NYMEX Light Sweet Crude Oil Future September 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 |
98.01 |
99.93 |
1.92 |
2.0% |
106.07 |
| High |
100.11 |
103.40 |
3.29 |
3.3% |
106.07 |
| Low |
97.83 |
99.90 |
2.07 |
2.1% |
96.72 |
| Close |
99.69 |
103.13 |
3.44 |
3.5% |
99.14 |
| Range |
2.28 |
3.50 |
1.22 |
53.5% |
9.35 |
| ATR |
2.74 |
2.81 |
0.07 |
2.5% |
0.00 |
| Volume |
3,776 |
7,433 |
3,657 |
96.8% |
30,302 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.64 |
111.39 |
105.06 |
|
| R3 |
109.14 |
107.89 |
104.09 |
|
| R2 |
105.64 |
105.64 |
103.77 |
|
| R1 |
104.39 |
104.39 |
103.45 |
105.02 |
| PP |
102.14 |
102.14 |
102.14 |
102.46 |
| S1 |
100.89 |
100.89 |
102.81 |
101.52 |
| S2 |
98.64 |
98.64 |
102.49 |
|
| S3 |
95.14 |
97.39 |
102.17 |
|
| S4 |
91.64 |
93.89 |
101.21 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.69 |
123.27 |
104.28 |
|
| R3 |
119.34 |
113.92 |
101.71 |
|
| R2 |
109.99 |
109.99 |
100.85 |
|
| R1 |
104.57 |
104.57 |
100.00 |
102.61 |
| PP |
100.64 |
100.64 |
100.64 |
99.66 |
| S1 |
95.22 |
95.22 |
98.28 |
93.26 |
| S2 |
91.29 |
91.29 |
97.43 |
|
| S3 |
81.94 |
85.87 |
96.57 |
|
| S4 |
72.59 |
76.52 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.99 |
96.72 |
7.27 |
7.0% |
3.16 |
3.1% |
88% |
False |
False |
7,270 |
| 10 |
106.07 |
96.72 |
9.35 |
9.1% |
3.22 |
3.1% |
69% |
False |
False |
8,110 |
| 20 |
106.07 |
96.72 |
9.35 |
9.1% |
2.75 |
2.7% |
69% |
False |
False |
7,034 |
| 40 |
106.07 |
86.44 |
19.63 |
19.0% |
2.22 |
2.1% |
85% |
False |
False |
5,241 |
| 60 |
106.07 |
84.70 |
21.37 |
20.7% |
1.87 |
1.8% |
86% |
False |
False |
4,141 |
| 80 |
106.07 |
84.34 |
21.73 |
21.1% |
1.73 |
1.7% |
86% |
False |
False |
3,580 |
| 100 |
106.07 |
84.34 |
21.73 |
21.1% |
1.50 |
1.5% |
86% |
False |
False |
3,159 |
| 120 |
106.07 |
74.47 |
31.60 |
30.6% |
1.29 |
1.2% |
91% |
False |
False |
2,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.28 |
|
2.618 |
112.56 |
|
1.618 |
109.06 |
|
1.000 |
106.90 |
|
0.618 |
105.56 |
|
HIGH |
103.40 |
|
0.618 |
102.06 |
|
0.500 |
101.65 |
|
0.382 |
101.24 |
|
LOW |
99.90 |
|
0.618 |
97.74 |
|
1.000 |
96.40 |
|
1.618 |
94.24 |
|
2.618 |
90.74 |
|
4.250 |
85.03 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.64 |
102.23 |
| PP |
102.14 |
101.32 |
| S1 |
101.65 |
100.42 |
|