NYMEX Light Sweet Crude Oil Future November 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 |
98.50 |
98.42 |
-0.08 |
-0.1% |
98.18 |
| High |
98.50 |
99.43 |
0.93 |
0.9% |
103.38 |
| Low |
98.18 |
98.15 |
-0.03 |
0.0% |
98.10 |
| Close |
98.22 |
101.79 |
3.57 |
3.6% |
101.90 |
| Range |
0.32 |
1.28 |
0.96 |
300.0% |
5.28 |
| ATR |
2.03 |
1.97 |
-0.05 |
-2.6% |
0.00 |
| Volume |
1,957 |
4,266 |
2,309 |
118.0% |
11,787 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.63 |
103.99 |
102.49 |
|
| R3 |
102.35 |
102.71 |
102.14 |
|
| R2 |
101.07 |
101.07 |
102.02 |
|
| R1 |
101.43 |
101.43 |
101.91 |
101.25 |
| PP |
99.79 |
99.79 |
99.79 |
99.70 |
| S1 |
100.15 |
100.15 |
101.67 |
99.97 |
| S2 |
98.51 |
98.51 |
101.56 |
|
| S3 |
97.23 |
98.87 |
101.44 |
|
| S4 |
95.95 |
97.59 |
101.09 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.97 |
114.71 |
104.80 |
|
| R3 |
111.69 |
109.43 |
103.35 |
|
| R2 |
106.41 |
106.41 |
102.87 |
|
| R1 |
104.15 |
104.15 |
102.38 |
105.28 |
| PP |
101.13 |
101.13 |
101.13 |
101.69 |
| S1 |
98.87 |
98.87 |
101.42 |
100.00 |
| S2 |
95.85 |
95.85 |
100.93 |
|
| S3 |
90.57 |
93.59 |
100.45 |
|
| S4 |
85.29 |
88.31 |
99.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.38 |
98.15 |
5.23 |
5.1% |
1.74 |
1.7% |
70% |
False |
True |
2,651 |
| 10 |
103.38 |
96.27 |
7.11 |
7.0% |
2.04 |
2.0% |
78% |
False |
False |
2,400 |
| 20 |
104.69 |
96.27 |
8.42 |
8.3% |
1.57 |
1.5% |
66% |
False |
False |
2,499 |
| 40 |
104.69 |
86.22 |
18.47 |
18.1% |
1.38 |
1.4% |
84% |
False |
False |
1,656 |
| 60 |
104.69 |
85.48 |
19.21 |
18.9% |
1.11 |
1.1% |
85% |
False |
False |
1,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.87 |
|
2.618 |
102.78 |
|
1.618 |
101.50 |
|
1.000 |
100.71 |
|
0.618 |
100.22 |
|
HIGH |
99.43 |
|
0.618 |
98.94 |
|
0.500 |
98.79 |
|
0.382 |
98.64 |
|
LOW |
98.15 |
|
0.618 |
97.36 |
|
1.000 |
96.87 |
|
1.618 |
96.08 |
|
2.618 |
94.80 |
|
4.250 |
92.71 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.79 |
101.34 |
| PP |
99.79 |
100.90 |
| S1 |
98.79 |
100.45 |
|