NYMEX Light Sweet Crude Oil Future August 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 |
98.31 |
99.20 |
0.89 |
0.9% |
105.90 |
| High |
100.10 |
100.22 |
0.12 |
0.1% |
107.00 |
| Low |
97.33 |
98.05 |
0.72 |
0.7% |
97.33 |
| Close |
99.66 |
99.15 |
-0.51 |
-0.5% |
99.66 |
| Range |
2.77 |
2.17 |
-0.60 |
-21.7% |
9.67 |
| ATR |
3.00 |
2.94 |
-0.06 |
-2.0% |
0.00 |
| Volume |
12,742 |
12,020 |
-722 |
-5.7% |
39,897 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.65 |
104.57 |
100.34 |
|
| R3 |
103.48 |
102.40 |
99.75 |
|
| R2 |
101.31 |
101.31 |
99.55 |
|
| R1 |
100.23 |
100.23 |
99.35 |
99.69 |
| PP |
99.14 |
99.14 |
99.14 |
98.87 |
| S1 |
98.06 |
98.06 |
98.95 |
97.52 |
| S2 |
96.97 |
96.97 |
98.75 |
|
| S3 |
94.80 |
95.89 |
98.55 |
|
| S4 |
92.63 |
93.72 |
97.96 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.34 |
124.67 |
104.98 |
|
| R3 |
120.67 |
115.00 |
102.32 |
|
| R2 |
111.00 |
111.00 |
101.43 |
|
| R1 |
105.33 |
105.33 |
100.55 |
103.33 |
| PP |
101.33 |
101.33 |
101.33 |
100.33 |
| S1 |
95.66 |
95.66 |
98.77 |
93.66 |
| S2 |
91.66 |
91.66 |
97.89 |
|
| S3 |
81.99 |
85.99 |
97.00 |
|
| S4 |
72.32 |
76.32 |
94.34 |
|
|
| 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 |
9.8% |
4.51 |
4.5% |
19% |
False |
False |
10,383 |
| 10 |
107.00 |
97.33 |
9.67 |
9.8% |
3.33 |
3.4% |
19% |
False |
False |
10,287 |
| 20 |
107.00 |
96.69 |
10.31 |
10.4% |
2.91 |
2.9% |
24% |
False |
False |
8,249 |
| 40 |
107.00 |
86.15 |
20.85 |
21.0% |
2.35 |
2.4% |
62% |
False |
False |
5,964 |
| 60 |
107.00 |
84.33 |
22.67 |
22.9% |
2.07 |
2.1% |
65% |
False |
False |
4,885 |
| 80 |
107.00 |
84.33 |
22.67 |
22.9% |
1.88 |
1.9% |
65% |
False |
False |
3,994 |
| 100 |
107.00 |
84.33 |
22.67 |
22.9% |
1.61 |
1.6% |
65% |
False |
False |
3,406 |
| 120 |
107.00 |
74.41 |
32.59 |
32.9% |
1.36 |
1.4% |
76% |
False |
False |
2,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.44 |
|
2.618 |
105.90 |
|
1.618 |
103.73 |
|
1.000 |
102.39 |
|
0.618 |
101.56 |
|
HIGH |
100.22 |
|
0.618 |
99.39 |
|
0.500 |
99.14 |
|
0.382 |
98.88 |
|
LOW |
98.05 |
|
0.618 |
96.71 |
|
1.000 |
95.88 |
|
1.618 |
94.54 |
|
2.618 |
92.37 |
|
4.250 |
88.83 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.15 |
101.09 |
| PP |
99.14 |
100.44 |
| S1 |
99.14 |
99.80 |
|