NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
97.38 |
97.50 |
0.12 |
0.1% |
97.70 |
| High |
97.38 |
102.90 |
5.52 |
5.7% |
102.32 |
| Low |
97.38 |
97.38 |
0.00 |
0.0% |
96.69 |
| Close |
97.38 |
100.90 |
3.52 |
3.6% |
100.99 |
| Range |
0.00 |
5.52 |
5.52 |
|
5.63 |
| ATR |
1.41 |
1.70 |
0.29 |
20.8% |
0.00 |
| Volume |
173 |
184 |
11 |
6.4% |
1,995 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.95 |
114.45 |
103.94 |
|
| R3 |
111.43 |
108.93 |
102.42 |
|
| R2 |
105.91 |
105.91 |
101.91 |
|
| R1 |
103.41 |
103.41 |
101.41 |
104.66 |
| PP |
100.39 |
100.39 |
100.39 |
101.02 |
| S1 |
97.89 |
97.89 |
100.39 |
99.14 |
| S2 |
94.87 |
94.87 |
99.89 |
|
| S3 |
89.35 |
92.37 |
99.38 |
|
| S4 |
83.83 |
86.85 |
97.86 |
|
|
| 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 |
102.90 |
97.38 |
5.52 |
5.5% |
1.81 |
1.8% |
64% |
True |
True |
331 |
| 10 |
102.90 |
96.69 |
6.21 |
6.2% |
1.19 |
1.2% |
68% |
True |
False |
463 |
| 20 |
104.10 |
96.69 |
7.41 |
7.3% |
0.81 |
0.8% |
57% |
False |
False |
603 |
| 40 |
104.10 |
86.00 |
18.10 |
17.9% |
0.59 |
0.6% |
82% |
False |
False |
722 |
| 60 |
104.10 |
84.44 |
19.66 |
19.5% |
0.41 |
0.4% |
84% |
False |
False |
623 |
| 80 |
104.10 |
84.44 |
19.66 |
19.5% |
0.42 |
0.4% |
84% |
False |
False |
590 |
| 100 |
104.10 |
82.46 |
21.64 |
21.4% |
0.63 |
0.6% |
85% |
False |
False |
625 |
| 120 |
104.10 |
76.78 |
27.32 |
27.1% |
0.59 |
0.6% |
88% |
False |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.36 |
|
2.618 |
117.35 |
|
1.618 |
111.83 |
|
1.000 |
108.42 |
|
0.618 |
106.31 |
|
HIGH |
102.90 |
|
0.618 |
100.79 |
|
0.500 |
100.14 |
|
0.382 |
99.49 |
|
LOW |
97.38 |
|
0.618 |
93.97 |
|
1.000 |
91.86 |
|
1.618 |
88.45 |
|
2.618 |
82.93 |
|
4.250 |
73.92 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.65 |
100.65 |
| PP |
100.39 |
100.39 |
| S1 |
100.14 |
100.14 |
|