NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
104.00 |
102.94 |
-1.06 |
-1.0% |
98.44 |
| High |
104.00 |
103.20 |
-0.80 |
-0.8% |
104.00 |
| Low |
102.45 |
101.62 |
-0.83 |
-0.8% |
97.70 |
| Close |
103.66 |
102.35 |
-1.31 |
-1.3% |
102.35 |
| Range |
1.55 |
1.58 |
0.03 |
1.9% |
6.30 |
| ATR |
2.27 |
2.26 |
-0.02 |
-0.7% |
0.00 |
| Volume |
4,788 |
3,364 |
-1,424 |
-29.7% |
19,287 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
106.32 |
103.22 |
|
| R3 |
105.55 |
104.74 |
102.78 |
|
| R2 |
103.97 |
103.97 |
102.64 |
|
| R1 |
103.16 |
103.16 |
102.49 |
102.78 |
| PP |
102.39 |
102.39 |
102.39 |
102.20 |
| S1 |
101.58 |
101.58 |
102.21 |
101.20 |
| S2 |
100.81 |
100.81 |
102.06 |
|
| S3 |
99.23 |
100.00 |
101.92 |
|
| S4 |
97.65 |
98.42 |
101.48 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.25 |
117.60 |
105.82 |
|
| R3 |
113.95 |
111.30 |
104.08 |
|
| R2 |
107.65 |
107.65 |
103.51 |
|
| R1 |
105.00 |
105.00 |
102.93 |
106.33 |
| PP |
101.35 |
101.35 |
101.35 |
102.01 |
| S1 |
98.70 |
98.70 |
101.77 |
100.03 |
| S2 |
95.05 |
95.05 |
101.20 |
|
| S3 |
88.75 |
92.40 |
100.62 |
|
| S4 |
82.45 |
86.10 |
98.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.00 |
97.70 |
6.30 |
6.2% |
1.81 |
1.8% |
74% |
False |
False |
3,857 |
| 10 |
105.20 |
96.67 |
8.53 |
8.3% |
2.22 |
2.2% |
67% |
False |
False |
3,987 |
| 20 |
105.20 |
96.67 |
8.53 |
8.3% |
2.04 |
2.0% |
67% |
False |
False |
3,578 |
| 40 |
105.20 |
86.34 |
18.86 |
18.4% |
1.67 |
1.6% |
85% |
False |
False |
2,294 |
| 60 |
105.20 |
84.60 |
20.60 |
20.1% |
1.30 |
1.3% |
86% |
False |
False |
1,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.92 |
|
2.618 |
107.34 |
|
1.618 |
105.76 |
|
1.000 |
104.78 |
|
0.618 |
104.18 |
|
HIGH |
103.20 |
|
0.618 |
102.60 |
|
0.500 |
102.41 |
|
0.382 |
102.22 |
|
LOW |
101.62 |
|
0.618 |
100.64 |
|
1.000 |
100.04 |
|
1.618 |
99.06 |
|
2.618 |
97.48 |
|
4.250 |
94.91 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.41 |
102.17 |
| PP |
102.39 |
101.99 |
| S1 |
102.37 |
101.81 |
|