NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
102.57 |
102.38 |
-0.19 |
-0.2% |
98.18 |
High |
103.38 |
102.38 |
-1.00 |
-1.0% |
103.38 |
Low |
101.89 |
101.20 |
-0.69 |
-0.7% |
98.10 |
Close |
103.22 |
101.90 |
-1.32 |
-1.3% |
101.90 |
Range |
1.49 |
1.18 |
-0.31 |
-20.8% |
5.28 |
ATR |
1.96 |
1.96 |
0.00 |
0.2% |
0.00 |
Volume |
3,036 |
2,520 |
-516 |
-17.0% |
11,787 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.37 |
104.81 |
102.55 |
|
R3 |
104.19 |
103.63 |
102.22 |
|
R2 |
103.01 |
103.01 |
102.12 |
|
R1 |
102.45 |
102.45 |
102.01 |
102.14 |
PP |
101.83 |
101.83 |
101.83 |
101.67 |
S1 |
101.27 |
101.27 |
101.79 |
100.96 |
S2 |
100.65 |
100.65 |
101.68 |
|
S3 |
99.47 |
100.09 |
101.58 |
|
S4 |
98.29 |
98.91 |
101.25 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.97 |
114.71 |
104.80 |
|
R3 |
111.69 |
109.43 |
103.35 |
|
R2 |
106.41 |
106.41 |
102.87 |
|
R1 |
104.15 |
104.15 |
102.38 |
105.28 |
PP |
101.13 |
101.13 |
101.13 |
101.69 |
S1 |
98.87 |
98.87 |
101.42 |
100.00 |
S2 |
95.85 |
95.85 |
100.93 |
|
S3 |
90.57 |
93.59 |
100.45 |
|
S4 |
85.29 |
88.31 |
99.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.38 |
98.10 |
5.28 |
5.2% |
1.63 |
1.6% |
72% |
False |
False |
2,357 |
10 |
104.69 |
96.27 |
8.42 |
8.3% |
1.79 |
1.8% |
67% |
False |
False |
2,374 |
20 |
104.69 |
96.27 |
8.42 |
8.3% |
1.55 |
1.5% |
67% |
False |
False |
2,240 |
40 |
104.69 |
86.22 |
18.47 |
18.1% |
1.26 |
1.2% |
85% |
False |
False |
1,502 |
60 |
104.69 |
85.48 |
19.21 |
18.9% |
1.08 |
1.1% |
85% |
False |
False |
1,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.40 |
2.618 |
105.47 |
1.618 |
104.29 |
1.000 |
103.56 |
0.618 |
103.11 |
HIGH |
102.38 |
0.618 |
101.93 |
0.500 |
101.79 |
0.382 |
101.65 |
LOW |
101.20 |
0.618 |
100.47 |
1.000 |
100.02 |
1.618 |
99.29 |
2.618 |
98.11 |
4.250 |
96.19 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.86 |
101.53 |
PP |
101.83 |
101.15 |
S1 |
101.79 |
100.78 |
|