NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
97.50 |
100.90 |
3.40 |
3.5% |
97.70 |
| High |
102.90 |
100.90 |
-2.00 |
-1.9% |
102.32 |
| Low |
97.38 |
99.24 |
1.86 |
1.9% |
96.69 |
| Close |
100.90 |
99.41 |
-1.49 |
-1.5% |
100.99 |
| Range |
5.52 |
1.66 |
-3.86 |
-69.9% |
5.63 |
| ATR |
1.70 |
1.70 |
0.00 |
-0.2% |
0.00 |
| Volume |
184 |
817 |
633 |
344.0% |
1,995 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.83 |
103.78 |
100.32 |
|
| R3 |
103.17 |
102.12 |
99.87 |
|
| R2 |
101.51 |
101.51 |
99.71 |
|
| R1 |
100.46 |
100.46 |
99.56 |
100.16 |
| PP |
99.85 |
99.85 |
99.85 |
99.70 |
| S1 |
98.80 |
98.80 |
99.26 |
98.50 |
| S2 |
98.19 |
98.19 |
99.11 |
|
| S3 |
96.53 |
97.14 |
98.95 |
|
| S4 |
94.87 |
95.48 |
98.50 |
|
|
| 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 |
5.6% |
2.06 |
2.1% |
37% |
False |
False |
347 |
| 10 |
102.90 |
96.69 |
6.21 |
6.2% |
1.31 |
1.3% |
44% |
False |
False |
374 |
| 20 |
104.10 |
96.69 |
7.41 |
7.5% |
0.89 |
0.9% |
37% |
False |
False |
603 |
| 40 |
104.10 |
86.00 |
18.10 |
18.2% |
0.63 |
0.6% |
74% |
False |
False |
741 |
| 60 |
104.10 |
84.44 |
19.66 |
19.8% |
0.44 |
0.4% |
76% |
False |
False |
635 |
| 80 |
104.10 |
84.44 |
19.66 |
19.8% |
0.43 |
0.4% |
76% |
False |
False |
576 |
| 100 |
104.10 |
82.46 |
21.64 |
21.8% |
0.62 |
0.6% |
78% |
False |
False |
617 |
| 120 |
104.10 |
76.98 |
27.12 |
27.3% |
0.61 |
0.6% |
83% |
False |
False |
606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.96 |
|
2.618 |
105.25 |
|
1.618 |
103.59 |
|
1.000 |
102.56 |
|
0.618 |
101.93 |
|
HIGH |
100.90 |
|
0.618 |
100.27 |
|
0.500 |
100.07 |
|
0.382 |
99.87 |
|
LOW |
99.24 |
|
0.618 |
98.21 |
|
1.000 |
97.58 |
|
1.618 |
96.55 |
|
2.618 |
94.89 |
|
4.250 |
92.19 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.07 |
100.14 |
| PP |
99.85 |
99.90 |
| S1 |
99.63 |
99.65 |
|