NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.90 |
104.85 |
-1.05 |
-1.0% |
101.64 |
| High |
105.90 |
104.85 |
-1.05 |
-1.0% |
106.45 |
| Low |
101.63 |
99.50 |
-2.13 |
-2.1% |
100.53 |
| Close |
105.65 |
100.10 |
-5.55 |
-5.3% |
105.69 |
| Range |
4.27 |
5.35 |
1.08 |
25.3% |
5.92 |
| ATR |
2.78 |
3.02 |
0.24 |
8.7% |
0.00 |
| Volume |
10,488 |
9,742 |
-746 |
-7.1% |
50,958 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.53 |
114.17 |
103.04 |
|
| R3 |
112.18 |
108.82 |
101.57 |
|
| R2 |
106.83 |
106.83 |
101.08 |
|
| R1 |
103.47 |
103.47 |
100.59 |
102.48 |
| PP |
101.48 |
101.48 |
101.48 |
100.99 |
| S1 |
98.12 |
98.12 |
99.61 |
97.13 |
| S2 |
96.13 |
96.13 |
99.12 |
|
| S3 |
90.78 |
92.77 |
98.63 |
|
| S4 |
85.43 |
87.42 |
97.16 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.98 |
119.76 |
108.95 |
|
| R3 |
116.06 |
113.84 |
107.32 |
|
| R2 |
110.14 |
110.14 |
106.78 |
|
| R1 |
107.92 |
107.92 |
106.23 |
109.03 |
| PP |
104.22 |
104.22 |
104.22 |
104.78 |
| S1 |
102.00 |
102.00 |
105.15 |
103.11 |
| S2 |
98.30 |
98.30 |
104.60 |
|
| S3 |
92.38 |
96.08 |
104.06 |
|
| S4 |
86.46 |
90.16 |
102.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.00 |
99.01 |
7.99 |
8.0% |
4.21 |
4.2% |
14% |
False |
False |
8,858 |
| 10 |
107.00 |
99.01 |
7.99 |
8.0% |
3.30 |
3.3% |
14% |
False |
False |
9,719 |
| 20 |
107.00 |
95.79 |
11.21 |
11.2% |
2.90 |
2.9% |
38% |
False |
False |
7,508 |
| 40 |
107.00 |
85.90 |
21.10 |
21.1% |
2.32 |
2.3% |
67% |
False |
False |
5,556 |
| 60 |
107.00 |
84.33 |
22.67 |
22.6% |
1.99 |
2.0% |
70% |
False |
False |
4,481 |
| 80 |
107.00 |
84.33 |
22.67 |
22.6% |
1.83 |
1.8% |
70% |
False |
False |
3,689 |
| 100 |
107.00 |
84.33 |
22.67 |
22.6% |
1.56 |
1.6% |
70% |
False |
False |
3,174 |
| 120 |
107.00 |
74.41 |
32.59 |
32.6% |
1.32 |
1.3% |
79% |
False |
False |
2,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.59 |
|
2.618 |
118.86 |
|
1.618 |
113.51 |
|
1.000 |
110.20 |
|
0.618 |
108.16 |
|
HIGH |
104.85 |
|
0.618 |
102.81 |
|
0.500 |
102.18 |
|
0.382 |
101.54 |
|
LOW |
99.50 |
|
0.618 |
96.19 |
|
1.000 |
94.15 |
|
1.618 |
90.84 |
|
2.618 |
85.49 |
|
4.250 |
76.76 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.18 |
103.01 |
| PP |
101.48 |
102.04 |
| S1 |
100.79 |
101.07 |
|