NYMEX Light Sweet Crude Oil Future July 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 |
104.60 |
105.14 |
0.54 |
0.5% |
99.13 |
| High |
106.05 |
105.81 |
-0.24 |
-0.2% |
106.05 |
| Low |
103.60 |
103.30 |
-0.30 |
-0.3% |
98.50 |
| Close |
105.63 |
104.19 |
-1.44 |
-1.4% |
104.19 |
| Range |
2.45 |
2.51 |
0.06 |
2.4% |
7.55 |
| ATR |
3.48 |
3.41 |
-0.07 |
-2.0% |
0.00 |
| Volume |
53,623 |
41,757 |
-11,866 |
-22.1% |
192,765 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.96 |
110.59 |
105.57 |
|
| R3 |
109.45 |
108.08 |
104.88 |
|
| R2 |
106.94 |
106.94 |
104.65 |
|
| R1 |
105.57 |
105.57 |
104.42 |
105.00 |
| PP |
104.43 |
104.43 |
104.43 |
104.15 |
| S1 |
103.06 |
103.06 |
103.96 |
102.49 |
| S2 |
101.92 |
101.92 |
103.73 |
|
| S3 |
99.41 |
100.55 |
103.50 |
|
| S4 |
96.90 |
98.04 |
102.81 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.56 |
122.43 |
108.34 |
|
| R3 |
118.01 |
114.88 |
106.27 |
|
| R2 |
110.46 |
110.46 |
105.57 |
|
| R1 |
107.33 |
107.33 |
104.88 |
108.90 |
| PP |
102.91 |
102.91 |
102.91 |
103.70 |
| S1 |
99.78 |
99.78 |
103.50 |
101.35 |
| S2 |
95.36 |
95.36 |
102.81 |
|
| S3 |
87.81 |
92.23 |
102.11 |
|
| S4 |
80.26 |
84.68 |
100.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.05 |
98.50 |
7.55 |
7.2% |
3.07 |
2.9% |
75% |
False |
False |
38,553 |
| 10 |
107.92 |
97.58 |
10.34 |
9.9% |
4.29 |
4.1% |
64% |
False |
False |
30,359 |
| 20 |
107.92 |
97.51 |
10.41 |
10.0% |
3.54 |
3.4% |
64% |
False |
False |
24,867 |
| 40 |
107.92 |
86.28 |
21.64 |
20.8% |
2.91 |
2.8% |
83% |
False |
False |
16,092 |
| 60 |
107.92 |
85.17 |
22.75 |
21.8% |
2.53 |
2.4% |
84% |
False |
False |
12,692 |
| 80 |
107.92 |
85.12 |
22.80 |
21.9% |
2.47 |
2.4% |
84% |
False |
False |
10,250 |
| 100 |
107.92 |
85.12 |
22.80 |
21.9% |
2.19 |
2.1% |
84% |
False |
False |
8,490 |
| 120 |
107.92 |
75.69 |
32.23 |
30.9% |
1.93 |
1.8% |
88% |
False |
False |
7,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.48 |
|
2.618 |
112.38 |
|
1.618 |
109.87 |
|
1.000 |
108.32 |
|
0.618 |
107.36 |
|
HIGH |
105.81 |
|
0.618 |
104.85 |
|
0.500 |
104.56 |
|
0.382 |
104.26 |
|
LOW |
103.30 |
|
0.618 |
101.75 |
|
1.000 |
100.79 |
|
1.618 |
99.24 |
|
2.618 |
96.73 |
|
4.250 |
92.63 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.56 |
103.62 |
| PP |
104.43 |
103.05 |
| S1 |
104.31 |
102.48 |
|