NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
100.02 |
102.15 |
2.13 |
2.1% |
100.72 |
| High |
102.64 |
105.22 |
2.58 |
2.5% |
102.71 |
| Low |
100.02 |
102.15 |
2.13 |
2.1% |
96.62 |
| Close |
102.51 |
104.92 |
2.41 |
2.4% |
102.51 |
| Range |
2.62 |
3.07 |
0.45 |
17.2% |
6.09 |
| ATR |
3.01 |
3.01 |
0.00 |
0.1% |
0.00 |
| Volume |
25,626 |
15,243 |
-10,383 |
-40.5% |
107,850 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.31 |
112.18 |
106.61 |
|
| R3 |
110.24 |
109.11 |
105.76 |
|
| R2 |
107.17 |
107.17 |
105.48 |
|
| R1 |
106.04 |
106.04 |
105.20 |
106.61 |
| PP |
104.10 |
104.10 |
104.10 |
104.38 |
| S1 |
102.97 |
102.97 |
104.64 |
103.54 |
| S2 |
101.03 |
101.03 |
104.36 |
|
| S3 |
97.96 |
99.90 |
104.08 |
|
| S4 |
94.89 |
96.83 |
103.23 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.88 |
116.79 |
105.86 |
|
| R3 |
112.79 |
110.70 |
104.18 |
|
| R2 |
106.70 |
106.70 |
103.63 |
|
| R1 |
104.61 |
104.61 |
103.07 |
105.66 |
| PP |
100.61 |
100.61 |
100.61 |
101.14 |
| S1 |
98.52 |
98.52 |
101.95 |
99.57 |
| S2 |
94.52 |
94.52 |
101.39 |
|
| S3 |
88.43 |
92.43 |
100.84 |
|
| S4 |
82.34 |
86.34 |
99.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.22 |
96.62 |
8.60 |
8.2% |
2.96 |
2.8% |
97% |
True |
False |
20,908 |
| 10 |
105.22 |
96.62 |
8.60 |
8.2% |
3.00 |
2.9% |
97% |
True |
False |
20,229 |
| 20 |
105.22 |
95.83 |
9.39 |
8.9% |
3.16 |
3.0% |
97% |
True |
False |
24,788 |
| 40 |
105.22 |
89.35 |
15.87 |
15.1% |
2.74 |
2.6% |
98% |
True |
False |
22,998 |
| 60 |
105.22 |
83.90 |
21.32 |
20.3% |
2.51 |
2.4% |
99% |
True |
False |
20,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.27 |
|
2.618 |
113.26 |
|
1.618 |
110.19 |
|
1.000 |
108.29 |
|
0.618 |
107.12 |
|
HIGH |
105.22 |
|
0.618 |
104.05 |
|
0.500 |
103.69 |
|
0.382 |
103.32 |
|
LOW |
102.15 |
|
0.618 |
100.25 |
|
1.000 |
99.08 |
|
1.618 |
97.18 |
|
2.618 |
94.11 |
|
4.250 |
89.10 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.51 |
104.08 |
| PP |
104.10 |
103.24 |
| S1 |
103.69 |
102.40 |
|