NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
103.69 |
104.60 |
0.91 |
0.9% |
99.20 |
| High |
105.14 |
105.05 |
-0.09 |
-0.1% |
105.14 |
| Low |
102.93 |
102.72 |
-0.21 |
-0.2% |
98.05 |
| Close |
104.81 |
103.49 |
-1.32 |
-1.3% |
103.49 |
| Range |
2.21 |
2.33 |
0.12 |
5.4% |
7.09 |
| ATR |
2.90 |
2.86 |
-0.04 |
-1.4% |
0.00 |
| Volume |
18,206 |
13,685 |
-4,521 |
-24.8% |
60,647 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.74 |
109.45 |
104.77 |
|
| R3 |
108.41 |
107.12 |
104.13 |
|
| R2 |
106.08 |
106.08 |
103.92 |
|
| R1 |
104.79 |
104.79 |
103.70 |
104.27 |
| PP |
103.75 |
103.75 |
103.75 |
103.50 |
| S1 |
102.46 |
102.46 |
103.28 |
101.94 |
| S2 |
101.42 |
101.42 |
103.06 |
|
| S3 |
99.09 |
100.13 |
102.85 |
|
| S4 |
96.76 |
97.80 |
102.21 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.50 |
120.58 |
107.39 |
|
| R3 |
116.41 |
113.49 |
105.44 |
|
| R2 |
109.32 |
109.32 |
104.79 |
|
| R1 |
106.40 |
106.40 |
104.14 |
107.86 |
| PP |
102.23 |
102.23 |
102.23 |
102.96 |
| S1 |
99.31 |
99.31 |
102.84 |
100.77 |
| S2 |
95.14 |
95.14 |
102.19 |
|
| S3 |
88.05 |
92.22 |
101.54 |
|
| S4 |
80.96 |
85.13 |
99.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.14 |
98.05 |
7.09 |
6.9% |
2.49 |
2.4% |
77% |
False |
False |
12,129 |
| 10 |
107.00 |
97.33 |
9.67 |
9.3% |
3.45 |
3.3% |
64% |
False |
False |
10,801 |
| 20 |
107.00 |
97.33 |
9.67 |
9.3% |
2.99 |
2.9% |
64% |
False |
False |
9,627 |
| 40 |
107.00 |
86.15 |
20.85 |
20.1% |
2.44 |
2.4% |
83% |
False |
False |
6,669 |
| 60 |
107.00 |
84.33 |
22.67 |
21.9% |
2.16 |
2.1% |
85% |
False |
False |
5,503 |
| 80 |
107.00 |
84.33 |
22.67 |
21.9% |
1.92 |
1.9% |
85% |
False |
False |
4,560 |
| 100 |
107.00 |
84.33 |
22.67 |
21.9% |
1.72 |
1.7% |
85% |
False |
False |
3,788 |
| 120 |
107.00 |
75.35 |
31.65 |
30.6% |
1.44 |
1.4% |
89% |
False |
False |
3,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.95 |
|
2.618 |
111.15 |
|
1.618 |
108.82 |
|
1.000 |
107.38 |
|
0.618 |
106.49 |
|
HIGH |
105.05 |
|
0.618 |
104.16 |
|
0.500 |
103.89 |
|
0.382 |
103.61 |
|
LOW |
102.72 |
|
0.618 |
101.28 |
|
1.000 |
100.39 |
|
1.618 |
98.95 |
|
2.618 |
96.62 |
|
4.250 |
92.82 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.89 |
103.23 |
| PP |
103.75 |
102.97 |
| S1 |
103.62 |
102.72 |
|