NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
104.30 |
105.33 |
1.03 |
1.0% |
100.18 |
| High |
105.30 |
106.45 |
1.15 |
1.1% |
103.16 |
| Low |
103.14 |
104.66 |
1.52 |
1.5% |
97.44 |
| Close |
105.19 |
106.06 |
0.87 |
0.8% |
101.87 |
| Range |
2.16 |
1.79 |
-0.37 |
-17.1% |
5.72 |
| ATR |
2.31 |
2.28 |
-0.04 |
-1.6% |
0.00 |
| Volume |
12,112 |
9,662 |
-2,450 |
-20.2% |
37,771 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.09 |
110.37 |
107.04 |
|
| R3 |
109.30 |
108.58 |
106.55 |
|
| R2 |
107.51 |
107.51 |
106.39 |
|
| R1 |
106.79 |
106.79 |
106.22 |
107.15 |
| PP |
105.72 |
105.72 |
105.72 |
105.91 |
| S1 |
105.00 |
105.00 |
105.90 |
105.36 |
| S2 |
103.93 |
103.93 |
105.73 |
|
| S3 |
102.14 |
103.21 |
105.57 |
|
| S4 |
100.35 |
101.42 |
105.08 |
|
|
| 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 |
106.45 |
100.53 |
5.92 |
5.6% |
2.26 |
2.1% |
93% |
True |
False |
10,129 |
| 10 |
106.45 |
97.44 |
9.01 |
8.5% |
2.53 |
2.4% |
96% |
True |
False |
8,453 |
| 20 |
106.45 |
93.61 |
12.84 |
12.1% |
2.28 |
2.2% |
97% |
True |
False |
6,454 |
| 40 |
106.45 |
84.33 |
22.12 |
20.9% |
2.04 |
1.9% |
98% |
True |
False |
5,032 |
| 60 |
106.45 |
84.33 |
22.12 |
20.9% |
1.75 |
1.7% |
98% |
True |
False |
3,999 |
| 80 |
106.45 |
84.33 |
22.12 |
20.9% |
1.68 |
1.6% |
98% |
True |
False |
3,295 |
| 100 |
106.45 |
80.08 |
26.37 |
24.9% |
1.37 |
1.3% |
99% |
True |
False |
2,834 |
| 120 |
106.45 |
74.41 |
32.04 |
30.2% |
1.17 |
1.1% |
99% |
True |
False |
2,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.06 |
|
2.618 |
111.14 |
|
1.618 |
109.35 |
|
1.000 |
108.24 |
|
0.618 |
107.56 |
|
HIGH |
106.45 |
|
0.618 |
105.77 |
|
0.500 |
105.56 |
|
0.382 |
105.34 |
|
LOW |
104.66 |
|
0.618 |
103.55 |
|
1.000 |
102.87 |
|
1.618 |
101.76 |
|
2.618 |
99.97 |
|
4.250 |
97.05 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.89 |
105.60 |
| PP |
105.72 |
105.13 |
| S1 |
105.56 |
104.67 |
|