NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
105.29 |
107.67 |
2.38 |
2.3% |
103.09 |
| High |
108.24 |
108.30 |
0.06 |
0.1% |
105.44 |
| Low |
105.11 |
106.48 |
1.37 |
1.3% |
98.63 |
| Close |
107.89 |
107.14 |
-0.75 |
-0.7% |
105.19 |
| Range |
3.13 |
1.82 |
-1.31 |
-41.9% |
6.81 |
| ATR |
3.50 |
3.38 |
-0.12 |
-3.4% |
0.00 |
| Volume |
32,584 |
43,239 |
10,655 |
32.7% |
182,862 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.77 |
111.77 |
108.14 |
|
| R3 |
110.95 |
109.95 |
107.64 |
|
| R2 |
109.13 |
109.13 |
107.47 |
|
| R1 |
108.13 |
108.13 |
107.31 |
107.72 |
| PP |
107.31 |
107.31 |
107.31 |
107.10 |
| S1 |
106.31 |
106.31 |
106.97 |
105.90 |
| S2 |
105.49 |
105.49 |
106.81 |
|
| S3 |
103.67 |
104.49 |
106.64 |
|
| S4 |
101.85 |
102.67 |
106.14 |
|
|
| 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 |
108.30 |
98.85 |
9.45 |
8.8% |
3.04 |
2.8% |
88% |
True |
False |
38,770 |
| 10 |
108.30 |
98.63 |
9.67 |
9.0% |
3.49 |
3.3% |
88% |
True |
False |
39,125 |
| 20 |
108.30 |
97.58 |
10.72 |
10.0% |
3.70 |
3.5% |
89% |
True |
False |
32,047 |
| 40 |
108.30 |
90.49 |
17.81 |
16.6% |
3.13 |
2.9% |
93% |
True |
False |
21,722 |
| 60 |
108.30 |
85.17 |
23.13 |
21.6% |
2.73 |
2.5% |
95% |
True |
False |
16,567 |
| 80 |
108.30 |
85.17 |
23.13 |
21.6% |
2.47 |
2.3% |
95% |
True |
False |
13,222 |
| 100 |
108.30 |
85.12 |
23.18 |
21.6% |
2.38 |
2.2% |
95% |
True |
False |
10,970 |
| 120 |
108.30 |
80.73 |
27.57 |
25.7% |
2.11 |
2.0% |
96% |
True |
False |
9,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.04 |
|
2.618 |
113.06 |
|
1.618 |
111.24 |
|
1.000 |
110.12 |
|
0.618 |
109.42 |
|
HIGH |
108.30 |
|
0.618 |
107.60 |
|
0.500 |
107.39 |
|
0.382 |
107.18 |
|
LOW |
106.48 |
|
0.618 |
105.36 |
|
1.000 |
104.66 |
|
1.618 |
103.54 |
|
2.618 |
101.72 |
|
4.250 |
98.75 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.39 |
106.62 |
| PP |
107.31 |
106.10 |
| S1 |
107.22 |
105.58 |
|