NYMEX Light Sweet Crude Oil Future July 2008
| 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 |
100.61 |
100.23 |
-0.38 |
-0.4% |
99.13 |
| High |
101.45 |
103.90 |
2.45 |
2.4% |
106.05 |
| Low |
98.63 |
98.85 |
0.22 |
0.2% |
98.50 |
| Close |
100.00 |
103.72 |
3.72 |
3.7% |
104.19 |
| Range |
2.82 |
5.05 |
2.23 |
79.1% |
7.55 |
| ATR |
3.55 |
3.66 |
0.11 |
3.0% |
0.00 |
| Volume |
35,332 |
34,477 |
-855 |
-2.4% |
192,765 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.31 |
115.56 |
106.50 |
|
| R3 |
112.26 |
110.51 |
105.11 |
|
| R2 |
107.21 |
107.21 |
104.65 |
|
| R1 |
105.46 |
105.46 |
104.18 |
106.34 |
| PP |
102.16 |
102.16 |
102.16 |
102.59 |
| S1 |
100.41 |
100.41 |
103.26 |
101.29 |
| S2 |
97.11 |
97.11 |
102.79 |
|
| S3 |
92.06 |
95.36 |
102.33 |
|
| S4 |
87.01 |
90.31 |
100.94 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.56 |
122.43 |
108.34 |
|
| R3 |
118.01 |
114.88 |
106.27 |
|
| R2 |
110.46 |
110.46 |
105.57 |
|
| R1 |
107.33 |
107.33 |
104.88 |
108.90 |
| PP |
102.91 |
102.91 |
102.91 |
103.70 |
| S1 |
99.78 |
99.78 |
103.50 |
101.35 |
| S2 |
95.36 |
95.36 |
102.81 |
|
| S3 |
87.81 |
92.23 |
102.11 |
|
| S4 |
80.26 |
84.68 |
100.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.05 |
98.63 |
7.42 |
7.2% |
3.80 |
3.7% |
69% |
False |
False |
38,937 |
| 10 |
106.05 |
97.58 |
8.47 |
8.2% |
4.26 |
4.1% |
72% |
False |
False |
34,340 |
| 20 |
107.92 |
97.58 |
10.34 |
10.0% |
3.82 |
3.7% |
59% |
False |
False |
28,071 |
| 40 |
107.92 |
86.28 |
21.64 |
20.9% |
3.10 |
3.0% |
81% |
False |
False |
18,160 |
| 60 |
107.92 |
85.17 |
22.75 |
21.9% |
2.71 |
2.6% |
82% |
False |
False |
14,121 |
| 80 |
107.92 |
85.12 |
22.80 |
22.0% |
2.53 |
2.4% |
82% |
False |
False |
11,335 |
| 100 |
107.92 |
85.12 |
22.80 |
22.0% |
2.31 |
2.2% |
82% |
False |
False |
9,439 |
| 120 |
107.92 |
76.40 |
31.52 |
30.4% |
2.03 |
2.0% |
87% |
False |
False |
8,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.36 |
|
2.618 |
117.12 |
|
1.618 |
112.07 |
|
1.000 |
108.95 |
|
0.618 |
107.02 |
|
HIGH |
103.90 |
|
0.618 |
101.97 |
|
0.500 |
101.38 |
|
0.382 |
100.78 |
|
LOW |
98.85 |
|
0.618 |
95.73 |
|
1.000 |
93.80 |
|
1.618 |
90.68 |
|
2.618 |
85.63 |
|
4.250 |
77.39 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.94 |
103.16 |
| PP |
102.16 |
102.60 |
| S1 |
101.38 |
102.04 |
|