NYMEX Light Sweet Crude Oil Future February 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 |
100.57 |
95.99 |
-4.58 |
-4.6% |
97.35 |
| High |
100.57 |
96.03 |
-4.54 |
-4.5% |
101.90 |
| Low |
100.57 |
95.99 |
-4.58 |
-4.6% |
97.35 |
| Close |
97.54 |
97.00 |
-0.54 |
-0.6% |
100.57 |
| Range |
0.00 |
0.04 |
0.04 |
|
4.55 |
| ATR |
1.45 |
1.45 |
0.01 |
0.5% |
0.00 |
| Volume |
149 |
17 |
-132 |
-88.6% |
1,212 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
96.77 |
97.02 |
|
| R3 |
96.42 |
96.73 |
97.01 |
|
| R2 |
96.38 |
96.38 |
97.01 |
|
| R1 |
96.69 |
96.69 |
97.00 |
96.54 |
| PP |
96.34 |
96.34 |
96.34 |
96.26 |
| S1 |
96.65 |
96.65 |
97.00 |
96.50 |
| S2 |
96.30 |
96.30 |
96.99 |
|
| S3 |
96.26 |
96.61 |
96.99 |
|
| S4 |
96.22 |
96.57 |
96.98 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
111.63 |
103.07 |
|
| R3 |
109.04 |
107.08 |
101.82 |
|
| R2 |
104.49 |
104.49 |
101.40 |
|
| R1 |
102.53 |
102.53 |
100.99 |
103.51 |
| PP |
99.94 |
99.94 |
99.94 |
100.43 |
| S1 |
97.98 |
97.98 |
100.15 |
98.96 |
| S2 |
95.39 |
95.39 |
99.74 |
|
| S3 |
90.84 |
93.43 |
99.32 |
|
| S4 |
86.29 |
88.88 |
98.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.90 |
95.99 |
5.91 |
6.1% |
0.01 |
0.0% |
17% |
False |
True |
145 |
| 10 |
101.90 |
95.99 |
5.91 |
6.1% |
0.00 |
0.0% |
17% |
False |
True |
349 |
| 20 |
103.55 |
95.99 |
7.56 |
7.8% |
0.06 |
0.1% |
13% |
False |
True |
440 |
| 40 |
103.55 |
86.06 |
17.49 |
18.0% |
0.13 |
0.1% |
63% |
False |
False |
363 |
| 60 |
103.55 |
84.00 |
19.55 |
20.2% |
0.09 |
0.1% |
66% |
False |
False |
348 |
| 80 |
103.55 |
84.00 |
19.55 |
20.2% |
0.11 |
0.1% |
66% |
False |
False |
355 |
| 100 |
103.55 |
82.95 |
20.60 |
21.2% |
0.08 |
0.1% |
68% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.20 |
|
2.618 |
96.13 |
|
1.618 |
96.09 |
|
1.000 |
96.07 |
|
0.618 |
96.05 |
|
HIGH |
96.03 |
|
0.618 |
96.01 |
|
0.500 |
96.01 |
|
0.382 |
96.01 |
|
LOW |
95.99 |
|
0.618 |
95.97 |
|
1.000 |
95.95 |
|
1.618 |
95.93 |
|
2.618 |
95.89 |
|
4.250 |
95.82 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.67 |
98.28 |
| PP |
96.34 |
97.85 |
| S1 |
96.01 |
97.43 |
|