NYMEX Light Sweet Crude Oil Future October 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 |
99.11 |
104.00 |
4.89 |
4.9% |
103.40 |
High |
102.79 |
104.00 |
1.21 |
1.2% |
104.63 |
Low |
99.61 |
102.45 |
2.84 |
2.9% |
96.67 |
Close |
102.68 |
103.66 |
0.98 |
1.0% |
98.77 |
Range |
3.18 |
1.55 |
-1.63 |
-51.3% |
7.96 |
ATR |
2.33 |
2.27 |
-0.06 |
-2.4% |
0.00 |
Volume |
4,753 |
4,788 |
35 |
0.7% |
17,757 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.02 |
107.39 |
104.51 |
|
R3 |
106.47 |
105.84 |
104.09 |
|
R2 |
104.92 |
104.92 |
103.94 |
|
R1 |
104.29 |
104.29 |
103.80 |
103.83 |
PP |
103.37 |
103.37 |
103.37 |
103.14 |
S1 |
102.74 |
102.74 |
103.52 |
102.28 |
S2 |
101.82 |
101.82 |
103.38 |
|
S3 |
100.27 |
101.19 |
103.23 |
|
S4 |
98.72 |
99.64 |
102.81 |
|
|
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 |
110.59 |
2.618 |
108.06 |
1.618 |
106.51 |
1.000 |
105.55 |
0.618 |
104.96 |
HIGH |
104.00 |
0.618 |
103.41 |
0.500 |
103.23 |
0.382 |
103.04 |
LOW |
102.45 |
0.618 |
101.49 |
1.000 |
100.90 |
1.618 |
99.94 |
2.618 |
98.39 |
4.250 |
95.86 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
103.52 |
102.74 |
PP |
103.37 |
101.82 |
S1 |
103.23 |
100.90 |
|