NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
102.89 |
105.29 |
2.40 |
2.3% |
103.09 |
| High |
105.36 |
108.24 |
2.88 |
2.7% |
105.44 |
| Low |
102.85 |
105.11 |
2.26 |
2.2% |
98.63 |
| Close |
105.19 |
107.89 |
2.70 |
2.6% |
105.19 |
| Range |
2.51 |
3.13 |
0.62 |
24.7% |
6.81 |
| ATR |
3.53 |
3.50 |
-0.03 |
-0.8% |
0.00 |
| Volume |
45,740 |
32,584 |
-13,156 |
-28.8% |
182,862 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.47 |
115.31 |
109.61 |
|
| R3 |
113.34 |
112.18 |
108.75 |
|
| R2 |
110.21 |
110.21 |
108.46 |
|
| R1 |
109.05 |
109.05 |
108.18 |
109.63 |
| PP |
107.08 |
107.08 |
107.08 |
107.37 |
| S1 |
105.92 |
105.92 |
107.60 |
106.50 |
| S2 |
103.95 |
103.95 |
107.32 |
|
| S3 |
100.82 |
102.79 |
107.03 |
|
| S4 |
97.69 |
99.66 |
106.17 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.52 |
121.16 |
108.94 |
|
| R3 |
116.71 |
114.35 |
107.06 |
|
| R2 |
109.90 |
109.90 |
106.44 |
|
| R1 |
107.54 |
107.54 |
105.81 |
108.72 |
| PP |
103.09 |
103.09 |
103.09 |
103.68 |
| S1 |
100.73 |
100.73 |
104.57 |
101.91 |
| S2 |
96.28 |
96.28 |
103.94 |
|
| S3 |
89.47 |
93.92 |
103.32 |
|
| S4 |
82.66 |
87.11 |
101.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.24 |
98.63 |
9.61 |
8.9% |
3.24 |
3.0% |
96% |
True |
False |
37,189 |
| 10 |
108.24 |
98.50 |
9.74 |
9.0% |
3.53 |
3.3% |
96% |
True |
False |
37,187 |
| 20 |
108.24 |
97.58 |
10.66 |
9.9% |
3.78 |
3.5% |
97% |
True |
False |
30,856 |
| 40 |
108.24 |
87.99 |
20.25 |
18.8% |
3.17 |
2.9% |
98% |
True |
False |
20,758 |
| 60 |
108.24 |
85.17 |
23.07 |
21.4% |
2.71 |
2.5% |
98% |
True |
False |
15,923 |
| 80 |
108.24 |
85.17 |
23.07 |
21.4% |
2.46 |
2.3% |
98% |
True |
False |
12,705 |
| 100 |
108.24 |
85.12 |
23.12 |
21.4% |
2.37 |
2.2% |
98% |
True |
False |
10,556 |
| 120 |
108.24 |
80.55 |
27.69 |
25.7% |
2.10 |
1.9% |
99% |
True |
False |
9,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.54 |
|
2.618 |
116.43 |
|
1.618 |
113.30 |
|
1.000 |
111.37 |
|
0.618 |
110.17 |
|
HIGH |
108.24 |
|
0.618 |
107.04 |
|
0.500 |
106.68 |
|
0.382 |
106.31 |
|
LOW |
105.11 |
|
0.618 |
103.18 |
|
1.000 |
101.98 |
|
1.618 |
100.05 |
|
2.618 |
96.92 |
|
4.250 |
91.81 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.49 |
106.97 |
| PP |
107.08 |
106.04 |
| S1 |
106.68 |
105.12 |
|