NYMEX Light Sweet Crude Oil Future November 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 |
98.18 |
102.57 |
4.39 |
4.5% |
100.58 |
High |
102.10 |
103.38 |
1.28 |
1.3% |
102.61 |
Low |
98.18 |
101.89 |
3.71 |
3.8% |
96.27 |
Close |
102.26 |
103.22 |
0.96 |
0.9% |
98.45 |
Range |
3.92 |
1.49 |
-2.43 |
-62.0% |
6.34 |
ATR |
1.99 |
1.96 |
-0.04 |
-1.8% |
0.00 |
Volume |
2,385 |
3,036 |
651 |
27.3% |
10,107 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.30 |
106.75 |
104.04 |
|
R3 |
105.81 |
105.26 |
103.63 |
|
R2 |
104.32 |
104.32 |
103.49 |
|
R1 |
103.77 |
103.77 |
103.36 |
104.05 |
PP |
102.83 |
102.83 |
102.83 |
102.97 |
S1 |
102.28 |
102.28 |
103.08 |
102.56 |
S2 |
101.34 |
101.34 |
102.95 |
|
S3 |
99.85 |
100.79 |
102.81 |
|
S4 |
98.36 |
99.30 |
102.40 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.13 |
114.63 |
101.94 |
|
R3 |
111.79 |
108.29 |
100.19 |
|
R2 |
105.45 |
105.45 |
99.61 |
|
R1 |
101.95 |
101.95 |
99.03 |
100.53 |
PP |
99.11 |
99.11 |
99.11 |
98.40 |
S1 |
95.61 |
95.61 |
97.87 |
94.19 |
S2 |
92.77 |
92.77 |
97.29 |
|
S3 |
86.43 |
89.27 |
96.71 |
|
S4 |
80.09 |
82.93 |
94.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.71 |
2.618 |
107.28 |
1.618 |
105.79 |
1.000 |
104.87 |
0.618 |
104.30 |
HIGH |
103.38 |
0.618 |
102.81 |
0.500 |
102.64 |
0.382 |
102.46 |
LOW |
101.89 |
0.618 |
100.97 |
1.000 |
100.40 |
1.618 |
99.48 |
2.618 |
97.99 |
4.250 |
95.56 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
103.03 |
102.41 |
PP |
102.83 |
101.59 |
S1 |
102.64 |
100.78 |
|