NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
97.90 |
101.35 |
3.45 |
3.5% |
97.26 |
| High |
101.45 |
101.54 |
0.09 |
0.1% |
103.14 |
| Low |
96.76 |
99.58 |
2.82 |
2.9% |
96.81 |
| Close |
101.35 |
99.91 |
-1.44 |
-1.4% |
101.46 |
| Range |
4.69 |
1.96 |
-2.73 |
-58.2% |
6.33 |
| ATR |
3.11 |
3.03 |
-0.08 |
-2.6% |
0.00 |
| Volume |
23,658 |
20,784 |
-2,874 |
-12.1% |
107,836 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.22 |
105.03 |
100.99 |
|
| R3 |
104.26 |
103.07 |
100.45 |
|
| R2 |
102.30 |
102.30 |
100.27 |
|
| R1 |
101.11 |
101.11 |
100.09 |
100.73 |
| PP |
100.34 |
100.34 |
100.34 |
100.15 |
| S1 |
99.15 |
99.15 |
99.73 |
98.77 |
| S2 |
98.38 |
98.38 |
99.55 |
|
| S3 |
96.42 |
97.19 |
99.37 |
|
| S4 |
94.46 |
95.23 |
98.83 |
|
|
| 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 |
102.82 |
96.62 |
6.20 |
6.2% |
3.32 |
3.3% |
53% |
False |
False |
20,507 |
| 10 |
103.14 |
95.83 |
7.31 |
7.3% |
2.92 |
2.9% |
56% |
False |
False |
21,615 |
| 20 |
105.00 |
95.83 |
9.17 |
9.2% |
3.09 |
3.1% |
44% |
False |
False |
26,804 |
| 40 |
105.00 |
85.60 |
19.40 |
19.4% |
2.72 |
2.7% |
74% |
False |
False |
22,980 |
| 60 |
105.00 |
83.90 |
21.10 |
21.1% |
2.49 |
2.5% |
76% |
False |
False |
20,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.87 |
|
2.618 |
106.67 |
|
1.618 |
104.71 |
|
1.000 |
103.50 |
|
0.618 |
102.75 |
|
HIGH |
101.54 |
|
0.618 |
100.79 |
|
0.500 |
100.56 |
|
0.382 |
100.33 |
|
LOW |
99.58 |
|
0.618 |
98.37 |
|
1.000 |
97.62 |
|
1.618 |
96.41 |
|
2.618 |
94.45 |
|
4.250 |
91.25 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.56 |
99.63 |
| PP |
100.34 |
99.36 |
| S1 |
100.13 |
99.08 |
|