NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
102.82 |
102.26 |
-0.56 |
-0.5% |
102.61 |
| High |
103.76 |
104.71 |
0.95 |
0.9% |
104.71 |
| Low |
101.52 |
102.24 |
0.72 |
0.7% |
98.20 |
| Close |
102.00 |
104.59 |
2.59 |
2.5% |
104.59 |
| Range |
2.24 |
2.47 |
0.23 |
10.3% |
6.51 |
| ATR |
3.20 |
3.16 |
-0.03 |
-1.1% |
0.00 |
| Volume |
14,552 |
15,348 |
796 |
5.5% |
61,294 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.26 |
110.39 |
105.95 |
|
| R3 |
108.79 |
107.92 |
105.27 |
|
| R2 |
106.32 |
106.32 |
105.04 |
|
| R1 |
105.45 |
105.45 |
104.82 |
105.89 |
| PP |
103.85 |
103.85 |
103.85 |
104.06 |
| S1 |
102.98 |
102.98 |
104.36 |
103.42 |
| S2 |
101.38 |
101.38 |
104.14 |
|
| S3 |
98.91 |
100.51 |
103.91 |
|
| S4 |
96.44 |
98.04 |
103.23 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.03 |
119.82 |
108.17 |
|
| R3 |
115.52 |
113.31 |
106.38 |
|
| R2 |
109.01 |
109.01 |
105.78 |
|
| R1 |
106.80 |
106.80 |
105.19 |
107.91 |
| PP |
102.50 |
102.50 |
102.50 |
103.05 |
| S1 |
100.29 |
100.29 |
103.99 |
101.40 |
| S2 |
95.99 |
95.99 |
103.40 |
|
| S3 |
89.48 |
93.78 |
102.80 |
|
| S4 |
82.97 |
87.27 |
101.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.71 |
98.20 |
6.51 |
6.2% |
3.91 |
3.7% |
98% |
True |
False |
12,258 |
| 10 |
105.14 |
98.05 |
7.09 |
6.8% |
3.20 |
3.1% |
92% |
False |
False |
12,194 |
| 20 |
107.00 |
97.33 |
9.67 |
9.2% |
3.27 |
3.1% |
75% |
False |
False |
10,997 |
| 40 |
107.00 |
88.30 |
18.70 |
17.9% |
2.72 |
2.6% |
87% |
False |
False |
7,919 |
| 60 |
107.00 |
84.33 |
22.67 |
21.7% |
2.38 |
2.3% |
89% |
False |
False |
6,383 |
| 80 |
107.00 |
84.33 |
22.67 |
21.7% |
2.08 |
2.0% |
89% |
False |
False |
5,176 |
| 100 |
107.00 |
84.33 |
22.67 |
21.7% |
1.90 |
1.8% |
89% |
False |
False |
4,349 |
| 120 |
107.00 |
78.35 |
28.65 |
27.4% |
1.60 |
1.5% |
92% |
False |
False |
3,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.21 |
|
2.618 |
111.18 |
|
1.618 |
108.71 |
|
1.000 |
107.18 |
|
0.618 |
106.24 |
|
HIGH |
104.71 |
|
0.618 |
103.77 |
|
0.500 |
103.48 |
|
0.382 |
103.18 |
|
LOW |
102.24 |
|
0.618 |
100.71 |
|
1.000 |
99.77 |
|
1.618 |
98.24 |
|
2.618 |
95.77 |
|
4.250 |
91.74 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.22 |
103.60 |
| PP |
103.85 |
102.62 |
| S1 |
103.48 |
101.63 |
|