NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
106.38 |
102.55 |
-3.83 |
-3.6% |
102.55 |
| High |
107.92 |
106.70 |
-1.22 |
-1.1% |
107.27 |
| Low |
99.79 |
102.20 |
2.41 |
2.4% |
101.27 |
| Close |
102.07 |
106.39 |
4.32 |
4.2% |
106.52 |
| Range |
8.13 |
4.50 |
-3.63 |
-44.6% |
6.00 |
| ATR |
2.88 |
3.00 |
0.13 |
4.4% |
0.00 |
| Volume |
19,269 |
20,751 |
1,482 |
7.7% |
117,561 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.60 |
116.99 |
108.87 |
|
| R3 |
114.10 |
112.49 |
107.63 |
|
| R2 |
109.60 |
109.60 |
107.22 |
|
| R1 |
107.99 |
107.99 |
106.80 |
108.80 |
| PP |
105.10 |
105.10 |
105.10 |
105.50 |
| S1 |
103.49 |
103.49 |
105.98 |
104.30 |
| S2 |
100.60 |
100.60 |
105.57 |
|
| S3 |
96.10 |
98.99 |
105.15 |
|
| S4 |
91.60 |
94.49 |
103.92 |
|
|
| 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 |
7.6% |
3.72 |
3.5% |
81% |
False |
False |
22,357 |
| 10 |
107.92 |
98.12 |
9.80 |
9.2% |
3.38 |
3.2% |
84% |
False |
False |
21,801 |
| 20 |
107.92 |
96.06 |
11.86 |
11.1% |
2.94 |
2.8% |
87% |
False |
False |
16,087 |
| 40 |
107.92 |
85.17 |
22.75 |
21.4% |
2.53 |
2.4% |
93% |
False |
False |
11,520 |
| 60 |
107.92 |
85.17 |
22.75 |
21.4% |
2.19 |
2.1% |
93% |
False |
False |
8,994 |
| 80 |
107.92 |
85.12 |
22.80 |
21.4% |
2.24 |
2.1% |
93% |
False |
False |
7,346 |
| 100 |
107.92 |
81.15 |
26.77 |
25.2% |
1.99 |
1.9% |
94% |
False |
False |
6,160 |
| 120 |
107.92 |
75.05 |
32.87 |
30.9% |
1.71 |
1.6% |
95% |
False |
False |
5,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.83 |
|
2.618 |
118.48 |
|
1.618 |
113.98 |
|
1.000 |
111.20 |
|
0.618 |
109.48 |
|
HIGH |
106.70 |
|
0.618 |
104.98 |
|
0.500 |
104.45 |
|
0.382 |
103.92 |
|
LOW |
102.20 |
|
0.618 |
99.42 |
|
1.000 |
97.70 |
|
1.618 |
94.92 |
|
2.618 |
90.42 |
|
4.250 |
83.08 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.74 |
105.55 |
| PP |
105.10 |
104.70 |
| S1 |
104.45 |
103.86 |
|