NYMEX Light Sweet Crude Oil Future July 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 |
105.14 |
103.09 |
-2.05 |
-1.9% |
99.13 |
| High |
105.81 |
105.44 |
-0.37 |
-0.3% |
106.05 |
| Low |
103.30 |
99.27 |
-4.03 |
-3.9% |
98.50 |
| Close |
104.19 |
100.56 |
-3.63 |
-3.5% |
104.19 |
| Range |
2.51 |
6.17 |
3.66 |
145.8% |
7.55 |
| ATR |
3.41 |
3.60 |
0.20 |
5.8% |
0.00 |
| Volume |
41,757 |
29,500 |
-12,257 |
-29.4% |
192,765 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.27 |
116.58 |
103.95 |
|
| R3 |
114.10 |
110.41 |
102.26 |
|
| R2 |
107.93 |
107.93 |
101.69 |
|
| R1 |
104.24 |
104.24 |
101.13 |
103.00 |
| PP |
101.76 |
101.76 |
101.76 |
101.14 |
| S1 |
98.07 |
98.07 |
99.99 |
96.83 |
| S2 |
95.59 |
95.59 |
99.43 |
|
| S3 |
89.42 |
91.90 |
98.86 |
|
| S4 |
83.25 |
85.73 |
97.17 |
|
|
| 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 |
7.5% |
3.82 |
3.8% |
27% |
False |
False |
37,186 |
| 10 |
107.92 |
97.58 |
10.34 |
10.3% |
4.74 |
4.7% |
29% |
False |
False |
31,361 |
| 20 |
107.92 |
97.51 |
10.41 |
10.4% |
3.78 |
3.8% |
29% |
False |
False |
25,752 |
| 40 |
107.92 |
86.28 |
21.64 |
21.5% |
3.01 |
3.0% |
66% |
False |
False |
16,734 |
| 60 |
107.92 |
85.17 |
22.75 |
22.6% |
2.61 |
2.6% |
68% |
False |
False |
13,125 |
| 80 |
107.92 |
85.12 |
22.80 |
22.7% |
2.52 |
2.5% |
68% |
False |
False |
10,591 |
| 100 |
107.92 |
85.12 |
22.80 |
22.7% |
2.24 |
2.2% |
68% |
False |
False |
8,776 |
| 120 |
107.92 |
75.69 |
32.23 |
32.1% |
1.98 |
2.0% |
77% |
False |
False |
7,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.66 |
|
2.618 |
121.59 |
|
1.618 |
115.42 |
|
1.000 |
111.61 |
|
0.618 |
109.25 |
|
HIGH |
105.44 |
|
0.618 |
103.08 |
|
0.500 |
102.36 |
|
0.382 |
101.63 |
|
LOW |
99.27 |
|
0.618 |
95.46 |
|
1.000 |
93.10 |
|
1.618 |
89.29 |
|
2.618 |
83.12 |
|
4.250 |
73.05 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.36 |
102.66 |
| PP |
101.76 |
101.96 |
| S1 |
101.16 |
101.26 |
|