NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
102.15 |
104.80 |
2.65 |
2.6% |
100.72 |
| High |
105.22 |
105.25 |
0.03 |
0.0% |
102.71 |
| Low |
102.15 |
103.65 |
1.50 |
1.5% |
96.62 |
| Close |
104.92 |
104.19 |
-0.73 |
-0.7% |
102.51 |
| Range |
3.07 |
1.60 |
-1.47 |
-47.9% |
6.09 |
| ATR |
3.01 |
2.91 |
-0.10 |
-3.4% |
0.00 |
| Volume |
15,243 |
19,288 |
4,045 |
26.5% |
107,850 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.16 |
108.28 |
105.07 |
|
| R3 |
107.56 |
106.68 |
104.63 |
|
| R2 |
105.96 |
105.96 |
104.48 |
|
| R1 |
105.08 |
105.08 |
104.34 |
104.72 |
| PP |
104.36 |
104.36 |
104.36 |
104.19 |
| S1 |
103.48 |
103.48 |
104.04 |
103.12 |
| S2 |
102.76 |
102.76 |
103.90 |
|
| S3 |
101.16 |
101.88 |
103.75 |
|
| S4 |
99.56 |
100.28 |
103.31 |
|
|
| 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 |
105.25 |
96.76 |
8.49 |
8.1% |
2.79 |
2.7% |
88% |
True |
False |
20,919 |
| 10 |
105.25 |
96.62 |
8.63 |
8.3% |
2.94 |
2.8% |
88% |
True |
False |
21,123 |
| 20 |
105.25 |
95.83 |
9.42 |
9.0% |
3.10 |
3.0% |
89% |
True |
False |
23,882 |
| 40 |
105.25 |
90.39 |
14.86 |
14.3% |
2.70 |
2.6% |
93% |
True |
False |
23,000 |
| 60 |
105.25 |
83.90 |
21.35 |
20.5% |
2.52 |
2.4% |
95% |
True |
False |
20,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.05 |
|
2.618 |
109.44 |
|
1.618 |
107.84 |
|
1.000 |
106.85 |
|
0.618 |
106.24 |
|
HIGH |
105.25 |
|
0.618 |
104.64 |
|
0.500 |
104.45 |
|
0.382 |
104.26 |
|
LOW |
103.65 |
|
0.618 |
102.66 |
|
1.000 |
102.05 |
|
1.618 |
101.06 |
|
2.618 |
99.46 |
|
4.250 |
96.85 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.45 |
103.67 |
| PP |
104.36 |
103.15 |
| S1 |
104.28 |
102.64 |
|