NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
107.30 |
109.26 |
1.96 |
1.8% |
103.09 |
| High |
110.41 |
110.67 |
0.26 |
0.2% |
105.44 |
| Low |
106.59 |
107.49 |
0.90 |
0.8% |
98.63 |
| Close |
109.40 |
108.93 |
-0.47 |
-0.4% |
105.19 |
| Range |
3.82 |
3.18 |
-0.64 |
-16.8% |
6.81 |
| ATR |
3.41 |
3.39 |
-0.02 |
-0.5% |
0.00 |
| Volume |
46,539 |
50,289 |
3,750 |
8.1% |
182,862 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.57 |
116.93 |
110.68 |
|
| R3 |
115.39 |
113.75 |
109.80 |
|
| R2 |
112.21 |
112.21 |
109.51 |
|
| R1 |
110.57 |
110.57 |
109.22 |
109.80 |
| PP |
109.03 |
109.03 |
109.03 |
108.65 |
| S1 |
107.39 |
107.39 |
108.64 |
106.62 |
| S2 |
105.85 |
105.85 |
108.35 |
|
| S3 |
102.67 |
104.21 |
108.06 |
|
| S4 |
99.49 |
101.03 |
107.18 |
|
|
| 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 |
110.67 |
102.85 |
7.82 |
7.2% |
2.89 |
2.7% |
78% |
True |
False |
43,678 |
| 10 |
110.67 |
98.63 |
12.04 |
11.1% |
3.37 |
3.1% |
86% |
True |
False |
39,727 |
| 20 |
110.67 |
97.58 |
13.09 |
12.0% |
3.80 |
3.5% |
87% |
True |
False |
34,193 |
| 40 |
110.67 |
91.62 |
19.05 |
17.5% |
3.20 |
2.9% |
91% |
True |
False |
23,641 |
| 60 |
110.67 |
85.17 |
25.50 |
23.4% |
2.80 |
2.6% |
93% |
True |
False |
17,942 |
| 80 |
110.67 |
85.17 |
25.50 |
23.4% |
2.47 |
2.3% |
93% |
True |
False |
14,368 |
| 100 |
110.67 |
85.12 |
25.55 |
23.5% |
2.44 |
2.2% |
93% |
True |
False |
11,918 |
| 120 |
110.67 |
81.04 |
29.63 |
27.2% |
2.16 |
2.0% |
94% |
True |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.19 |
|
2.618 |
119.00 |
|
1.618 |
115.82 |
|
1.000 |
113.85 |
|
0.618 |
112.64 |
|
HIGH |
110.67 |
|
0.618 |
109.46 |
|
0.500 |
109.08 |
|
0.382 |
108.70 |
|
LOW |
107.49 |
|
0.618 |
105.52 |
|
1.000 |
104.31 |
|
1.618 |
102.34 |
|
2.618 |
99.16 |
|
4.250 |
93.98 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.08 |
108.81 |
| PP |
109.03 |
108.69 |
| S1 |
108.98 |
108.58 |
|