NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.00 |
105.95 |
0.95 |
0.9% |
100.49 |
| High |
106.17 |
107.27 |
1.10 |
1.0% |
103.89 |
| Low |
103.85 |
105.35 |
1.50 |
1.4% |
97.51 |
| Close |
106.07 |
106.90 |
0.83 |
0.8% |
102.55 |
| Range |
2.32 |
1.92 |
-0.40 |
-17.2% |
6.38 |
| ATR |
2.58 |
2.53 |
-0.05 |
-1.8% |
0.00 |
| Volume |
27,521 |
24,762 |
-2,759 |
-10.0% |
83,879 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.27 |
111.50 |
107.96 |
|
| R3 |
110.35 |
109.58 |
107.43 |
|
| R2 |
108.43 |
108.43 |
107.25 |
|
| R1 |
107.66 |
107.66 |
107.08 |
108.05 |
| PP |
106.51 |
106.51 |
106.51 |
106.70 |
| S1 |
105.74 |
105.74 |
106.72 |
106.13 |
| S2 |
104.59 |
104.59 |
106.55 |
|
| S3 |
102.67 |
103.82 |
106.37 |
|
| S4 |
100.75 |
101.90 |
105.84 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.46 |
117.88 |
106.06 |
|
| R3 |
114.08 |
111.50 |
104.30 |
|
| R2 |
107.70 |
107.70 |
103.72 |
|
| R1 |
105.12 |
105.12 |
103.13 |
106.41 |
| PP |
101.32 |
101.32 |
101.32 |
101.96 |
| S1 |
98.74 |
98.74 |
101.97 |
100.03 |
| S2 |
94.94 |
94.94 |
101.38 |
|
| S3 |
88.56 |
92.36 |
100.80 |
|
| S4 |
82.18 |
85.98 |
99.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.27 |
101.27 |
6.00 |
5.6% |
2.53 |
2.4% |
94% |
True |
False |
23,083 |
| 10 |
107.27 |
97.51 |
9.76 |
9.1% |
2.78 |
2.6% |
96% |
True |
False |
19,375 |
| 20 |
107.27 |
92.91 |
14.36 |
13.4% |
2.63 |
2.5% |
97% |
True |
False |
14,008 |
| 40 |
107.27 |
85.17 |
22.10 |
20.7% |
2.31 |
2.2% |
98% |
True |
False |
10,337 |
| 60 |
107.27 |
85.17 |
22.10 |
20.7% |
2.04 |
1.9% |
98% |
True |
False |
8,132 |
| 80 |
107.27 |
85.12 |
22.15 |
20.7% |
2.10 |
2.0% |
98% |
True |
False |
6,644 |
| 100 |
107.27 |
81.04 |
26.23 |
24.5% |
1.85 |
1.7% |
99% |
True |
False |
5,585 |
| 120 |
107.27 |
75.05 |
32.22 |
30.1% |
1.59 |
1.5% |
99% |
True |
False |
4,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.43 |
|
2.618 |
112.30 |
|
1.618 |
110.38 |
|
1.000 |
109.19 |
|
0.618 |
108.46 |
|
HIGH |
107.27 |
|
0.618 |
106.54 |
|
0.500 |
106.31 |
|
0.382 |
106.08 |
|
LOW |
105.35 |
|
0.618 |
104.16 |
|
1.000 |
103.43 |
|
1.618 |
102.24 |
|
2.618 |
100.32 |
|
4.250 |
97.19 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.70 |
106.36 |
| PP |
106.51 |
105.82 |
| S1 |
106.31 |
105.28 |
|