NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
101.77 |
104.50 |
2.73 |
2.7% |
102.32 |
| High |
104.12 |
106.80 |
2.68 |
2.6% |
104.20 |
| Low |
101.77 |
104.18 |
2.41 |
2.4% |
97.93 |
| Close |
104.02 |
106.61 |
2.59 |
2.5% |
104.02 |
| Range |
2.35 |
2.62 |
0.27 |
11.5% |
6.27 |
| ATR |
3.05 |
3.03 |
-0.02 |
-0.6% |
0.00 |
| Volume |
9,609 |
5,144 |
-4,465 |
-46.5% |
44,520 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.72 |
112.79 |
108.05 |
|
| R3 |
111.10 |
110.17 |
107.33 |
|
| R2 |
108.48 |
108.48 |
107.09 |
|
| R1 |
107.55 |
107.55 |
106.85 |
108.02 |
| PP |
105.86 |
105.86 |
105.86 |
106.10 |
| S1 |
104.93 |
104.93 |
106.37 |
105.40 |
| S2 |
103.24 |
103.24 |
106.13 |
|
| S3 |
100.62 |
102.31 |
105.89 |
|
| S4 |
98.00 |
99.69 |
105.17 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.86 |
118.71 |
107.47 |
|
| R3 |
114.59 |
112.44 |
105.74 |
|
| R2 |
108.32 |
108.32 |
105.17 |
|
| R1 |
106.17 |
106.17 |
104.59 |
107.25 |
| PP |
102.05 |
102.05 |
102.05 |
102.59 |
| S1 |
99.90 |
99.90 |
103.45 |
100.98 |
| S2 |
95.78 |
95.78 |
102.87 |
|
| S3 |
89.51 |
93.63 |
102.30 |
|
| S4 |
83.24 |
87.36 |
100.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.80 |
97.93 |
8.87 |
8.3% |
3.27 |
3.1% |
98% |
True |
False |
8,510 |
| 10 |
106.80 |
97.83 |
8.97 |
8.4% |
3.18 |
3.0% |
98% |
True |
False |
8,053 |
| 20 |
106.80 |
96.72 |
10.08 |
9.5% |
3.13 |
2.9% |
98% |
True |
False |
8,340 |
| 40 |
106.80 |
90.17 |
16.63 |
15.6% |
2.55 |
2.4% |
99% |
True |
False |
6,595 |
| 60 |
106.80 |
84.70 |
22.10 |
20.7% |
2.19 |
2.1% |
99% |
True |
False |
5,043 |
| 80 |
106.80 |
84.70 |
22.10 |
20.7% |
1.89 |
1.8% |
99% |
True |
False |
4,300 |
| 100 |
106.80 |
84.34 |
22.46 |
21.1% |
1.70 |
1.6% |
99% |
True |
False |
3,670 |
| 120 |
106.80 |
79.86 |
26.94 |
25.3% |
1.49 |
1.4% |
99% |
True |
False |
3,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.94 |
|
2.618 |
113.66 |
|
1.618 |
111.04 |
|
1.000 |
109.42 |
|
0.618 |
108.42 |
|
HIGH |
106.80 |
|
0.618 |
105.80 |
|
0.500 |
105.49 |
|
0.382 |
105.18 |
|
LOW |
104.18 |
|
0.618 |
102.56 |
|
1.000 |
101.56 |
|
1.618 |
99.94 |
|
2.618 |
97.32 |
|
4.250 |
93.05 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.24 |
105.71 |
| PP |
105.86 |
104.80 |
| S1 |
105.49 |
103.90 |
|