NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
99.13 |
98.90 |
-0.23 |
-0.2% |
106.38 |
| High |
101.11 |
100.71 |
-0.40 |
-0.4% |
107.92 |
| Low |
98.67 |
98.50 |
-0.17 |
-0.2% |
97.58 |
| Close |
99.65 |
100.45 |
0.80 |
0.8% |
100.32 |
| Range |
2.44 |
2.21 |
-0.23 |
-9.4% |
10.34 |
| ATR |
3.48 |
3.39 |
-0.09 |
-2.6% |
0.00 |
| Volume |
36,333 |
23,865 |
-12,468 |
-34.3% |
91,351 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.52 |
105.69 |
101.67 |
|
| R3 |
104.31 |
103.48 |
101.06 |
|
| R2 |
102.10 |
102.10 |
100.86 |
|
| R1 |
101.27 |
101.27 |
100.65 |
101.69 |
| PP |
99.89 |
99.89 |
99.89 |
100.09 |
| S1 |
99.06 |
99.06 |
100.25 |
99.48 |
| S2 |
97.68 |
97.68 |
100.04 |
|
| S3 |
95.47 |
96.85 |
99.84 |
|
| S4 |
93.26 |
94.64 |
99.23 |
|
|
| 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 |
106.70 |
97.58 |
9.12 |
9.1% |
4.47 |
4.4% |
31% |
False |
False |
26,456 |
| 10 |
107.92 |
97.58 |
10.34 |
10.3% |
3.92 |
3.9% |
28% |
False |
False |
24,970 |
| 20 |
107.92 |
97.46 |
10.46 |
10.4% |
3.42 |
3.4% |
29% |
False |
False |
19,802 |
| 40 |
107.92 |
86.28 |
21.64 |
21.5% |
2.75 |
2.7% |
65% |
False |
False |
13,577 |
| 60 |
107.92 |
85.17 |
22.75 |
22.6% |
2.42 |
2.4% |
67% |
False |
False |
10,719 |
| 80 |
107.92 |
85.12 |
22.80 |
22.7% |
2.40 |
2.4% |
67% |
False |
False |
8,671 |
| 100 |
107.92 |
84.95 |
22.97 |
22.9% |
2.13 |
2.1% |
67% |
False |
False |
7,221 |
| 120 |
107.92 |
75.05 |
32.87 |
32.7% |
1.84 |
1.8% |
77% |
False |
False |
6,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.10 |
|
2.618 |
106.50 |
|
1.618 |
104.29 |
|
1.000 |
102.92 |
|
0.618 |
102.08 |
|
HIGH |
100.71 |
|
0.618 |
99.87 |
|
0.500 |
99.61 |
|
0.382 |
99.34 |
|
LOW |
98.50 |
|
0.618 |
97.13 |
|
1.000 |
96.29 |
|
1.618 |
94.92 |
|
2.618 |
92.71 |
|
4.250 |
89.11 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.17 |
101.54 |
| PP |
99.89 |
101.18 |
| S1 |
99.61 |
100.81 |
|