NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
102.55 |
104.13 |
1.58 |
1.5% |
100.49 |
| High |
104.52 |
106.04 |
1.52 |
1.5% |
103.89 |
| Low |
101.27 |
103.29 |
2.02 |
2.0% |
97.51 |
| Close |
104.41 |
105.08 |
0.67 |
0.6% |
102.55 |
| Range |
3.25 |
2.75 |
-0.50 |
-15.4% |
6.38 |
| ATR |
2.59 |
2.60 |
0.01 |
0.5% |
0.00 |
| Volume |
19,408 |
26,388 |
6,980 |
36.0% |
83,879 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.05 |
111.82 |
106.59 |
|
| R3 |
110.30 |
109.07 |
105.84 |
|
| R2 |
107.55 |
107.55 |
105.58 |
|
| R1 |
106.32 |
106.32 |
105.33 |
106.94 |
| PP |
104.80 |
104.80 |
104.80 |
105.11 |
| S1 |
103.57 |
103.57 |
104.83 |
104.19 |
| S2 |
102.05 |
102.05 |
104.58 |
|
| S3 |
99.30 |
100.82 |
104.32 |
|
| S4 |
96.55 |
98.07 |
103.57 |
|
|
| 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 |
106.04 |
98.12 |
7.92 |
7.5% |
3.05 |
2.9% |
88% |
True |
False |
21,246 |
| 10 |
106.04 |
97.51 |
8.53 |
8.1% |
2.95 |
2.8% |
89% |
True |
False |
16,170 |
| 20 |
106.04 |
91.62 |
14.42 |
13.7% |
2.53 |
2.4% |
93% |
True |
False |
12,216 |
| 40 |
106.04 |
85.17 |
20.87 |
19.9% |
2.28 |
2.2% |
95% |
True |
False |
9,389 |
| 60 |
106.04 |
85.17 |
20.87 |
19.9% |
2.05 |
2.0% |
95% |
True |
False |
7,353 |
| 80 |
106.04 |
85.12 |
20.92 |
19.9% |
2.08 |
2.0% |
95% |
True |
False |
6,019 |
| 100 |
106.04 |
81.00 |
25.04 |
23.8% |
1.81 |
1.7% |
96% |
True |
False |
5,128 |
| 120 |
106.04 |
75.05 |
30.99 |
29.5% |
1.56 |
1.5% |
97% |
True |
False |
4,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.73 |
|
2.618 |
113.24 |
|
1.618 |
110.49 |
|
1.000 |
108.79 |
|
0.618 |
107.74 |
|
HIGH |
106.04 |
|
0.618 |
104.99 |
|
0.500 |
104.67 |
|
0.382 |
104.34 |
|
LOW |
103.29 |
|
0.618 |
101.59 |
|
1.000 |
100.54 |
|
1.618 |
98.84 |
|
2.618 |
96.09 |
|
4.250 |
91.60 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.94 |
104.61 |
| PP |
104.80 |
104.13 |
| S1 |
104.67 |
103.66 |
|