NYMEX Light Sweet Crude Oil Future October 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 |
99.11 |
99.11 |
0.00 |
0.0% |
103.40 |
| High |
99.11 |
102.79 |
3.68 |
3.7% |
104.63 |
| Low |
97.80 |
99.61 |
1.81 |
1.9% |
96.67 |
| Close |
99.32 |
102.68 |
3.36 |
3.4% |
98.77 |
| Range |
1.31 |
3.18 |
1.87 |
142.7% |
7.96 |
| ATR |
2.24 |
2.33 |
0.09 |
3.9% |
0.00 |
| Volume |
1,506 |
4,753 |
3,247 |
215.6% |
17,757 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.23 |
110.14 |
104.43 |
|
| R3 |
108.05 |
106.96 |
103.55 |
|
| R2 |
104.87 |
104.87 |
103.26 |
|
| R1 |
103.78 |
103.78 |
102.97 |
104.33 |
| PP |
101.69 |
101.69 |
101.69 |
101.97 |
| S1 |
100.60 |
100.60 |
102.39 |
101.15 |
| S2 |
98.51 |
98.51 |
102.10 |
|
| S3 |
95.33 |
97.42 |
101.81 |
|
| S4 |
92.15 |
94.24 |
100.93 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.90 |
119.30 |
103.15 |
|
| R3 |
115.94 |
111.34 |
100.96 |
|
| R2 |
107.98 |
107.98 |
100.23 |
|
| R1 |
103.38 |
103.38 |
99.50 |
101.70 |
| PP |
100.02 |
100.02 |
100.02 |
99.19 |
| S1 |
95.42 |
95.42 |
98.04 |
93.74 |
| S2 |
92.06 |
92.06 |
97.31 |
|
| S3 |
84.10 |
87.46 |
96.58 |
|
| S4 |
76.14 |
79.50 |
94.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.31 |
|
2.618 |
111.12 |
|
1.618 |
107.94 |
|
1.000 |
105.97 |
|
0.618 |
104.76 |
|
HIGH |
102.79 |
|
0.618 |
101.58 |
|
0.500 |
101.20 |
|
0.382 |
100.82 |
|
LOW |
99.61 |
|
0.618 |
97.64 |
|
1.000 |
96.43 |
|
1.618 |
94.46 |
|
2.618 |
91.28 |
|
4.250 |
86.10 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.19 |
101.87 |
| PP |
101.69 |
101.06 |
| S1 |
101.20 |
100.25 |
|