NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
100.72 |
98.67 |
-2.05 |
-2.0% |
97.26 |
| High |
102.71 |
99.06 |
-3.65 |
-3.6% |
103.14 |
| Low |
97.20 |
96.62 |
-0.58 |
-0.6% |
96.81 |
| Close |
98.37 |
97.81 |
-0.56 |
-0.6% |
101.46 |
| Range |
5.51 |
2.44 |
-3.07 |
-55.7% |
6.33 |
| ATR |
3.03 |
2.99 |
-0.04 |
-1.4% |
0.00 |
| Volume |
18,553 |
19,229 |
676 |
3.6% |
107,836 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.15 |
103.92 |
99.15 |
|
| R3 |
102.71 |
101.48 |
98.48 |
|
| R2 |
100.27 |
100.27 |
98.26 |
|
| R1 |
99.04 |
99.04 |
98.03 |
98.44 |
| PP |
97.83 |
97.83 |
97.83 |
97.53 |
| S1 |
96.60 |
96.60 |
97.59 |
96.00 |
| S2 |
95.39 |
95.39 |
97.36 |
|
| S3 |
92.95 |
94.16 |
97.14 |
|
| S4 |
90.51 |
91.72 |
96.47 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.46 |
116.79 |
104.94 |
|
| R3 |
113.13 |
110.46 |
103.20 |
|
| R2 |
106.80 |
106.80 |
102.62 |
|
| R1 |
104.13 |
104.13 |
102.04 |
105.47 |
| PP |
100.47 |
100.47 |
100.47 |
101.14 |
| S1 |
97.80 |
97.80 |
100.88 |
99.14 |
| S2 |
94.14 |
94.14 |
100.30 |
|
| S3 |
87.81 |
91.47 |
99.72 |
|
| S4 |
81.48 |
85.14 |
97.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.14 |
96.62 |
6.52 |
6.7% |
3.08 |
3.2% |
18% |
False |
True |
21,327 |
| 10 |
104.02 |
95.83 |
8.19 |
8.4% |
3.17 |
3.2% |
24% |
False |
False |
23,064 |
| 20 |
105.00 |
95.83 |
9.17 |
9.4% |
3.17 |
3.2% |
22% |
False |
False |
27,137 |
| 40 |
105.00 |
85.60 |
19.40 |
19.8% |
2.65 |
2.7% |
63% |
False |
False |
22,563 |
| 60 |
105.00 |
83.90 |
21.10 |
21.6% |
2.46 |
2.5% |
66% |
False |
False |
20,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.43 |
|
2.618 |
105.45 |
|
1.618 |
103.01 |
|
1.000 |
101.50 |
|
0.618 |
100.57 |
|
HIGH |
99.06 |
|
0.618 |
98.13 |
|
0.500 |
97.84 |
|
0.382 |
97.55 |
|
LOW |
96.62 |
|
0.618 |
95.11 |
|
1.000 |
94.18 |
|
1.618 |
92.67 |
|
2.618 |
90.23 |
|
4.250 |
86.25 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
99.72 |
| PP |
97.83 |
99.08 |
| S1 |
97.82 |
98.45 |
|