NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
103.17 |
102.55 |
-0.62 |
-0.6% |
100.49 |
| High |
103.89 |
104.52 |
0.63 |
0.6% |
103.89 |
| Low |
101.46 |
101.27 |
-0.19 |
-0.2% |
97.51 |
| Close |
102.55 |
104.41 |
1.86 |
1.8% |
102.55 |
| Range |
2.43 |
3.25 |
0.82 |
33.7% |
6.38 |
| ATR |
2.53 |
2.59 |
0.05 |
2.0% |
0.00 |
| Volume |
17,339 |
19,408 |
2,069 |
11.9% |
83,879 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.15 |
112.03 |
106.20 |
|
| R3 |
109.90 |
108.78 |
105.30 |
|
| R2 |
106.65 |
106.65 |
105.01 |
|
| R1 |
105.53 |
105.53 |
104.71 |
106.09 |
| PP |
103.40 |
103.40 |
103.40 |
103.68 |
| S1 |
102.28 |
102.28 |
104.11 |
102.84 |
| S2 |
100.15 |
100.15 |
103.81 |
|
| S3 |
96.90 |
99.03 |
103.52 |
|
| S4 |
93.65 |
95.78 |
102.62 |
|
|
| 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 |
104.52 |
97.51 |
7.01 |
6.7% |
3.36 |
3.2% |
98% |
True |
False |
18,545 |
| 10 |
104.52 |
97.46 |
7.06 |
6.8% |
2.93 |
2.8% |
98% |
True |
False |
14,635 |
| 20 |
104.52 |
90.49 |
14.03 |
13.4% |
2.56 |
2.5% |
99% |
True |
False |
11,397 |
| 40 |
104.52 |
85.17 |
19.35 |
18.5% |
2.24 |
2.1% |
99% |
True |
False |
8,826 |
| 60 |
104.52 |
85.17 |
19.35 |
18.5% |
2.06 |
2.0% |
99% |
True |
False |
6,947 |
| 80 |
104.52 |
85.12 |
19.40 |
18.6% |
2.05 |
2.0% |
99% |
True |
False |
5,701 |
| 100 |
104.52 |
80.73 |
23.79 |
22.8% |
1.79 |
1.7% |
100% |
True |
False |
4,870 |
| 120 |
104.52 |
74.80 |
29.72 |
28.5% |
1.53 |
1.5% |
100% |
True |
False |
4,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.33 |
|
2.618 |
113.03 |
|
1.618 |
109.78 |
|
1.000 |
107.77 |
|
0.618 |
106.53 |
|
HIGH |
104.52 |
|
0.618 |
103.28 |
|
0.500 |
102.90 |
|
0.382 |
102.51 |
|
LOW |
101.27 |
|
0.618 |
99.26 |
|
1.000 |
98.02 |
|
1.618 |
96.01 |
|
2.618 |
92.76 |
|
4.250 |
87.46 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.91 |
103.81 |
| PP |
103.40 |
103.22 |
| S1 |
102.90 |
102.62 |
|