NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
99.74 |
102.82 |
3.08 |
3.1% |
99.20 |
| High |
103.29 |
103.76 |
0.47 |
0.5% |
105.14 |
| Low |
98.55 |
101.52 |
2.97 |
3.0% |
98.05 |
| Close |
103.18 |
102.00 |
-1.18 |
-1.1% |
103.49 |
| Range |
4.74 |
2.24 |
-2.50 |
-52.7% |
7.09 |
| ATR |
3.27 |
3.20 |
-0.07 |
-2.3% |
0.00 |
| Volume |
11,901 |
14,552 |
2,651 |
22.3% |
60,647 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.15 |
107.81 |
103.23 |
|
| R3 |
106.91 |
105.57 |
102.62 |
|
| R2 |
104.67 |
104.67 |
102.41 |
|
| R1 |
103.33 |
103.33 |
102.21 |
102.88 |
| PP |
102.43 |
102.43 |
102.43 |
102.20 |
| S1 |
101.09 |
101.09 |
101.79 |
100.64 |
| S2 |
100.19 |
100.19 |
101.59 |
|
| S3 |
97.95 |
98.85 |
101.38 |
|
| S4 |
95.71 |
96.61 |
100.77 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.50 |
120.58 |
107.39 |
|
| R3 |
116.41 |
113.49 |
105.44 |
|
| R2 |
109.32 |
109.32 |
104.79 |
|
| R1 |
106.40 |
106.40 |
104.14 |
107.86 |
| PP |
102.23 |
102.23 |
102.23 |
102.96 |
| S1 |
99.31 |
99.31 |
102.84 |
100.77 |
| S2 |
95.14 |
95.14 |
102.19 |
|
| S3 |
88.05 |
92.22 |
101.54 |
|
| S4 |
80.96 |
85.13 |
99.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.05 |
98.20 |
6.85 |
6.7% |
3.88 |
3.8% |
55% |
False |
False |
11,926 |
| 10 |
105.14 |
97.33 |
7.81 |
7.7% |
3.23 |
3.2% |
60% |
False |
False |
11,933 |
| 20 |
107.00 |
97.33 |
9.67 |
9.5% |
3.27 |
3.2% |
48% |
False |
False |
10,826 |
| 40 |
107.00 |
86.15 |
20.85 |
20.4% |
2.70 |
2.6% |
76% |
False |
False |
7,578 |
| 60 |
107.00 |
84.33 |
22.67 |
22.2% |
2.38 |
2.3% |
78% |
False |
False |
6,152 |
| 80 |
107.00 |
84.33 |
22.67 |
22.2% |
2.07 |
2.0% |
78% |
False |
False |
5,008 |
| 100 |
107.00 |
84.33 |
22.67 |
22.2% |
1.87 |
1.8% |
78% |
False |
False |
4,217 |
| 120 |
107.00 |
78.35 |
28.65 |
28.1% |
1.58 |
1.6% |
83% |
False |
False |
3,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.28 |
|
2.618 |
109.62 |
|
1.618 |
107.38 |
|
1.000 |
106.00 |
|
0.618 |
105.14 |
|
HIGH |
103.76 |
|
0.618 |
102.90 |
|
0.500 |
102.64 |
|
0.382 |
102.38 |
|
LOW |
101.52 |
|
0.618 |
100.14 |
|
1.000 |
99.28 |
|
1.618 |
97.90 |
|
2.618 |
95.66 |
|
4.250 |
92.00 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.64 |
101.66 |
| PP |
102.43 |
101.32 |
| S1 |
102.21 |
100.98 |
|