NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
98.97 |
101.15 |
2.18 |
2.2% |
100.57 |
| High |
98.97 |
101.15 |
2.18 |
2.2% |
101.15 |
| Low |
98.97 |
101.15 |
2.18 |
2.2% |
95.99 |
| Close |
98.97 |
101.54 |
2.57 |
2.6% |
101.54 |
| Range |
|
|
|
|
|
| ATR |
1.45 |
1.50 |
0.05 |
3.6% |
0.00 |
| Volume |
411 |
565 |
154 |
37.5% |
1,328 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.28 |
101.41 |
101.54 |
|
| R3 |
101.28 |
101.41 |
101.54 |
|
| R2 |
101.28 |
101.28 |
101.54 |
|
| R1 |
101.41 |
101.41 |
101.54 |
101.35 |
| PP |
101.28 |
101.28 |
101.28 |
101.25 |
| S1 |
101.41 |
101.41 |
101.54 |
101.35 |
| S2 |
101.28 |
101.28 |
101.54 |
|
| S3 |
101.28 |
101.41 |
101.54 |
|
| S4 |
101.28 |
101.41 |
101.54 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.04 |
113.45 |
104.38 |
|
| R3 |
109.88 |
108.29 |
102.96 |
|
| R2 |
104.72 |
104.72 |
102.49 |
|
| R1 |
103.13 |
103.13 |
102.01 |
103.93 |
| PP |
99.56 |
99.56 |
99.56 |
99.96 |
| S1 |
97.97 |
97.97 |
101.07 |
98.77 |
| S2 |
94.40 |
94.40 |
100.59 |
|
| S3 |
89.24 |
92.81 |
100.12 |
|
| S4 |
84.08 |
87.65 |
98.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.15 |
95.99 |
5.16 |
5.1% |
0.01 |
0.0% |
108% |
True |
False |
265 |
| 10 |
101.90 |
95.99 |
5.91 |
5.8% |
0.00 |
0.0% |
94% |
False |
False |
254 |
| 20 |
103.55 |
95.99 |
7.56 |
7.4% |
0.06 |
0.1% |
73% |
False |
False |
417 |
| 40 |
103.55 |
86.75 |
16.80 |
16.5% |
0.13 |
0.1% |
88% |
False |
False |
390 |
| 60 |
103.55 |
84.00 |
19.55 |
19.3% |
0.09 |
0.1% |
90% |
False |
False |
361 |
| 80 |
103.55 |
84.00 |
19.55 |
19.3% |
0.09 |
0.1% |
90% |
False |
False |
358 |
| 100 |
103.55 |
82.95 |
20.60 |
20.3% |
0.08 |
0.1% |
90% |
False |
False |
363 |
| 120 |
103.55 |
76.74 |
26.81 |
26.4% |
0.07 |
0.1% |
93% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.15 |
|
2.618 |
101.15 |
|
1.618 |
101.15 |
|
1.000 |
101.15 |
|
0.618 |
101.15 |
|
HIGH |
101.15 |
|
0.618 |
101.15 |
|
0.500 |
101.15 |
|
0.382 |
101.15 |
|
LOW |
101.15 |
|
0.618 |
101.15 |
|
1.000 |
101.15 |
|
1.618 |
101.15 |
|
2.618 |
101.15 |
|
4.250 |
101.15 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.41 |
100.93 |
| PP |
101.28 |
100.31 |
| S1 |
101.15 |
99.70 |
|