NYMEX Light Sweet Crude Oil Future July 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 |
98.90 |
104.60 |
5.70 |
5.8% |
106.38 |
| High |
104.65 |
106.05 |
1.40 |
1.3% |
107.92 |
| Low |
98.90 |
103.60 |
4.70 |
4.8% |
97.58 |
| Close |
104.37 |
105.63 |
1.26 |
1.2% |
100.32 |
| Range |
5.75 |
2.45 |
-3.30 |
-57.4% |
10.34 |
| ATR |
3.55 |
3.48 |
-0.08 |
-2.2% |
0.00 |
| Volume |
37,187 |
53,623 |
16,436 |
44.2% |
91,351 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.44 |
111.49 |
106.98 |
|
| R3 |
109.99 |
109.04 |
106.30 |
|
| R2 |
107.54 |
107.54 |
106.08 |
|
| R1 |
106.59 |
106.59 |
105.85 |
107.07 |
| PP |
105.09 |
105.09 |
105.09 |
105.33 |
| S1 |
104.14 |
104.14 |
105.41 |
104.62 |
| S2 |
102.64 |
102.64 |
105.18 |
|
| S3 |
100.19 |
101.69 |
104.96 |
|
| S4 |
97.74 |
99.24 |
104.28 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.96 |
126.98 |
106.01 |
|
| R3 |
122.62 |
116.64 |
103.16 |
|
| R2 |
112.28 |
112.28 |
102.22 |
|
| R1 |
106.30 |
106.30 |
101.27 |
104.12 |
| PP |
101.94 |
101.94 |
101.94 |
100.85 |
| S1 |
95.96 |
95.96 |
99.37 |
93.78 |
| S2 |
91.60 |
91.60 |
98.42 |
|
| S3 |
81.26 |
85.62 |
97.48 |
|
| S4 |
70.92 |
75.28 |
94.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.05 |
97.58 |
8.47 |
8.0% |
4.15 |
3.9% |
95% |
True |
False |
36,517 |
| 10 |
107.92 |
97.58 |
10.34 |
9.8% |
4.23 |
4.0% |
78% |
False |
False |
28,660 |
| 20 |
107.92 |
97.51 |
10.41 |
9.9% |
3.60 |
3.4% |
78% |
False |
False |
23,305 |
| 40 |
107.92 |
86.28 |
21.64 |
20.5% |
2.88 |
2.7% |
89% |
False |
False |
15,142 |
| 60 |
107.92 |
85.17 |
22.75 |
21.5% |
2.51 |
2.4% |
90% |
False |
False |
12,049 |
| 80 |
107.92 |
85.12 |
22.80 |
21.6% |
2.46 |
2.3% |
90% |
False |
False |
9,753 |
| 100 |
107.92 |
85.12 |
22.80 |
21.6% |
2.17 |
2.1% |
90% |
False |
False |
8,086 |
| 120 |
107.92 |
75.05 |
32.87 |
31.1% |
1.90 |
1.8% |
93% |
False |
False |
6,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.46 |
|
2.618 |
112.46 |
|
1.618 |
110.01 |
|
1.000 |
108.50 |
|
0.618 |
107.56 |
|
HIGH |
106.05 |
|
0.618 |
105.11 |
|
0.500 |
104.83 |
|
0.382 |
104.54 |
|
LOW |
103.60 |
|
0.618 |
102.09 |
|
1.000 |
101.15 |
|
1.618 |
99.64 |
|
2.618 |
97.19 |
|
4.250 |
93.19 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.36 |
104.51 |
| PP |
105.09 |
103.39 |
| S1 |
104.83 |
102.28 |
|