NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
104.60 |
102.61 |
-1.99 |
-1.9% |
99.20 |
| High |
105.05 |
104.70 |
-0.35 |
-0.3% |
105.14 |
| Low |
102.72 |
99.00 |
-3.72 |
-3.6% |
98.05 |
| Close |
103.49 |
100.08 |
-3.41 |
-3.3% |
103.49 |
| Range |
2.33 |
5.70 |
3.37 |
144.6% |
7.09 |
| ATR |
2.86 |
3.06 |
0.20 |
7.1% |
0.00 |
| Volume |
13,685 |
8,154 |
-5,531 |
-40.4% |
60,647 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.36 |
114.92 |
103.22 |
|
| R3 |
112.66 |
109.22 |
101.65 |
|
| R2 |
106.96 |
106.96 |
101.13 |
|
| R1 |
103.52 |
103.52 |
100.60 |
102.39 |
| PP |
101.26 |
101.26 |
101.26 |
100.70 |
| S1 |
97.82 |
97.82 |
99.56 |
96.69 |
| S2 |
95.56 |
95.56 |
99.04 |
|
| S3 |
89.86 |
92.12 |
98.51 |
|
| S4 |
84.16 |
86.42 |
96.95 |
|
|
| 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 |
98.22 |
6.92 |
6.9% |
3.20 |
3.2% |
27% |
False |
False |
11,356 |
| 10 |
107.00 |
97.33 |
9.67 |
9.7% |
3.85 |
3.9% |
28% |
False |
False |
10,869 |
| 20 |
107.00 |
97.33 |
9.67 |
9.7% |
3.20 |
3.2% |
28% |
False |
False |
9,871 |
| 40 |
107.00 |
86.15 |
20.85 |
20.8% |
2.53 |
2.5% |
67% |
False |
False |
6,847 |
| 60 |
107.00 |
84.33 |
22.67 |
22.7% |
2.25 |
2.2% |
69% |
False |
False |
5,594 |
| 80 |
107.00 |
84.33 |
22.67 |
22.7% |
1.99 |
2.0% |
69% |
False |
False |
4,633 |
| 100 |
107.00 |
84.33 |
22.67 |
22.7% |
1.77 |
1.8% |
69% |
False |
False |
3,865 |
| 120 |
107.00 |
75.50 |
31.50 |
31.5% |
1.49 |
1.5% |
78% |
False |
False |
3,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.93 |
|
2.618 |
119.62 |
|
1.618 |
113.92 |
|
1.000 |
110.40 |
|
0.618 |
108.22 |
|
HIGH |
104.70 |
|
0.618 |
102.52 |
|
0.500 |
101.85 |
|
0.382 |
101.18 |
|
LOW |
99.00 |
|
0.618 |
95.48 |
|
1.000 |
93.30 |
|
1.618 |
89.78 |
|
2.618 |
84.08 |
|
4.250 |
74.78 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.85 |
102.07 |
| PP |
101.26 |
101.41 |
| S1 |
100.67 |
100.74 |
|