NYMEX Light Sweet Crude Oil Future November 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 |
104.74 |
105.18 |
0.44 |
0.4% |
102.75 |
| High |
105.14 |
107.43 |
2.29 |
2.2% |
102.75 |
| Low |
104.51 |
104.74 |
0.23 |
0.2% |
98.15 |
| Close |
104.71 |
106.61 |
1.90 |
1.8% |
103.00 |
| Range |
0.63 |
2.69 |
2.06 |
327.0% |
4.60 |
| ATR |
1.89 |
1.95 |
0.06 |
3.1% |
0.00 |
| Volume |
1,576 |
3,441 |
1,865 |
118.3% |
13,090 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.33 |
113.16 |
108.09 |
|
| R3 |
111.64 |
110.47 |
107.35 |
|
| R2 |
108.95 |
108.95 |
107.10 |
|
| R1 |
107.78 |
107.78 |
106.86 |
108.37 |
| PP |
106.26 |
106.26 |
106.26 |
106.55 |
| S1 |
105.09 |
105.09 |
106.36 |
105.68 |
| S2 |
103.57 |
103.57 |
106.12 |
|
| S3 |
100.88 |
102.40 |
105.87 |
|
| S4 |
98.19 |
99.71 |
105.13 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.10 |
113.65 |
105.53 |
|
| R3 |
110.50 |
109.05 |
104.27 |
|
| R2 |
105.90 |
105.90 |
103.84 |
|
| R1 |
104.45 |
104.45 |
103.42 |
105.18 |
| PP |
101.30 |
101.30 |
101.30 |
101.66 |
| S1 |
99.85 |
99.85 |
102.58 |
100.58 |
| S2 |
96.70 |
96.70 |
102.16 |
|
| S3 |
92.10 |
95.25 |
101.74 |
|
| S4 |
87.50 |
90.65 |
100.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.43 |
100.04 |
7.39 |
6.9% |
1.09 |
1.0% |
89% |
True |
False |
2,296 |
| 10 |
107.43 |
98.15 |
9.28 |
8.7% |
1.41 |
1.3% |
91% |
True |
False |
2,473 |
| 20 |
107.43 |
96.27 |
11.16 |
10.5% |
1.49 |
1.4% |
93% |
True |
False |
2,339 |
| 40 |
107.43 |
91.29 |
16.14 |
15.1% |
1.31 |
1.2% |
95% |
True |
False |
1,849 |
| 60 |
107.43 |
85.48 |
21.95 |
20.6% |
1.17 |
1.1% |
96% |
True |
False |
1,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.86 |
|
2.618 |
114.47 |
|
1.618 |
111.78 |
|
1.000 |
110.12 |
|
0.618 |
109.09 |
|
HIGH |
107.43 |
|
0.618 |
106.40 |
|
0.500 |
106.09 |
|
0.382 |
105.77 |
|
LOW |
104.74 |
|
0.618 |
103.08 |
|
1.000 |
102.05 |
|
1.618 |
100.39 |
|
2.618 |
97.70 |
|
4.250 |
93.31 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.44 |
106.40 |
| PP |
106.26 |
106.18 |
| S1 |
106.09 |
105.97 |
|