NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
104.13 |
105.00 |
0.87 |
0.8% |
100.49 |
| High |
106.04 |
106.17 |
0.13 |
0.1% |
103.89 |
| Low |
103.29 |
103.85 |
0.56 |
0.5% |
97.51 |
| Close |
105.08 |
106.07 |
0.99 |
0.9% |
102.55 |
| Range |
2.75 |
2.32 |
-0.43 |
-15.6% |
6.38 |
| ATR |
2.60 |
2.58 |
-0.02 |
-0.8% |
0.00 |
| Volume |
26,388 |
27,521 |
1,133 |
4.3% |
83,879 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.32 |
111.52 |
107.35 |
|
| R3 |
110.00 |
109.20 |
106.71 |
|
| R2 |
107.68 |
107.68 |
106.50 |
|
| R1 |
106.88 |
106.88 |
106.28 |
107.28 |
| PP |
105.36 |
105.36 |
105.36 |
105.57 |
| S1 |
104.56 |
104.56 |
105.86 |
104.96 |
| S2 |
103.04 |
103.04 |
105.64 |
|
| S3 |
100.72 |
102.24 |
105.43 |
|
| S4 |
98.40 |
99.92 |
104.79 |
|
|
| 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 |
106.17 |
100.72 |
5.45 |
5.1% |
2.64 |
2.5% |
98% |
True |
False |
23,002 |
| 10 |
106.17 |
97.51 |
8.66 |
8.2% |
2.97 |
2.8% |
99% |
True |
False |
17,950 |
| 20 |
106.17 |
91.62 |
14.55 |
13.7% |
2.59 |
2.4% |
99% |
True |
False |
13,089 |
| 40 |
106.17 |
85.17 |
21.00 |
19.8% |
2.31 |
2.2% |
100% |
True |
False |
9,817 |
| 60 |
106.17 |
85.17 |
21.00 |
19.8% |
2.02 |
1.9% |
100% |
True |
False |
7,759 |
| 80 |
106.17 |
85.12 |
21.05 |
19.8% |
2.10 |
2.0% |
100% |
True |
False |
6,349 |
| 100 |
106.17 |
81.04 |
25.13 |
23.7% |
1.83 |
1.7% |
100% |
True |
False |
5,394 |
| 120 |
106.17 |
75.05 |
31.12 |
29.3% |
1.57 |
1.5% |
100% |
True |
False |
4,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.03 |
|
2.618 |
112.24 |
|
1.618 |
109.92 |
|
1.000 |
108.49 |
|
0.618 |
107.60 |
|
HIGH |
106.17 |
|
0.618 |
105.28 |
|
0.500 |
105.01 |
|
0.382 |
104.74 |
|
LOW |
103.85 |
|
0.618 |
102.42 |
|
1.000 |
101.53 |
|
1.618 |
100.10 |
|
2.618 |
97.78 |
|
4.250 |
93.99 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.72 |
105.29 |
| PP |
105.36 |
104.50 |
| S1 |
105.01 |
103.72 |
|