NYMEX Light Sweet Crude Oil Future December 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 |
104.80 |
104.39 |
-0.41 |
-0.4% |
100.72 |
| High |
105.25 |
107.06 |
1.81 |
1.7% |
102.71 |
| Low |
103.65 |
103.76 |
0.11 |
0.1% |
96.62 |
| Close |
104.19 |
106.05 |
1.86 |
1.8% |
102.51 |
| Range |
1.60 |
3.30 |
1.70 |
106.3% |
6.09 |
| ATR |
2.91 |
2.94 |
0.03 |
0.9% |
0.00 |
| Volume |
19,288 |
22,577 |
3,289 |
17.1% |
107,850 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.52 |
114.09 |
107.87 |
|
| R3 |
112.22 |
110.79 |
106.96 |
|
| R2 |
108.92 |
108.92 |
106.66 |
|
| R1 |
107.49 |
107.49 |
106.35 |
108.21 |
| PP |
105.62 |
105.62 |
105.62 |
105.98 |
| S1 |
104.19 |
104.19 |
105.75 |
104.91 |
| S2 |
102.32 |
102.32 |
105.45 |
|
| S3 |
99.02 |
100.89 |
105.14 |
|
| S4 |
95.72 |
97.59 |
104.24 |
|
|
| 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 |
107.06 |
99.58 |
7.48 |
7.1% |
2.51 |
2.4% |
86% |
True |
False |
20,703 |
| 10 |
107.06 |
96.62 |
10.44 |
9.8% |
2.92 |
2.8% |
90% |
True |
False |
20,881 |
| 20 |
107.06 |
95.83 |
11.23 |
10.6% |
3.15 |
3.0% |
91% |
True |
False |
23,169 |
| 40 |
107.06 |
90.69 |
16.37 |
15.4% |
2.74 |
2.6% |
94% |
True |
False |
23,030 |
| 60 |
107.06 |
83.90 |
23.16 |
21.8% |
2.55 |
2.4% |
96% |
True |
False |
21,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.09 |
|
2.618 |
115.70 |
|
1.618 |
112.40 |
|
1.000 |
110.36 |
|
0.618 |
109.10 |
|
HIGH |
107.06 |
|
0.618 |
105.80 |
|
0.500 |
105.41 |
|
0.382 |
105.02 |
|
LOW |
103.76 |
|
0.618 |
101.72 |
|
1.000 |
100.46 |
|
1.618 |
98.42 |
|
2.618 |
95.12 |
|
4.250 |
89.74 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.84 |
105.57 |
| PP |
105.62 |
105.09 |
| S1 |
105.41 |
104.61 |
|