NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
98.20 |
98.01 |
-0.19 |
-0.2% |
106.07 |
| High |
100.00 |
100.11 |
0.11 |
0.1% |
106.07 |
| Low |
97.44 |
97.83 |
0.39 |
0.4% |
96.72 |
| Close |
98.73 |
99.69 |
0.96 |
1.0% |
99.14 |
| Range |
2.56 |
2.28 |
-0.28 |
-10.9% |
9.35 |
| ATR |
2.77 |
2.74 |
-0.04 |
-1.3% |
0.00 |
| Volume |
8,640 |
3,776 |
-4,864 |
-56.3% |
30,302 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.05 |
105.15 |
100.94 |
|
| R3 |
103.77 |
102.87 |
100.32 |
|
| R2 |
101.49 |
101.49 |
100.11 |
|
| R1 |
100.59 |
100.59 |
99.90 |
101.04 |
| PP |
99.21 |
99.21 |
99.21 |
99.44 |
| S1 |
98.31 |
98.31 |
99.48 |
98.76 |
| S2 |
96.93 |
96.93 |
99.27 |
|
| S3 |
94.65 |
96.03 |
99.06 |
|
| S4 |
92.37 |
93.75 |
98.44 |
|
|
| 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 |
9.4% |
3.49 |
3.5% |
32% |
False |
False |
7,502 |
| 10 |
106.07 |
96.72 |
9.35 |
9.4% |
3.04 |
3.1% |
32% |
False |
False |
8,345 |
| 20 |
106.07 |
96.72 |
9.35 |
9.4% |
2.68 |
2.7% |
32% |
False |
False |
7,064 |
| 40 |
106.07 |
86.44 |
19.63 |
19.7% |
2.15 |
2.2% |
67% |
False |
False |
5,096 |
| 60 |
106.07 |
84.70 |
21.37 |
21.4% |
1.83 |
1.8% |
70% |
False |
False |
4,048 |
| 80 |
106.07 |
84.34 |
21.73 |
21.8% |
1.69 |
1.7% |
71% |
False |
False |
3,540 |
| 100 |
106.07 |
84.34 |
21.73 |
21.8% |
1.47 |
1.5% |
71% |
False |
False |
3,121 |
| 120 |
106.07 |
74.47 |
31.60 |
31.7% |
1.26 |
1.3% |
80% |
False |
False |
2,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.80 |
|
2.618 |
106.08 |
|
1.618 |
103.80 |
|
1.000 |
102.39 |
|
0.618 |
101.52 |
|
HIGH |
100.11 |
|
0.618 |
99.24 |
|
0.500 |
98.97 |
|
0.382 |
98.70 |
|
LOW |
97.83 |
|
0.618 |
96.42 |
|
1.000 |
95.55 |
|
1.618 |
94.14 |
|
2.618 |
91.86 |
|
4.250 |
88.14 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.45 |
99.27 |
| PP |
99.21 |
98.84 |
| S1 |
98.97 |
98.42 |
|