NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.64 |
103.15 |
1.51 |
1.5% |
100.18 |
| High |
103.59 |
105.01 |
1.42 |
1.4% |
103.16 |
| Low |
100.53 |
102.89 |
2.36 |
2.3% |
97.44 |
| Close |
103.47 |
104.14 |
0.67 |
0.6% |
101.87 |
| Range |
3.06 |
2.12 |
-0.94 |
-30.7% |
5.72 |
| ATR |
2.34 |
2.33 |
-0.02 |
-0.7% |
0.00 |
| Volume |
10,587 |
11,124 |
537 |
5.1% |
37,771 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.37 |
109.38 |
105.31 |
|
| R3 |
108.25 |
107.26 |
104.72 |
|
| R2 |
106.13 |
106.13 |
104.53 |
|
| R1 |
105.14 |
105.14 |
104.33 |
105.64 |
| PP |
104.01 |
104.01 |
104.01 |
104.26 |
| S1 |
103.02 |
103.02 |
103.95 |
103.52 |
| S2 |
101.89 |
101.89 |
103.75 |
|
| S3 |
99.77 |
100.90 |
103.56 |
|
| S4 |
97.65 |
98.78 |
102.97 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.98 |
115.65 |
105.02 |
|
| R3 |
112.26 |
109.93 |
103.44 |
|
| R2 |
106.54 |
106.54 |
102.92 |
|
| R1 |
104.21 |
104.21 |
102.39 |
105.38 |
| PP |
100.82 |
100.82 |
100.82 |
101.41 |
| S1 |
98.49 |
98.49 |
101.35 |
99.66 |
| S2 |
95.10 |
95.10 |
100.82 |
|
| S3 |
89.38 |
92.77 |
100.30 |
|
| S4 |
83.66 |
87.05 |
98.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.01 |
97.81 |
7.20 |
6.9% |
2.80 |
2.7% |
88% |
True |
False |
9,581 |
| 10 |
105.01 |
97.44 |
7.57 |
7.3% |
2.67 |
2.6% |
89% |
True |
False |
7,496 |
| 20 |
105.01 |
91.40 |
13.61 |
13.1% |
2.22 |
2.1% |
94% |
True |
False |
5,668 |
| 40 |
105.01 |
84.33 |
20.68 |
19.9% |
2.00 |
1.9% |
96% |
True |
False |
4,577 |
| 60 |
105.01 |
84.33 |
20.68 |
19.9% |
1.72 |
1.7% |
96% |
True |
False |
3,679 |
| 80 |
105.01 |
84.33 |
20.68 |
19.9% |
1.63 |
1.6% |
96% |
True |
False |
3,035 |
| 100 |
105.01 |
80.08 |
24.93 |
23.9% |
1.34 |
1.3% |
97% |
True |
False |
2,668 |
| 120 |
105.01 |
74.41 |
30.60 |
29.4% |
1.14 |
1.1% |
97% |
True |
False |
2,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.02 |
|
2.618 |
110.56 |
|
1.618 |
108.44 |
|
1.000 |
107.13 |
|
0.618 |
106.32 |
|
HIGH |
105.01 |
|
0.618 |
104.20 |
|
0.500 |
103.95 |
|
0.382 |
103.70 |
|
LOW |
102.89 |
|
0.618 |
101.58 |
|
1.000 |
100.77 |
|
1.618 |
99.46 |
|
2.618 |
97.34 |
|
4.250 |
93.88 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.08 |
103.68 |
| PP |
104.01 |
103.23 |
| S1 |
103.95 |
102.77 |
|