NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.53 |
105.90 |
0.37 |
0.4% |
101.64 |
| High |
106.31 |
107.00 |
0.69 |
0.6% |
106.45 |
| Low |
104.65 |
99.01 |
-5.64 |
-5.4% |
100.53 |
| Close |
105.69 |
101.34 |
-4.35 |
-4.1% |
105.69 |
| Range |
1.66 |
7.99 |
6.33 |
381.3% |
5.92 |
| ATR |
2.23 |
2.64 |
0.41 |
18.4% |
0.00 |
| Volume |
7,473 |
6,925 |
-548 |
-7.3% |
50,958 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.42 |
121.87 |
105.73 |
|
| R3 |
118.43 |
113.88 |
103.54 |
|
| R2 |
110.44 |
110.44 |
102.80 |
|
| R1 |
105.89 |
105.89 |
102.07 |
104.17 |
| PP |
102.45 |
102.45 |
102.45 |
101.59 |
| S1 |
97.90 |
97.90 |
100.61 |
96.18 |
| S2 |
94.46 |
94.46 |
99.88 |
|
| S3 |
86.47 |
89.91 |
99.14 |
|
| S4 |
78.48 |
81.92 |
96.95 |
|
|
| 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 |
107.00 |
99.01 |
7.99 |
7.9% |
3.14 |
3.1% |
29% |
True |
True |
9,459 |
| 10 |
107.00 |
97.44 |
9.56 |
9.4% |
3.14 |
3.1% |
41% |
True |
False |
8,999 |
| 20 |
107.00 |
94.67 |
12.33 |
12.2% |
2.68 |
2.6% |
54% |
True |
False |
6,937 |
| 40 |
107.00 |
84.33 |
22.67 |
22.4% |
2.21 |
2.2% |
75% |
True |
False |
5,262 |
| 60 |
107.00 |
84.33 |
22.67 |
22.4% |
1.85 |
1.8% |
75% |
True |
False |
4,212 |
| 80 |
107.00 |
84.33 |
22.67 |
22.4% |
1.73 |
1.7% |
75% |
True |
False |
3,459 |
| 100 |
107.00 |
81.95 |
25.05 |
24.7% |
1.47 |
1.4% |
77% |
True |
False |
2,975 |
| 120 |
107.00 |
74.41 |
32.59 |
32.2% |
1.25 |
1.2% |
83% |
True |
False |
2,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.96 |
|
2.618 |
127.92 |
|
1.618 |
119.93 |
|
1.000 |
114.99 |
|
0.618 |
111.94 |
|
HIGH |
107.00 |
|
0.618 |
103.95 |
|
0.500 |
103.01 |
|
0.382 |
102.06 |
|
LOW |
99.01 |
|
0.618 |
94.07 |
|
1.000 |
91.02 |
|
1.618 |
86.08 |
|
2.618 |
78.09 |
|
4.250 |
65.05 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.01 |
103.01 |
| PP |
102.45 |
102.45 |
| S1 |
101.90 |
101.90 |
|