NYMEX Light Sweet Crude Oil Future November 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Mar-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Mar-2008 | 
                    27-Mar-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.18 | 
                        102.57 | 
                        4.39 | 
                        4.5% | 
                        100.58 | 
                     
                    
                        | High | 
                        102.10 | 
                        103.38 | 
                        1.28 | 
                        1.3% | 
                        102.61 | 
                     
                    
                        | Low | 
                        98.18 | 
                        101.89 | 
                        3.71 | 
                        3.8% | 
                        96.27 | 
                     
                    
                        | Close | 
                        102.26 | 
                        103.22 | 
                        0.96 | 
                        0.9% | 
                        98.45 | 
                     
                    
                        | Range | 
                        3.92 | 
                        1.49 | 
                        -2.43 | 
                        -62.0% | 
                        6.34 | 
                     
                    
                        | ATR | 
                        1.99 | 
                        1.96 | 
                        -0.04 | 
                        -1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        2,385 | 
                        3,036 | 
                        651 | 
                        27.3% | 
                        10,107 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.30 | 
                106.75 | 
                104.04 | 
                 | 
             
            
                | R3 | 
                105.81 | 
                105.26 | 
                103.63 | 
                 | 
             
            
                | R2 | 
                104.32 | 
                104.32 | 
                103.49 | 
                 | 
             
            
                | R1 | 
                103.77 | 
                103.77 | 
                103.36 | 
                104.05 | 
             
            
                | PP | 
                102.83 | 
                102.83 | 
                102.83 | 
                102.97 | 
             
            
                | S1 | 
                102.28 | 
                102.28 | 
                103.08 | 
                102.56 | 
             
            
                | S2 | 
                101.34 | 
                101.34 | 
                102.95 | 
                 | 
             
            
                | S3 | 
                99.85 | 
                100.79 | 
                102.81 | 
                 | 
             
            
                | S4 | 
                98.36 | 
                99.30 | 
                102.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118.13 | 
                114.63 | 
                101.94 | 
                 | 
             
            
                | R3 | 
                111.79 | 
                108.29 | 
                100.19 | 
                 | 
             
            
                | R2 | 
                105.45 | 
                105.45 | 
                99.61 | 
                 | 
             
            
                | R1 | 
                101.95 | 
                101.95 | 
                99.03 | 
                100.53 | 
             
            
                | PP | 
                99.11 | 
                99.11 | 
                99.11 | 
                98.40 | 
             
            
                | S1 | 
                95.61 | 
                95.61 | 
                97.87 | 
                94.19 | 
             
            
                | S2 | 
                92.77 | 
                92.77 | 
                97.29 | 
                 | 
             
            
                | S3 | 
                86.43 | 
                89.27 | 
                96.71 | 
                 | 
             
            
                | S4 | 
                80.09 | 
                82.93 | 
                94.96 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            109.71 | 
         
        
            | 
2.618             | 
            107.28 | 
         
        
            | 
1.618             | 
            105.79 | 
         
        
            | 
1.000             | 
            104.87 | 
         
        
            | 
0.618             | 
            104.30 | 
         
        
            | 
HIGH             | 
            103.38 | 
         
        
            | 
0.618             | 
            102.81 | 
         
        
            | 
0.500             | 
            102.64 | 
         
        
            | 
0.382             | 
            102.46 | 
         
        
            | 
LOW             | 
            101.89 | 
         
        
            | 
0.618             | 
            100.97 | 
         
        
            | 
1.000             | 
            100.40 | 
         
        
            | 
1.618             | 
            99.48 | 
         
        
            | 
2.618             | 
            97.99 | 
         
        
            | 
4.250             | 
            95.56 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Mar-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                103.03 | 
                                102.41 | 
                             
                            
                                | PP | 
                                102.83 | 
                                101.59 | 
                             
                            
                                | S1 | 
                                102.64 | 
                                100.78 | 
                             
             
         |