The magnetic penetration depth has been measured in single crystals using both a high-precision tunnel diode oscillator (TDO) technique and Hall probe magnetization (HPM). In striking contrast to previous measurements in powders, deduced from TDO measurements increases exponentially at low temperature, clearly showing that the superconducting gap is fully open over the whole Fermi surface. An absolute value at zero temperature is found from the lower critical field measured by HPM. We also discuss the observed difference of the superfluid density deduced from both techniques. A possible explanation could be due to a systematic decrease in the critical temperature at the sample surface.