NYMEX Light Sweet Crude Oil Future August 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 |
104.25 |
106.98 |
2.73 |
2.6% |
102.61 |
| High |
107.55 |
107.39 |
-0.16 |
-0.1% |
104.71 |
| Low |
104.24 |
105.79 |
1.55 |
1.5% |
98.20 |
| Close |
107.23 |
106.44 |
-0.79 |
-0.7% |
104.59 |
| Range |
3.31 |
1.60 |
-1.71 |
-51.7% |
6.51 |
| ATR |
3.17 |
3.06 |
-0.11 |
-3.5% |
0.00 |
| Volume |
11,942 |
10,914 |
-1,028 |
-8.6% |
61,294 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.34 |
110.49 |
107.32 |
|
| R3 |
109.74 |
108.89 |
106.88 |
|
| R2 |
108.14 |
108.14 |
106.73 |
|
| R1 |
107.29 |
107.29 |
106.59 |
106.92 |
| PP |
106.54 |
106.54 |
106.54 |
106.35 |
| S1 |
105.69 |
105.69 |
106.29 |
105.32 |
| S2 |
104.94 |
104.94 |
106.15 |
|
| S3 |
103.34 |
104.09 |
106.00 |
|
| S4 |
101.74 |
102.49 |
105.56 |
|
|
| 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 |
107.55 |
98.55 |
9.00 |
8.5% |
2.87 |
2.7% |
88% |
False |
False |
12,931 |
| 10 |
107.55 |
98.20 |
9.35 |
8.8% |
3.27 |
3.1% |
88% |
False |
False |
12,787 |
| 20 |
107.55 |
97.33 |
10.22 |
9.6% |
3.25 |
3.1% |
89% |
False |
False |
11,253 |
| 40 |
107.55 |
91.40 |
16.15 |
15.2% |
2.70 |
2.5% |
93% |
False |
False |
8,291 |
| 60 |
107.55 |
84.33 |
23.22 |
21.8% |
2.41 |
2.3% |
95% |
False |
False |
6,674 |
| 80 |
107.55 |
84.33 |
23.22 |
21.8% |
2.12 |
2.0% |
95% |
False |
False |
5,443 |
| 100 |
107.55 |
84.33 |
23.22 |
21.8% |
1.95 |
1.8% |
95% |
False |
False |
4,574 |
| 120 |
107.55 |
80.08 |
27.47 |
25.8% |
1.64 |
1.5% |
96% |
False |
False |
4,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.19 |
|
2.618 |
111.58 |
|
1.618 |
109.98 |
|
1.000 |
108.99 |
|
0.618 |
108.38 |
|
HIGH |
107.39 |
|
0.618 |
106.78 |
|
0.500 |
106.59 |
|
0.382 |
106.40 |
|
LOW |
105.79 |
|
0.618 |
104.80 |
|
1.000 |
104.19 |
|
1.618 |
103.20 |
|
2.618 |
101.60 |
|
4.250 |
98.99 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.59 |
105.93 |
| PP |
106.54 |
105.41 |
| S1 |
106.49 |
104.90 |
|