NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
102.94 |
102.20 |
-0.74 |
-0.7% |
98.44 |
| High |
103.20 |
103.66 |
0.46 |
0.4% |
104.00 |
| Low |
101.62 |
98.05 |
-3.57 |
-3.5% |
97.70 |
| Close |
102.35 |
99.21 |
-3.14 |
-3.1% |
102.35 |
| Range |
1.58 |
5.61 |
4.03 |
255.1% |
6.30 |
| ATR |
2.26 |
2.49 |
0.24 |
10.6% |
0.00 |
| Volume |
3,364 |
2,307 |
-1,057 |
-31.4% |
19,287 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.14 |
113.78 |
102.30 |
|
| R3 |
111.53 |
108.17 |
100.75 |
|
| R2 |
105.92 |
105.92 |
100.24 |
|
| R1 |
102.56 |
102.56 |
99.72 |
101.44 |
| PP |
100.31 |
100.31 |
100.31 |
99.74 |
| S1 |
96.95 |
96.95 |
98.70 |
95.83 |
| S2 |
94.70 |
94.70 |
98.18 |
|
| S3 |
89.09 |
91.34 |
97.67 |
|
| S4 |
83.48 |
85.73 |
96.12 |
|
|
| 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 |
97.80 |
6.20 |
6.2% |
2.65 |
2.7% |
23% |
False |
False |
3,343 |
| 10 |
104.63 |
96.67 |
7.96 |
8.0% |
2.76 |
2.8% |
32% |
False |
False |
3,935 |
| 20 |
105.20 |
96.67 |
8.53 |
8.6% |
2.28 |
2.3% |
30% |
False |
False |
3,641 |
| 40 |
105.20 |
86.34 |
18.86 |
19.0% |
1.75 |
1.8% |
68% |
False |
False |
2,340 |
| 60 |
105.20 |
84.60 |
20.60 |
20.8% |
1.39 |
1.4% |
71% |
False |
False |
1,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.50 |
|
2.618 |
118.35 |
|
1.618 |
112.74 |
|
1.000 |
109.27 |
|
0.618 |
107.13 |
|
HIGH |
103.66 |
|
0.618 |
101.52 |
|
0.500 |
100.86 |
|
0.382 |
100.19 |
|
LOW |
98.05 |
|
0.618 |
94.58 |
|
1.000 |
92.44 |
|
1.618 |
88.97 |
|
2.618 |
83.36 |
|
4.250 |
74.21 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.86 |
101.03 |
| PP |
100.31 |
100.42 |
| S1 |
99.76 |
99.82 |
|