NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
102.38 |
102.75 |
0.37 |
0.4% |
98.18 |
High |
102.38 |
102.75 |
0.37 |
0.4% |
103.38 |
Low |
101.20 |
98.34 |
-2.86 |
-2.8% |
98.10 |
Close |
101.90 |
98.79 |
-3.11 |
-3.1% |
101.90 |
Range |
1.18 |
4.41 |
3.23 |
273.7% |
5.28 |
ATR |
1.96 |
2.14 |
0.17 |
8.9% |
0.00 |
Volume |
2,520 |
1,478 |
-1,042 |
-41.3% |
11,787 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.19 |
110.40 |
101.22 |
|
R3 |
108.78 |
105.99 |
100.00 |
|
R2 |
104.37 |
104.37 |
99.60 |
|
R1 |
101.58 |
101.58 |
99.19 |
100.77 |
PP |
99.96 |
99.96 |
99.96 |
99.56 |
S1 |
97.17 |
97.17 |
98.39 |
96.36 |
S2 |
95.55 |
95.55 |
97.98 |
|
S3 |
91.14 |
92.76 |
97.58 |
|
S4 |
86.73 |
88.35 |
96.36 |
|
|
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 |
98.18 |
5.20 |
5.3% |
2.40 |
2.4% |
12% |
False |
False |
1,998 |
10 |
103.38 |
96.27 |
7.11 |
7.2% |
2.13 |
2.2% |
35% |
False |
False |
2,337 |
20 |
104.69 |
96.27 |
8.42 |
8.5% |
1.71 |
1.7% |
30% |
False |
False |
2,269 |
40 |
104.69 |
86.22 |
18.47 |
18.7% |
1.37 |
1.4% |
68% |
False |
False |
1,526 |
60 |
104.69 |
85.48 |
19.21 |
19.4% |
1.14 |
1.2% |
69% |
False |
False |
1,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.49 |
2.618 |
114.30 |
1.618 |
109.89 |
1.000 |
107.16 |
0.618 |
105.48 |
HIGH |
102.75 |
0.618 |
101.07 |
0.500 |
100.55 |
0.382 |
100.02 |
LOW |
98.34 |
0.618 |
95.61 |
1.000 |
93.93 |
1.618 |
91.20 |
2.618 |
86.79 |
4.250 |
79.60 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.55 |
100.86 |
PP |
99.96 |
100.17 |
S1 |
99.38 |
99.48 |
|