NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.95 |
106.40 |
0.45 |
0.4% |
102.55 |
| High |
107.27 |
107.09 |
-0.18 |
-0.2% |
107.27 |
| Low |
105.35 |
105.38 |
0.03 |
0.0% |
101.27 |
| Close |
106.90 |
106.52 |
-0.38 |
-0.4% |
106.52 |
| Range |
1.92 |
1.71 |
-0.21 |
-10.9% |
6.00 |
| ATR |
2.53 |
2.47 |
-0.06 |
-2.3% |
0.00 |
| Volume |
24,762 |
19,482 |
-5,280 |
-21.3% |
117,561 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.46 |
110.70 |
107.46 |
|
| R3 |
109.75 |
108.99 |
106.99 |
|
| R2 |
108.04 |
108.04 |
106.83 |
|
| R1 |
107.28 |
107.28 |
106.68 |
107.66 |
| PP |
106.33 |
106.33 |
106.33 |
106.52 |
| S1 |
105.57 |
105.57 |
106.36 |
105.95 |
| S2 |
104.62 |
104.62 |
106.21 |
|
| S3 |
102.91 |
103.86 |
106.05 |
|
| S4 |
101.20 |
102.15 |
105.58 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
120.77 |
109.82 |
|
| R3 |
117.02 |
114.77 |
108.17 |
|
| R2 |
111.02 |
111.02 |
107.62 |
|
| R1 |
108.77 |
108.77 |
107.07 |
109.90 |
| PP |
105.02 |
105.02 |
105.02 |
105.58 |
| S1 |
102.77 |
102.77 |
105.97 |
103.90 |
| S2 |
99.02 |
99.02 |
105.42 |
|
| S3 |
93.02 |
96.77 |
104.87 |
|
| S4 |
87.02 |
90.77 |
103.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.27 |
101.27 |
6.00 |
5.6% |
2.39 |
2.2% |
88% |
False |
False |
23,512 |
| 10 |
107.27 |
97.51 |
9.76 |
9.2% |
2.83 |
2.7% |
92% |
False |
False |
20,144 |
| 20 |
107.27 |
93.88 |
13.39 |
12.6% |
2.61 |
2.5% |
94% |
False |
False |
14,735 |
| 40 |
107.27 |
85.17 |
22.10 |
20.7% |
2.31 |
2.2% |
97% |
False |
False |
10,734 |
| 60 |
107.27 |
85.17 |
22.10 |
20.7% |
2.05 |
1.9% |
97% |
False |
False |
8,387 |
| 80 |
107.27 |
85.12 |
22.15 |
20.8% |
2.12 |
2.0% |
97% |
False |
False |
6,873 |
| 100 |
107.27 |
81.04 |
26.23 |
24.6% |
1.86 |
1.7% |
97% |
False |
False |
5,767 |
| 120 |
107.27 |
75.05 |
32.22 |
30.2% |
1.60 |
1.5% |
98% |
False |
False |
4,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.36 |
|
2.618 |
111.57 |
|
1.618 |
109.86 |
|
1.000 |
108.80 |
|
0.618 |
108.15 |
|
HIGH |
107.09 |
|
0.618 |
106.44 |
|
0.500 |
106.24 |
|
0.382 |
106.03 |
|
LOW |
105.38 |
|
0.618 |
104.32 |
|
1.000 |
103.67 |
|
1.618 |
102.61 |
|
2.618 |
100.90 |
|
4.250 |
98.11 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.43 |
106.20 |
| PP |
106.33 |
105.88 |
| S1 |
106.24 |
105.56 |
|