NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
105.90 |
105.90 |
0.00 |
0.0% |
101.64 |
| High |
107.00 |
105.90 |
-1.10 |
-1.0% |
106.45 |
| Low |
99.01 |
101.63 |
2.62 |
2.6% |
100.53 |
| Close |
101.34 |
105.65 |
4.31 |
4.3% |
105.69 |
| Range |
7.99 |
4.27 |
-3.72 |
-46.6% |
5.92 |
| ATR |
2.64 |
2.78 |
0.14 |
5.2% |
0.00 |
| Volume |
6,925 |
10,488 |
3,563 |
51.5% |
50,958 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.20 |
115.70 |
108.00 |
|
| R3 |
112.93 |
111.43 |
106.82 |
|
| R2 |
108.66 |
108.66 |
106.43 |
|
| R1 |
107.16 |
107.16 |
106.04 |
105.78 |
| PP |
104.39 |
104.39 |
104.39 |
103.70 |
| S1 |
102.89 |
102.89 |
105.26 |
101.51 |
| S2 |
100.12 |
100.12 |
104.87 |
|
| S3 |
95.85 |
98.62 |
104.48 |
|
| S4 |
91.58 |
94.35 |
103.30 |
|
|
| 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 |
7.6% |
3.57 |
3.4% |
83% |
False |
False |
9,332 |
| 10 |
107.00 |
97.81 |
9.19 |
8.7% |
3.19 |
3.0% |
85% |
False |
False |
9,456 |
| 20 |
107.00 |
95.79 |
11.21 |
10.6% |
2.74 |
2.6% |
88% |
False |
False |
7,180 |
| 40 |
107.00 |
85.15 |
21.85 |
20.7% |
2.23 |
2.1% |
94% |
False |
False |
5,421 |
| 60 |
107.00 |
84.33 |
22.67 |
21.5% |
1.90 |
1.8% |
94% |
False |
False |
4,367 |
| 80 |
107.00 |
84.33 |
22.67 |
21.5% |
1.77 |
1.7% |
94% |
False |
False |
3,574 |
| 100 |
107.00 |
84.02 |
22.98 |
21.8% |
1.51 |
1.4% |
94% |
False |
False |
3,078 |
| 120 |
107.00 |
74.41 |
32.59 |
30.8% |
1.28 |
1.2% |
96% |
False |
False |
2,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.05 |
|
2.618 |
117.08 |
|
1.618 |
112.81 |
|
1.000 |
110.17 |
|
0.618 |
108.54 |
|
HIGH |
105.90 |
|
0.618 |
104.27 |
|
0.500 |
103.77 |
|
0.382 |
103.26 |
|
LOW |
101.63 |
|
0.618 |
98.99 |
|
1.000 |
97.36 |
|
1.618 |
94.72 |
|
2.618 |
90.45 |
|
4.250 |
83.48 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.02 |
104.77 |
| PP |
104.39 |
103.89 |
| S1 |
103.77 |
103.01 |
|