NYMEX Light Sweet Crude Oil Future August 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 |
100.29 |
103.69 |
3.40 |
3.4% |
105.90 |
| High |
104.00 |
105.14 |
1.14 |
1.1% |
107.00 |
| Low |
100.29 |
102.93 |
2.64 |
2.6% |
97.33 |
| Close |
103.68 |
104.81 |
1.13 |
1.1% |
99.66 |
| Range |
3.71 |
2.21 |
-1.50 |
-40.4% |
9.67 |
| ATR |
2.95 |
2.90 |
-0.05 |
-1.8% |
0.00 |
| Volume |
11,836 |
18,206 |
6,370 |
53.8% |
39,897 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.92 |
110.08 |
106.03 |
|
| R3 |
108.71 |
107.87 |
105.42 |
|
| R2 |
106.50 |
106.50 |
105.22 |
|
| R1 |
105.66 |
105.66 |
105.01 |
106.08 |
| PP |
104.29 |
104.29 |
104.29 |
104.51 |
| S1 |
103.45 |
103.45 |
104.61 |
103.87 |
| S2 |
102.08 |
102.08 |
104.40 |
|
| S3 |
99.87 |
101.24 |
104.20 |
|
| S4 |
97.66 |
99.03 |
103.59 |
|
|
| 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 |
105.14 |
97.33 |
7.81 |
7.5% |
2.58 |
2.5% |
96% |
True |
False |
11,940 |
| 10 |
107.00 |
97.33 |
9.67 |
9.2% |
3.40 |
3.2% |
77% |
False |
False |
10,399 |
| 20 |
107.00 |
97.33 |
9.67 |
9.2% |
3.05 |
2.9% |
77% |
False |
False |
9,212 |
| 40 |
107.00 |
86.15 |
20.85 |
19.9% |
2.44 |
2.3% |
89% |
False |
False |
6,361 |
| 60 |
107.00 |
84.33 |
22.67 |
21.6% |
2.15 |
2.1% |
90% |
False |
False |
5,327 |
| 80 |
107.00 |
84.33 |
22.67 |
21.6% |
1.91 |
1.8% |
90% |
False |
False |
4,393 |
| 100 |
107.00 |
84.33 |
22.67 |
21.6% |
1.69 |
1.6% |
90% |
False |
False |
3,694 |
| 120 |
107.00 |
75.35 |
31.65 |
30.2% |
1.43 |
1.4% |
93% |
False |
False |
3,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.53 |
|
2.618 |
110.93 |
|
1.618 |
108.72 |
|
1.000 |
107.35 |
|
0.618 |
106.51 |
|
HIGH |
105.14 |
|
0.618 |
104.30 |
|
0.500 |
104.04 |
|
0.382 |
103.77 |
|
LOW |
102.93 |
|
0.618 |
101.56 |
|
1.000 |
100.72 |
|
1.618 |
99.35 |
|
2.618 |
97.14 |
|
4.250 |
93.54 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.55 |
103.77 |
| PP |
104.29 |
102.72 |
| S1 |
104.04 |
101.68 |
|