NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.33 |
105.53 |
0.20 |
0.2% |
101.64 |
| High |
106.45 |
106.31 |
-0.14 |
-0.1% |
106.45 |
| Low |
104.66 |
104.65 |
-0.01 |
0.0% |
100.53 |
| Close |
106.06 |
105.69 |
-0.37 |
-0.3% |
105.69 |
| Range |
1.79 |
1.66 |
-0.13 |
-7.3% |
5.92 |
| ATR |
2.28 |
2.23 |
-0.04 |
-1.9% |
0.00 |
| Volume |
9,662 |
7,473 |
-2,189 |
-22.7% |
50,958 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.53 |
109.77 |
106.60 |
|
| R3 |
108.87 |
108.11 |
106.15 |
|
| R2 |
107.21 |
107.21 |
105.99 |
|
| R1 |
106.45 |
106.45 |
105.84 |
106.83 |
| PP |
105.55 |
105.55 |
105.55 |
105.74 |
| S1 |
104.79 |
104.79 |
105.54 |
105.17 |
| S2 |
103.89 |
103.89 |
105.39 |
|
| S3 |
102.23 |
103.13 |
105.23 |
|
| S4 |
100.57 |
101.47 |
104.78 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.98 |
119.76 |
108.95 |
|
| R3 |
116.06 |
113.84 |
107.32 |
|
| R2 |
110.14 |
110.14 |
106.78 |
|
| R1 |
107.92 |
107.92 |
106.23 |
109.03 |
| PP |
104.22 |
104.22 |
104.22 |
104.78 |
| S1 |
102.00 |
102.00 |
105.15 |
103.11 |
| S2 |
98.30 |
98.30 |
104.60 |
|
| S3 |
92.38 |
96.08 |
104.06 |
|
| S4 |
86.46 |
90.16 |
102.43 |
|
|
| 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% |
2.16 |
2.0% |
87% |
False |
False |
10,191 |
| 10 |
106.45 |
97.44 |
9.01 |
8.5% |
2.55 |
2.4% |
92% |
False |
False |
8,872 |
| 20 |
106.45 |
94.67 |
11.78 |
11.1% |
2.29 |
2.2% |
94% |
False |
False |
6,709 |
| 40 |
106.45 |
84.33 |
22.12 |
20.9% |
2.04 |
1.9% |
97% |
False |
False |
5,147 |
| 60 |
106.45 |
84.33 |
22.12 |
20.9% |
1.73 |
1.6% |
97% |
False |
False |
4,118 |
| 80 |
106.45 |
84.33 |
22.12 |
20.9% |
1.66 |
1.6% |
97% |
False |
False |
3,380 |
| 100 |
106.45 |
80.45 |
26.00 |
24.6% |
1.39 |
1.3% |
97% |
False |
False |
2,908 |
| 120 |
106.45 |
74.41 |
32.04 |
30.3% |
1.19 |
1.1% |
98% |
False |
False |
2,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.37 |
|
2.618 |
110.66 |
|
1.618 |
109.00 |
|
1.000 |
107.97 |
|
0.618 |
107.34 |
|
HIGH |
106.31 |
|
0.618 |
105.68 |
|
0.500 |
105.48 |
|
0.382 |
105.28 |
|
LOW |
104.65 |
|
0.618 |
103.62 |
|
1.000 |
102.99 |
|
1.618 |
101.96 |
|
2.618 |
100.30 |
|
4.250 |
97.60 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.62 |
105.39 |
| PP |
105.55 |
105.09 |
| S1 |
105.48 |
104.80 |
|