NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
102.69 |
101.64 |
-1.05 |
-1.0% |
100.18 |
| High |
103.16 |
103.59 |
0.43 |
0.4% |
103.16 |
| Low |
100.98 |
100.53 |
-0.45 |
-0.4% |
97.44 |
| Close |
101.87 |
103.47 |
1.60 |
1.6% |
101.87 |
| Range |
2.18 |
3.06 |
0.88 |
40.4% |
5.72 |
| ATR |
2.29 |
2.34 |
0.06 |
2.4% |
0.00 |
| Volume |
7,160 |
10,587 |
3,427 |
47.9% |
37,771 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.71 |
110.65 |
105.15 |
|
| R3 |
108.65 |
107.59 |
104.31 |
|
| R2 |
105.59 |
105.59 |
104.03 |
|
| R1 |
104.53 |
104.53 |
103.75 |
105.06 |
| PP |
102.53 |
102.53 |
102.53 |
102.80 |
| S1 |
101.47 |
101.47 |
103.19 |
102.00 |
| S2 |
99.47 |
99.47 |
102.91 |
|
| S3 |
96.41 |
98.41 |
102.63 |
|
| S4 |
93.35 |
95.35 |
101.79 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.98 |
115.65 |
105.02 |
|
| R3 |
112.26 |
109.93 |
103.44 |
|
| R2 |
106.54 |
106.54 |
102.92 |
|
| R1 |
104.21 |
104.21 |
102.39 |
105.38 |
| PP |
100.82 |
100.82 |
100.82 |
101.41 |
| S1 |
98.49 |
98.49 |
101.35 |
99.66 |
| S2 |
95.10 |
95.10 |
100.82 |
|
| S3 |
89.38 |
92.77 |
100.30 |
|
| S4 |
83.66 |
87.05 |
98.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.59 |
97.44 |
6.15 |
5.9% |
3.14 |
3.0% |
98% |
True |
False |
8,540 |
| 10 |
103.59 |
97.44 |
6.15 |
5.9% |
2.66 |
2.6% |
98% |
True |
False |
6,817 |
| 20 |
103.59 |
91.40 |
12.19 |
11.8% |
2.15 |
2.1% |
99% |
True |
False |
5,329 |
| 40 |
103.59 |
84.33 |
19.26 |
18.6% |
1.99 |
1.9% |
99% |
True |
False |
4,384 |
| 60 |
103.59 |
84.33 |
19.26 |
18.6% |
1.74 |
1.7% |
99% |
True |
False |
3,506 |
| 80 |
103.59 |
84.33 |
19.26 |
18.6% |
1.62 |
1.6% |
99% |
True |
False |
2,904 |
| 100 |
103.59 |
80.08 |
23.51 |
22.7% |
1.32 |
1.3% |
99% |
True |
False |
2,562 |
| 120 |
103.59 |
74.41 |
29.18 |
28.2% |
1.12 |
1.1% |
100% |
True |
False |
2,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.60 |
|
2.618 |
111.60 |
|
1.618 |
108.54 |
|
1.000 |
106.65 |
|
0.618 |
105.48 |
|
HIGH |
103.59 |
|
0.618 |
102.42 |
|
0.500 |
102.06 |
|
0.382 |
101.70 |
|
LOW |
100.53 |
|
0.618 |
98.64 |
|
1.000 |
97.47 |
|
1.618 |
95.58 |
|
2.618 |
92.52 |
|
4.250 |
87.53 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
102.93 |
| PP |
102.53 |
102.40 |
| S1 |
102.06 |
101.86 |
|