NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.67 |
107.30 |
-0.37 |
-0.3% |
103.09 |
| High |
108.30 |
110.41 |
2.11 |
1.9% |
105.44 |
| Low |
106.48 |
106.59 |
0.11 |
0.1% |
98.63 |
| Close |
107.14 |
109.40 |
2.26 |
2.1% |
105.19 |
| Range |
1.82 |
3.82 |
2.00 |
109.9% |
6.81 |
| ATR |
3.38 |
3.41 |
0.03 |
0.9% |
0.00 |
| Volume |
43,239 |
46,539 |
3,300 |
7.6% |
182,862 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.26 |
118.65 |
111.50 |
|
| R3 |
116.44 |
114.83 |
110.45 |
|
| R2 |
112.62 |
112.62 |
110.10 |
|
| R1 |
111.01 |
111.01 |
109.75 |
111.82 |
| PP |
108.80 |
108.80 |
108.80 |
109.20 |
| S1 |
107.19 |
107.19 |
109.05 |
108.00 |
| S2 |
104.98 |
104.98 |
108.70 |
|
| S3 |
101.16 |
103.37 |
108.35 |
|
| S4 |
97.34 |
99.55 |
107.30 |
|
|
| 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 |
110.41 |
102.00 |
8.41 |
7.7% |
2.79 |
2.6% |
88% |
True |
False |
41,183 |
| 10 |
110.41 |
98.63 |
11.78 |
10.8% |
3.30 |
3.0% |
91% |
True |
False |
40,060 |
| 20 |
110.41 |
97.58 |
12.83 |
11.7% |
3.76 |
3.4% |
92% |
True |
False |
33,055 |
| 40 |
110.41 |
91.62 |
18.79 |
17.2% |
3.15 |
2.9% |
95% |
True |
False |
22,635 |
| 60 |
110.41 |
85.17 |
25.24 |
23.1% |
2.77 |
2.5% |
96% |
True |
False |
17,277 |
| 80 |
110.41 |
85.17 |
25.24 |
23.1% |
2.48 |
2.3% |
96% |
True |
False |
13,778 |
| 100 |
110.41 |
85.12 |
25.29 |
23.1% |
2.41 |
2.2% |
96% |
True |
False |
11,426 |
| 120 |
110.41 |
81.00 |
29.41 |
26.9% |
2.14 |
2.0% |
97% |
True |
False |
9,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.65 |
|
2.618 |
120.41 |
|
1.618 |
116.59 |
|
1.000 |
114.23 |
|
0.618 |
112.77 |
|
HIGH |
110.41 |
|
0.618 |
108.95 |
|
0.500 |
108.50 |
|
0.382 |
108.05 |
|
LOW |
106.59 |
|
0.618 |
104.23 |
|
1.000 |
102.77 |
|
1.618 |
100.41 |
|
2.618 |
96.59 |
|
4.250 |
90.36 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.10 |
108.85 |
| PP |
108.80 |
108.31 |
| S1 |
108.50 |
107.76 |
|