NYMEX Light Sweet Crude Oil Future September 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 |
100.40 |
102.50 |
2.10 |
2.1% |
100.45 |
| High |
102.77 |
103.54 |
0.77 |
0.7% |
102.42 |
| Low |
100.13 |
101.82 |
1.69 |
1.7% |
97.15 |
| Close |
102.68 |
103.41 |
0.73 |
0.7% |
101.29 |
| Range |
2.64 |
1.72 |
-0.92 |
-34.8% |
5.27 |
| ATR |
2.15 |
2.12 |
-0.03 |
-1.4% |
0.00 |
| Volume |
6,595 |
9,784 |
3,189 |
48.4% |
26,973 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.08 |
107.47 |
104.36 |
|
| R3 |
106.36 |
105.75 |
103.88 |
|
| R2 |
104.64 |
104.64 |
103.73 |
|
| R1 |
104.03 |
104.03 |
103.57 |
104.34 |
| PP |
102.92 |
102.92 |
102.92 |
103.08 |
| S1 |
102.31 |
102.31 |
103.25 |
102.62 |
| S2 |
101.20 |
101.20 |
103.09 |
|
| S3 |
99.48 |
100.59 |
102.94 |
|
| S4 |
97.76 |
98.87 |
102.46 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.10 |
113.96 |
104.19 |
|
| R3 |
110.83 |
108.69 |
102.74 |
|
| R2 |
105.56 |
105.56 |
102.26 |
|
| R1 |
103.42 |
103.42 |
101.77 |
104.49 |
| PP |
100.29 |
100.29 |
100.29 |
100.82 |
| S1 |
98.15 |
98.15 |
100.81 |
99.22 |
| S2 |
95.02 |
95.02 |
100.32 |
|
| S3 |
89.75 |
92.88 |
99.84 |
|
| S4 |
84.48 |
87.61 |
98.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.54 |
98.18 |
5.36 |
5.2% |
2.42 |
2.3% |
98% |
True |
False |
6,906 |
| 10 |
103.54 |
97.15 |
6.39 |
6.2% |
2.28 |
2.2% |
98% |
True |
False |
5,958 |
| 20 |
103.54 |
91.21 |
12.33 |
11.9% |
1.98 |
1.9% |
99% |
True |
False |
5,278 |
| 40 |
103.54 |
84.70 |
18.84 |
18.2% |
1.79 |
1.7% |
99% |
True |
False |
3,726 |
| 60 |
103.54 |
84.70 |
18.84 |
18.2% |
1.46 |
1.4% |
99% |
True |
False |
3,166 |
| 80 |
103.54 |
84.34 |
19.20 |
18.6% |
1.38 |
1.3% |
99% |
True |
False |
2,696 |
| 100 |
103.54 |
79.86 |
23.68 |
22.9% |
1.20 |
1.2% |
99% |
True |
False |
2,531 |
| 120 |
103.54 |
74.47 |
29.07 |
28.1% |
1.03 |
1.0% |
100% |
True |
False |
2,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.85 |
|
2.618 |
108.04 |
|
1.618 |
106.32 |
|
1.000 |
105.26 |
|
0.618 |
104.60 |
|
HIGH |
103.54 |
|
0.618 |
102.88 |
|
0.500 |
102.68 |
|
0.382 |
102.48 |
|
LOW |
101.82 |
|
0.618 |
100.76 |
|
1.000 |
100.10 |
|
1.618 |
99.04 |
|
2.618 |
97.32 |
|
4.250 |
94.51 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.17 |
102.89 |
| PP |
102.92 |
102.36 |
| S1 |
102.68 |
101.84 |
|