NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.50 |
99.13 |
-6.37 |
-6.0% |
106.38 |
| High |
105.50 |
101.11 |
-4.39 |
-4.2% |
107.92 |
| Low |
97.58 |
98.67 |
1.09 |
1.1% |
97.58 |
| Close |
100.32 |
99.65 |
-0.67 |
-0.7% |
100.32 |
| Range |
7.92 |
2.44 |
-5.48 |
-69.2% |
10.34 |
| ATR |
3.56 |
3.48 |
-0.08 |
-2.2% |
0.00 |
| Volume |
31,577 |
36,333 |
4,756 |
15.1% |
91,351 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.13 |
105.83 |
100.99 |
|
| R3 |
104.69 |
103.39 |
100.32 |
|
| R2 |
102.25 |
102.25 |
100.10 |
|
| R1 |
100.95 |
100.95 |
99.87 |
101.60 |
| PP |
99.81 |
99.81 |
99.81 |
100.14 |
| S1 |
98.51 |
98.51 |
99.43 |
99.16 |
| S2 |
97.37 |
97.37 |
99.20 |
|
| S3 |
94.93 |
96.07 |
98.98 |
|
| S4 |
92.49 |
93.63 |
98.31 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.96 |
126.98 |
106.01 |
|
| R3 |
122.62 |
116.64 |
103.16 |
|
| R2 |
112.28 |
112.28 |
102.22 |
|
| R1 |
106.30 |
106.30 |
101.27 |
104.12 |
| PP |
101.94 |
101.94 |
101.94 |
100.85 |
| S1 |
95.96 |
95.96 |
99.37 |
93.78 |
| S2 |
91.60 |
91.60 |
98.42 |
|
| S3 |
81.26 |
85.62 |
97.48 |
|
| S4 |
70.92 |
75.28 |
94.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.92 |
97.58 |
10.34 |
10.4% |
5.65 |
5.7% |
20% |
False |
False |
25,536 |
| 10 |
107.92 |
97.58 |
10.34 |
10.4% |
4.02 |
4.0% |
20% |
False |
False |
24,524 |
| 20 |
107.92 |
96.90 |
11.02 |
11.1% |
3.38 |
3.4% |
25% |
False |
False |
19,062 |
| 40 |
107.92 |
86.28 |
21.64 |
21.7% |
2.74 |
2.8% |
62% |
False |
False |
13,236 |
| 60 |
107.92 |
85.17 |
22.75 |
22.8% |
2.41 |
2.4% |
64% |
False |
False |
10,328 |
| 80 |
107.92 |
85.12 |
22.80 |
22.9% |
2.40 |
2.4% |
64% |
False |
False |
8,394 |
| 100 |
107.92 |
84.95 |
22.97 |
23.1% |
2.12 |
2.1% |
64% |
False |
False |
7,008 |
| 120 |
107.92 |
75.05 |
32.87 |
33.0% |
1.82 |
1.8% |
75% |
False |
False |
6,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.48 |
|
2.618 |
107.50 |
|
1.618 |
105.06 |
|
1.000 |
103.55 |
|
0.618 |
102.62 |
|
HIGH |
101.11 |
|
0.618 |
100.18 |
|
0.500 |
99.89 |
|
0.382 |
99.60 |
|
LOW |
98.67 |
|
0.618 |
97.16 |
|
1.000 |
96.23 |
|
1.618 |
94.72 |
|
2.618 |
92.28 |
|
4.250 |
88.30 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.89 |
101.59 |
| PP |
99.81 |
100.94 |
| S1 |
99.73 |
100.30 |
|