NYMEX Light Sweet Crude Oil Future July 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.50 |
105.50 |
0.00 |
0.0% |
102.55 |
| High |
105.59 |
105.50 |
-0.09 |
-0.1% |
107.27 |
| Low |
100.32 |
97.58 |
-2.74 |
-2.7% |
101.27 |
| Close |
100.79 |
100.32 |
-0.47 |
-0.5% |
106.52 |
| Range |
5.27 |
7.92 |
2.65 |
50.3% |
6.00 |
| ATR |
3.22 |
3.56 |
0.34 |
10.4% |
0.00 |
| Volume |
19,754 |
31,577 |
11,823 |
59.9% |
117,561 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.89 |
120.53 |
104.68 |
|
| R3 |
116.97 |
112.61 |
102.50 |
|
| R2 |
109.05 |
109.05 |
101.77 |
|
| R1 |
104.69 |
104.69 |
101.05 |
102.91 |
| PP |
101.13 |
101.13 |
101.13 |
100.25 |
| S1 |
96.77 |
96.77 |
99.59 |
94.99 |
| S2 |
93.21 |
93.21 |
98.87 |
|
| S3 |
85.29 |
88.85 |
98.14 |
|
| S4 |
77.37 |
80.93 |
95.96 |
|
|
| 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 |
97.58 |
10.34 |
10.3% |
5.51 |
5.5% |
26% |
False |
True |
22,166 |
| 10 |
107.92 |
97.58 |
10.34 |
10.3% |
4.02 |
4.0% |
26% |
False |
True |
22,625 |
| 20 |
107.92 |
96.28 |
11.64 |
11.6% |
3.34 |
3.3% |
35% |
False |
False |
17,769 |
| 40 |
107.92 |
85.90 |
22.02 |
21.9% |
2.73 |
2.7% |
65% |
False |
False |
12,553 |
| 60 |
107.92 |
85.17 |
22.75 |
22.7% |
2.37 |
2.4% |
67% |
False |
False |
9,739 |
| 80 |
107.92 |
85.12 |
22.80 |
22.7% |
2.38 |
2.4% |
67% |
False |
False |
7,944 |
| 100 |
107.92 |
84.95 |
22.97 |
22.9% |
2.10 |
2.1% |
67% |
False |
False |
6,661 |
| 120 |
107.92 |
75.05 |
32.87 |
32.8% |
1.81 |
1.8% |
77% |
False |
False |
5,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.16 |
|
2.618 |
126.23 |
|
1.618 |
118.31 |
|
1.000 |
113.42 |
|
0.618 |
110.39 |
|
HIGH |
105.50 |
|
0.618 |
102.47 |
|
0.500 |
101.54 |
|
0.382 |
100.61 |
|
LOW |
97.58 |
|
0.618 |
92.69 |
|
1.000 |
89.66 |
|
1.618 |
84.77 |
|
2.618 |
76.85 |
|
4.250 |
63.92 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.54 |
102.14 |
| PP |
101.13 |
101.53 |
| S1 |
100.73 |
100.93 |
|