NYMEX Light Sweet Crude Oil Future December 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 |
102.11 |
102.00 |
-0.11 |
-0.1% |
97.26 |
| High |
103.14 |
102.82 |
-0.32 |
-0.3% |
103.14 |
| Low |
101.15 |
100.80 |
-0.35 |
-0.3% |
96.81 |
| Close |
102.79 |
101.46 |
-1.33 |
-1.3% |
101.46 |
| Range |
1.99 |
2.02 |
0.03 |
1.5% |
6.33 |
| ATR |
2.91 |
2.84 |
-0.06 |
-2.2% |
0.00 |
| Volume |
23,548 |
20,311 |
-3,237 |
-13.7% |
107,836 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.75 |
106.63 |
102.57 |
|
| R3 |
105.73 |
104.61 |
102.02 |
|
| R2 |
103.71 |
103.71 |
101.83 |
|
| R1 |
102.59 |
102.59 |
101.65 |
102.14 |
| PP |
101.69 |
101.69 |
101.69 |
101.47 |
| S1 |
100.57 |
100.57 |
101.27 |
100.12 |
| S2 |
99.67 |
99.67 |
101.09 |
|
| S3 |
97.65 |
98.55 |
100.90 |
|
| S4 |
95.63 |
96.53 |
100.35 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.46 |
116.79 |
104.94 |
|
| R3 |
113.13 |
110.46 |
103.20 |
|
| R2 |
106.80 |
106.80 |
102.62 |
|
| R1 |
104.13 |
104.13 |
102.04 |
105.47 |
| PP |
100.47 |
100.47 |
100.47 |
101.14 |
| S1 |
97.80 |
97.80 |
100.88 |
99.14 |
| S2 |
94.14 |
94.14 |
100.30 |
|
| S3 |
87.81 |
91.47 |
99.72 |
|
| S4 |
81.48 |
85.14 |
97.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.14 |
96.81 |
6.33 |
6.2% |
2.33 |
2.3% |
73% |
False |
False |
21,567 |
| 10 |
105.00 |
95.83 |
9.17 |
9.0% |
3.37 |
3.3% |
61% |
False |
False |
24,165 |
| 20 |
105.00 |
95.83 |
9.17 |
9.0% |
2.97 |
2.9% |
61% |
False |
False |
27,465 |
| 40 |
105.00 |
85.60 |
19.40 |
19.1% |
2.58 |
2.5% |
82% |
False |
False |
22,590 |
| 60 |
105.00 |
83.90 |
21.10 |
20.8% |
2.37 |
2.3% |
83% |
False |
False |
20,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.41 |
|
2.618 |
108.11 |
|
1.618 |
106.09 |
|
1.000 |
104.84 |
|
0.618 |
104.07 |
|
HIGH |
102.82 |
|
0.618 |
102.05 |
|
0.500 |
101.81 |
|
0.382 |
101.57 |
|
LOW |
100.80 |
|
0.618 |
99.55 |
|
1.000 |
98.78 |
|
1.618 |
97.53 |
|
2.618 |
95.51 |
|
4.250 |
92.22 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.81 |
101.29 |
| PP |
101.69 |
101.12 |
| S1 |
101.58 |
100.95 |
|