NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
104.85 |
98.31 |
-6.54 |
-6.2% |
101.64 |
| High |
104.85 |
100.10 |
-4.75 |
-4.5% |
106.45 |
| Low |
99.50 |
97.33 |
-2.17 |
-2.2% |
100.53 |
| Close |
100.10 |
99.66 |
-0.44 |
-0.4% |
105.69 |
| Range |
5.35 |
2.77 |
-2.58 |
-48.2% |
5.92 |
| ATR |
3.02 |
3.00 |
-0.02 |
-0.6% |
0.00 |
| Volume |
9,742 |
12,742 |
3,000 |
30.8% |
50,958 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.34 |
106.27 |
101.18 |
|
| R3 |
104.57 |
103.50 |
100.42 |
|
| R2 |
101.80 |
101.80 |
100.17 |
|
| R1 |
100.73 |
100.73 |
99.91 |
101.27 |
| PP |
99.03 |
99.03 |
99.03 |
99.30 |
| S1 |
97.96 |
97.96 |
99.41 |
98.50 |
| S2 |
96.26 |
96.26 |
99.15 |
|
| S3 |
93.49 |
95.19 |
98.90 |
|
| S4 |
90.72 |
92.42 |
98.14 |
|
|
| 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 |
97.33 |
9.67 |
9.7% |
4.41 |
4.4% |
24% |
False |
True |
9,474 |
| 10 |
107.00 |
97.33 |
9.67 |
9.7% |
3.34 |
3.3% |
24% |
False |
True |
9,801 |
| 20 |
107.00 |
95.99 |
11.01 |
11.0% |
2.89 |
2.9% |
33% |
False |
False |
7,901 |
| 40 |
107.00 |
86.15 |
20.85 |
20.9% |
2.35 |
2.4% |
65% |
False |
False |
5,760 |
| 60 |
107.00 |
84.33 |
22.67 |
22.7% |
2.03 |
2.0% |
68% |
False |
False |
4,686 |
| 80 |
107.00 |
84.33 |
22.67 |
22.7% |
1.85 |
1.9% |
68% |
False |
False |
3,847 |
| 100 |
107.00 |
84.33 |
22.67 |
22.7% |
1.59 |
1.6% |
68% |
False |
False |
3,292 |
| 120 |
107.00 |
74.41 |
32.59 |
32.7% |
1.35 |
1.4% |
77% |
False |
False |
2,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.87 |
|
2.618 |
107.35 |
|
1.618 |
104.58 |
|
1.000 |
102.87 |
|
0.618 |
101.81 |
|
HIGH |
100.10 |
|
0.618 |
99.04 |
|
0.500 |
98.72 |
|
0.382 |
98.39 |
|
LOW |
97.33 |
|
0.618 |
95.62 |
|
1.000 |
94.56 |
|
1.618 |
92.85 |
|
2.618 |
90.08 |
|
4.250 |
85.56 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.35 |
101.62 |
| PP |
99.03 |
100.96 |
| S1 |
98.72 |
100.31 |
|