NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
103.15 |
104.30 |
1.15 |
1.1% |
100.18 |
| High |
105.01 |
105.30 |
0.29 |
0.3% |
103.16 |
| Low |
102.89 |
103.14 |
0.25 |
0.2% |
97.44 |
| Close |
104.14 |
105.19 |
1.05 |
1.0% |
101.87 |
| Range |
2.12 |
2.16 |
0.04 |
1.9% |
5.72 |
| ATR |
2.33 |
2.31 |
-0.01 |
-0.5% |
0.00 |
| Volume |
11,124 |
12,112 |
988 |
8.9% |
37,771 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.02 |
110.27 |
106.38 |
|
| R3 |
108.86 |
108.11 |
105.78 |
|
| R2 |
106.70 |
106.70 |
105.59 |
|
| R1 |
105.95 |
105.95 |
105.39 |
106.33 |
| PP |
104.54 |
104.54 |
104.54 |
104.73 |
| S1 |
103.79 |
103.79 |
104.99 |
104.17 |
| S2 |
102.38 |
102.38 |
104.79 |
|
| S3 |
100.22 |
101.63 |
104.60 |
|
| S4 |
98.06 |
99.47 |
104.00 |
|
|
| 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 |
105.30 |
100.13 |
5.17 |
4.9% |
2.39 |
2.3% |
98% |
True |
False |
10,581 |
| 10 |
105.30 |
97.44 |
7.86 |
7.5% |
2.69 |
2.6% |
99% |
True |
False |
8,026 |
| 20 |
105.30 |
93.34 |
11.96 |
11.4% |
2.26 |
2.2% |
99% |
True |
False |
6,102 |
| 40 |
105.30 |
84.33 |
20.97 |
19.9% |
2.04 |
1.9% |
99% |
True |
False |
4,847 |
| 60 |
105.30 |
84.33 |
20.97 |
19.9% |
1.74 |
1.7% |
99% |
True |
False |
3,858 |
| 80 |
105.30 |
84.33 |
20.97 |
19.9% |
1.66 |
1.6% |
99% |
True |
False |
3,176 |
| 100 |
105.30 |
80.08 |
25.22 |
24.0% |
1.35 |
1.3% |
100% |
True |
False |
2,743 |
| 120 |
105.30 |
74.41 |
30.89 |
29.4% |
1.16 |
1.1% |
100% |
True |
False |
2,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.48 |
|
2.618 |
110.95 |
|
1.618 |
108.79 |
|
1.000 |
107.46 |
|
0.618 |
106.63 |
|
HIGH |
105.30 |
|
0.618 |
104.47 |
|
0.500 |
104.22 |
|
0.382 |
103.97 |
|
LOW |
103.14 |
|
0.618 |
101.81 |
|
1.000 |
100.98 |
|
1.618 |
99.65 |
|
2.618 |
97.49 |
|
4.250 |
93.96 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.87 |
104.43 |
| PP |
104.54 |
103.67 |
| S1 |
104.22 |
102.92 |
|