NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
101.50 |
97.38 |
-4.12 |
-4.1% |
97.70 |
| High |
101.50 |
97.38 |
-4.12 |
-4.1% |
102.32 |
| Low |
98.40 |
97.38 |
-1.02 |
-1.0% |
96.69 |
| Close |
97.93 |
97.38 |
-0.55 |
-0.6% |
100.99 |
| Range |
3.10 |
0.00 |
-3.10 |
-100.0% |
5.63 |
| ATR |
1.47 |
1.41 |
-0.07 |
-4.5% |
0.00 |
| Volume |
304 |
173 |
-131 |
-43.1% |
1,995 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.38 |
97.38 |
97.38 |
|
| R3 |
97.38 |
97.38 |
97.38 |
|
| R2 |
97.38 |
97.38 |
97.38 |
|
| R1 |
97.38 |
97.38 |
97.38 |
97.38 |
| PP |
97.38 |
97.38 |
97.38 |
97.38 |
| S1 |
97.38 |
97.38 |
97.38 |
97.38 |
| S2 |
97.38 |
97.38 |
97.38 |
|
| S3 |
97.38 |
97.38 |
97.38 |
|
| S4 |
97.38 |
97.38 |
97.38 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.89 |
114.57 |
104.09 |
|
| R3 |
111.26 |
108.94 |
102.54 |
|
| R2 |
105.63 |
105.63 |
102.02 |
|
| R1 |
103.31 |
103.31 |
101.51 |
104.47 |
| PP |
100.00 |
100.00 |
100.00 |
100.58 |
| S1 |
97.68 |
97.68 |
100.47 |
98.84 |
| S2 |
94.37 |
94.37 |
99.96 |
|
| S3 |
88.74 |
92.05 |
99.44 |
|
| S4 |
83.11 |
86.42 |
97.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.32 |
97.38 |
4.94 |
5.1% |
0.81 |
0.8% |
0% |
False |
True |
357 |
| 10 |
102.68 |
96.69 |
5.99 |
6.2% |
0.82 |
0.8% |
12% |
False |
False |
507 |
| 20 |
104.10 |
96.69 |
7.41 |
7.6% |
0.53 |
0.5% |
9% |
False |
False |
627 |
| 40 |
104.10 |
86.00 |
18.10 |
18.6% |
0.45 |
0.5% |
63% |
False |
False |
721 |
| 60 |
104.10 |
84.44 |
19.66 |
20.2% |
0.32 |
0.3% |
66% |
False |
False |
626 |
| 80 |
104.10 |
84.44 |
19.66 |
20.2% |
0.39 |
0.4% |
66% |
False |
False |
617 |
| 100 |
104.10 |
82.46 |
21.64 |
22.2% |
0.60 |
0.6% |
69% |
False |
False |
628 |
| 120 |
104.10 |
75.30 |
28.80 |
29.6% |
0.56 |
0.6% |
77% |
False |
False |
598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.38 |
|
2.618 |
97.38 |
|
1.618 |
97.38 |
|
1.000 |
97.38 |
|
0.618 |
97.38 |
|
HIGH |
97.38 |
|
0.618 |
97.38 |
|
0.500 |
97.38 |
|
0.382 |
97.38 |
|
LOW |
97.38 |
|
0.618 |
97.38 |
|
1.000 |
97.38 |
|
1.618 |
97.38 |
|
2.618 |
97.38 |
|
4.250 |
97.38 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.38 |
99.44 |
| PP |
97.38 |
98.75 |
| S1 |
97.38 |
98.07 |
|