NYMEX Light Sweet Crude Oil Future September 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 |
96.76 |
98.20 |
1.44 |
1.5% |
106.07 |
| High |
99.37 |
100.00 |
0.63 |
0.6% |
106.07 |
| Low |
96.72 |
97.44 |
0.72 |
0.7% |
96.72 |
| Close |
99.14 |
98.73 |
-0.41 |
-0.4% |
99.14 |
| Range |
2.65 |
2.56 |
-0.09 |
-3.4% |
9.35 |
| ATR |
2.79 |
2.77 |
-0.02 |
-0.6% |
0.00 |
| Volume |
9,277 |
8,640 |
-637 |
-6.9% |
30,302 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.40 |
105.13 |
100.14 |
|
| R3 |
103.84 |
102.57 |
99.43 |
|
| R2 |
101.28 |
101.28 |
99.20 |
|
| R1 |
100.01 |
100.01 |
98.96 |
100.65 |
| PP |
98.72 |
98.72 |
98.72 |
99.04 |
| S1 |
97.45 |
97.45 |
98.50 |
98.09 |
| S2 |
96.16 |
96.16 |
98.26 |
|
| S3 |
93.60 |
94.89 |
98.03 |
|
| S4 |
91.04 |
92.33 |
97.32 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.69 |
123.27 |
104.28 |
|
| R3 |
119.34 |
113.92 |
101.71 |
|
| R2 |
109.99 |
109.99 |
100.85 |
|
| R1 |
104.57 |
104.57 |
100.00 |
102.61 |
| PP |
100.64 |
100.64 |
100.64 |
99.66 |
| S1 |
95.22 |
95.22 |
98.28 |
93.26 |
| S2 |
91.29 |
91.29 |
97.43 |
|
| S3 |
81.94 |
85.87 |
96.57 |
|
| S4 |
72.59 |
76.52 |
94.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.07 |
96.72 |
9.35 |
9.5% |
4.31 |
4.4% |
21% |
False |
False |
7,788 |
| 10 |
106.07 |
96.72 |
9.35 |
9.5% |
3.08 |
3.1% |
21% |
False |
False |
8,627 |
| 20 |
106.07 |
96.72 |
9.35 |
9.5% |
2.62 |
2.6% |
21% |
False |
False |
7,147 |
| 40 |
106.07 |
86.44 |
19.63 |
19.9% |
2.14 |
2.2% |
63% |
False |
False |
5,103 |
| 60 |
106.07 |
84.70 |
21.37 |
21.6% |
1.80 |
1.8% |
66% |
False |
False |
4,003 |
| 80 |
106.07 |
84.34 |
21.73 |
22.0% |
1.67 |
1.7% |
66% |
False |
False |
3,502 |
| 100 |
106.07 |
84.34 |
21.73 |
22.0% |
1.44 |
1.5% |
66% |
False |
False |
3,093 |
| 120 |
106.07 |
74.47 |
31.60 |
32.0% |
1.24 |
1.3% |
77% |
False |
False |
2,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.88 |
|
2.618 |
106.70 |
|
1.618 |
104.14 |
|
1.000 |
102.56 |
|
0.618 |
101.58 |
|
HIGH |
100.00 |
|
0.618 |
99.02 |
|
0.500 |
98.72 |
|
0.382 |
98.42 |
|
LOW |
97.44 |
|
0.618 |
95.86 |
|
1.000 |
94.88 |
|
1.618 |
93.30 |
|
2.618 |
90.74 |
|
4.250 |
86.56 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.73 |
100.36 |
| PP |
98.72 |
99.81 |
| S1 |
98.72 |
99.27 |
|