NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
98.38 |
100.29 |
1.91 |
1.9% |
105.90 |
| High |
100.26 |
104.00 |
3.74 |
3.7% |
107.00 |
| Low |
98.22 |
100.29 |
2.07 |
2.1% |
97.33 |
| Close |
100.07 |
103.68 |
3.61 |
3.6% |
99.66 |
| Range |
2.04 |
3.71 |
1.67 |
81.9% |
9.67 |
| ATR |
2.88 |
2.95 |
0.08 |
2.6% |
0.00 |
| Volume |
4,900 |
11,836 |
6,936 |
141.6% |
39,897 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.79 |
112.44 |
105.72 |
|
| R3 |
110.08 |
108.73 |
104.70 |
|
| R2 |
106.37 |
106.37 |
104.36 |
|
| R1 |
105.02 |
105.02 |
104.02 |
105.70 |
| PP |
102.66 |
102.66 |
102.66 |
102.99 |
| S1 |
101.31 |
101.31 |
103.34 |
101.99 |
| S2 |
98.95 |
98.95 |
103.00 |
|
| S3 |
95.24 |
97.60 |
102.66 |
|
| S4 |
91.53 |
93.89 |
101.64 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.34 |
124.67 |
104.98 |
|
| R3 |
120.67 |
115.00 |
102.32 |
|
| R2 |
111.00 |
111.00 |
101.43 |
|
| R1 |
105.33 |
105.33 |
100.55 |
103.33 |
| PP |
101.33 |
101.33 |
101.33 |
100.33 |
| S1 |
95.66 |
95.66 |
98.77 |
93.66 |
| S2 |
91.66 |
91.66 |
97.89 |
|
| S3 |
81.99 |
85.99 |
97.00 |
|
| S4 |
72.32 |
76.32 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.85 |
97.33 |
7.52 |
7.3% |
3.21 |
3.1% |
84% |
False |
False |
10,248 |
| 10 |
107.00 |
97.33 |
9.67 |
9.3% |
3.39 |
3.3% |
66% |
False |
False |
9,790 |
| 20 |
107.00 |
97.33 |
9.67 |
9.3% |
3.03 |
2.9% |
66% |
False |
False |
8,643 |
| 40 |
107.00 |
86.15 |
20.85 |
20.1% |
2.41 |
2.3% |
84% |
False |
False |
5,955 |
| 60 |
107.00 |
84.33 |
22.67 |
21.9% |
2.14 |
2.1% |
85% |
False |
False |
5,042 |
| 80 |
107.00 |
84.33 |
22.67 |
21.9% |
1.90 |
1.8% |
85% |
False |
False |
4,180 |
| 100 |
107.00 |
84.33 |
22.67 |
21.9% |
1.67 |
1.6% |
85% |
False |
False |
3,521 |
| 120 |
107.00 |
75.35 |
31.65 |
30.5% |
1.41 |
1.4% |
90% |
False |
False |
3,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.77 |
|
2.618 |
113.71 |
|
1.618 |
110.00 |
|
1.000 |
107.71 |
|
0.618 |
106.29 |
|
HIGH |
104.00 |
|
0.618 |
102.58 |
|
0.500 |
102.15 |
|
0.382 |
101.71 |
|
LOW |
100.29 |
|
0.618 |
98.00 |
|
1.000 |
96.58 |
|
1.618 |
94.29 |
|
2.618 |
90.58 |
|
4.250 |
84.52 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.17 |
102.80 |
| PP |
102.66 |
101.91 |
| S1 |
102.15 |
101.03 |
|