NYMEX Light Sweet Crude Oil Future September 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 |
103.20 |
103.99 |
0.79 |
0.8% |
98.20 |
| High |
104.57 |
104.29 |
-0.28 |
-0.3% |
104.57 |
| Low |
102.61 |
102.17 |
-0.44 |
-0.4% |
97.44 |
| Close |
104.16 |
102.87 |
-1.29 |
-1.2% |
102.87 |
| Range |
1.96 |
2.12 |
0.16 |
8.2% |
7.13 |
| ATR |
2.75 |
2.70 |
-0.04 |
-1.6% |
0.00 |
| Volume |
10,383 |
9,276 |
-1,107 |
-10.7% |
39,508 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.47 |
108.29 |
104.04 |
|
| R3 |
107.35 |
106.17 |
103.45 |
|
| R2 |
105.23 |
105.23 |
103.26 |
|
| R1 |
104.05 |
104.05 |
103.06 |
103.58 |
| PP |
103.11 |
103.11 |
103.11 |
102.88 |
| S1 |
101.93 |
101.93 |
102.68 |
101.46 |
| S2 |
100.99 |
100.99 |
102.48 |
|
| S3 |
98.87 |
99.81 |
102.29 |
|
| S4 |
96.75 |
97.69 |
101.70 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
120.07 |
106.79 |
|
| R3 |
115.89 |
112.94 |
104.83 |
|
| R2 |
108.76 |
108.76 |
104.18 |
|
| R1 |
105.81 |
105.81 |
103.52 |
107.29 |
| PP |
101.63 |
101.63 |
101.63 |
102.36 |
| S1 |
98.68 |
98.68 |
102.22 |
100.16 |
| S2 |
94.50 |
94.50 |
101.56 |
|
| S3 |
87.37 |
91.55 |
100.91 |
|
| S4 |
80.24 |
84.42 |
98.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.57 |
97.44 |
7.13 |
6.9% |
2.48 |
2.4% |
76% |
False |
False |
7,901 |
| 10 |
106.07 |
96.72 |
9.35 |
9.1% |
3.29 |
3.2% |
66% |
False |
False |
7,729 |
| 20 |
106.07 |
96.72 |
9.35 |
9.1% |
2.71 |
2.6% |
66% |
False |
False |
7,442 |
| 40 |
106.07 |
86.44 |
19.63 |
19.1% |
2.24 |
2.2% |
84% |
False |
False |
5,618 |
| 60 |
106.07 |
84.70 |
21.37 |
20.8% |
1.90 |
1.8% |
85% |
False |
False |
4,417 |
| 80 |
106.07 |
84.34 |
21.73 |
21.1% |
1.75 |
1.7% |
85% |
False |
False |
3,816 |
| 100 |
106.07 |
84.34 |
21.73 |
21.1% |
1.54 |
1.5% |
85% |
False |
False |
3,285 |
| 120 |
106.07 |
75.25 |
30.82 |
30.0% |
1.32 |
1.3% |
90% |
False |
False |
3,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.30 |
|
2.618 |
109.84 |
|
1.618 |
107.72 |
|
1.000 |
106.41 |
|
0.618 |
105.60 |
|
HIGH |
104.29 |
|
0.618 |
103.48 |
|
0.500 |
103.23 |
|
0.382 |
102.98 |
|
LOW |
102.17 |
|
0.618 |
100.86 |
|
1.000 |
100.05 |
|
1.618 |
98.74 |
|
2.618 |
96.62 |
|
4.250 |
93.16 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.23 |
102.66 |
| PP |
103.11 |
102.45 |
| S1 |
102.99 |
102.24 |
|