03 |
|
0.500 |
106.86 |
|
0.382 |
106.68 |
|
LOW |
106.12 |
|
0.618 |
105.21 |
|
1.000 |
104.65 |
|
1.618 |
103.74 |
|
2.618 |
102.27 |
|
4.250 |
99.87 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.95 |
106.75 |
| PP |
106.90 |
106.51 |
| S1 |
106.86 |
106.28 |
|