NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
106.40 |
106.38 |
-0.02 |
0.0% |
102.55 |
| High |
107.09 |
107.92 |
0.83 |
0.8% |
107.27 |
| Low |
105.38 |
99.79 |
-5.59 |
-5.3% |
101.27 |
| Close |
106.52 |
102.07 |
-4.45 |
-4.2% |
106.52 |
| Range |
1.71 |
8.13 |
6.42 |
375.4% |
6.00 |
| ATR |
2.47 |
2.88 |
0.40 |
16.4% |
0.00 |
| Volume |
19,482 |
19,269 |
-213 |
-1.1% |
117,561 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.65 |
122.99 |
106.54 |
|
| R3 |
119.52 |
114.86 |
104.31 |
|
| R2 |
111.39 |
111.39 |
103.56 |
|
| R1 |
106.73 |
106.73 |
102.82 |
105.00 |
| PP |
103.26 |
103.26 |
103.26 |
102.39 |
| S1 |
98.60 |
98.60 |
101.32 |
96.87 |
| S2 |
95.13 |
95.13 |
100.58 |
|
| S3 |
87.00 |
90.47 |
99.83 |
|
| S4 |
78.87 |
82.34 |
97.60 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
120.77 |
109.82 |
|
| R3 |
117.02 |
114.77 |
108.17 |
|
| R2 |
111.02 |
111.02 |
107.62 |
|
| R1 |
108.77 |
108.77 |
107.07 |
109.90 |
| PP |
105.02 |
105.02 |
105.02 |
105.58 |
| S1 |
102.77 |
102.77 |
105.97 |
103.90 |
| S2 |
99.02 |
99.02 |
105.42 |
|
| S3 |
93.02 |
96.77 |
104.87 |
|
| S4 |
87.02 |
90.77 |
103.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.92 |
99.79 |
8.13 |
8.0% |
3.37 |
3.3% |
28% |
True |
True |
23,484 |
| 10 |
107.92 |
97.51 |
10.41 |
10.2% |
3.36 |
3.3% |
44% |
True |
False |
21,015 |
| 20 |
107.92 |
94.15 |
13.77 |
13.5% |
2.94 |
2.9% |
58% |
True |
False |
15,437 |
| 40 |
107.92 |
85.17 |
22.75 |
22.3% |
2.46 |
2.4% |
74% |
True |
False |
11,085 |
| 60 |
107.92 |
85.17 |
22.75 |
22.3% |
2.14 |
2.1% |
74% |
True |
False |
8,691 |
| 80 |
107.92 |
85.12 |
22.80 |
22.3% |
2.21 |
2.2% |
74% |
True |
False |
7,095 |
| 100 |
107.92 |
81.04 |
26.88 |
26.3% |
1.95 |
1.9% |
78% |
True |
False |
5,953 |
| 120 |
107.92 |
75.05 |
32.87 |
32.2% |
1.67 |
1.6% |
82% |
True |
False |
5,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.47 |
|
2.618 |
129.20 |
|
1.618 |
121.07 |
|
1.000 |
116.05 |
|
0.618 |
112.94 |
|
HIGH |
107.92 |
|
0.618 |
104.81 |
|
0.500 |
103.86 |
|
0.382 |
102.90 |
|
LOW |
99.79 |
|
0.618 |
94.77 |
|
1.000 |
91.66 |
|
1.618 |
86.64 |
|
2.618 |
78.51 |
|
4.250 |
65.24 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.86 |
103.86 |
| PP |
103.26 |
103.26 |
| S1 |
102.67 |
102.67 |
|