NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
102.55 |
105.50 |
2.95 |
2.9% |
102.55 |
| High |
106.70 |
105.59 |
-1.11 |
-1.0% |
107.27 |
| Low |
102.20 |
100.32 |
-1.88 |
-1.8% |
101.27 |
| Close |
106.39 |
100.79 |
-5.60 |
-5.3% |
106.52 |
| Range |
4.50 |
5.27 |
0.77 |
17.1% |
6.00 |
| ATR |
3.00 |
3.22 |
0.22 |
7.3% |
0.00 |
| Volume |
20,751 |
19,754 |
-997 |
-4.8% |
117,561 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.04 |
114.69 |
103.69 |
|
| R3 |
112.77 |
109.42 |
102.24 |
|
| R2 |
107.50 |
107.50 |
101.76 |
|
| R1 |
104.15 |
104.15 |
101.27 |
103.19 |
| PP |
102.23 |
102.23 |
102.23 |
101.76 |
| S1 |
98.88 |
98.88 |
100.31 |
97.92 |
| S2 |
96.96 |
96.96 |
99.82 |
|
| S3 |
91.69 |
93.61 |
99.34 |
|
| S4 |
86.42 |
88.34 |
97.89 |
|
|
| 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 |
107.92 |
99.79 |
8.13 |
8.1% |
4.31 |
4.3% |
12% |
False |
False |
20,803 |
| 10 |
107.92 |
99.79 |
8.13 |
8.1% |
3.47 |
3.4% |
12% |
False |
False |
21,902 |
| 20 |
107.92 |
96.06 |
11.86 |
11.8% |
3.08 |
3.1% |
40% |
False |
False |
16,727 |
| 40 |
107.92 |
85.45 |
22.47 |
22.3% |
2.59 |
2.6% |
68% |
False |
False |
11,926 |
| 60 |
107.92 |
85.17 |
22.75 |
22.6% |
2.26 |
2.2% |
69% |
False |
False |
9,288 |
| 80 |
107.92 |
85.12 |
22.80 |
22.6% |
2.29 |
2.3% |
69% |
False |
False |
7,562 |
| 100 |
107.92 |
83.14 |
24.78 |
24.6% |
2.03 |
2.0% |
71% |
False |
False |
6,349 |
| 120 |
107.92 |
75.05 |
32.87 |
32.6% |
1.75 |
1.7% |
78% |
False |
False |
5,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.99 |
|
2.618 |
119.39 |
|
1.618 |
114.12 |
|
1.000 |
110.86 |
|
0.618 |
108.85 |
|
HIGH |
105.59 |
|
0.618 |
103.58 |
|
0.500 |
102.96 |
|
0.382 |
102.33 |
|
LOW |
100.32 |
|
0.618 |
97.06 |
|
1.000 |
95.05 |
|
1.618 |
91.79 |
|
2.618 |
86.52 |
|
4.250 |
77.92 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.96 |
103.86 |
| PP |
102.23 |
102.83 |
| S1 |
101.51 |
101.81 |
|