NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
99.20 |
98.38 |
-0.82 |
-0.8% |
105.90 |
| High |
100.22 |
100.26 |
0.04 |
0.0% |
107.00 |
| Low |
98.05 |
98.22 |
0.17 |
0.2% |
97.33 |
| Close |
99.15 |
100.07 |
0.92 |
0.9% |
99.66 |
| Range |
2.17 |
2.04 |
-0.13 |
-6.0% |
9.67 |
| ATR |
2.94 |
2.88 |
-0.06 |
-2.2% |
0.00 |
| Volume |
12,020 |
4,900 |
-7,120 |
-59.2% |
39,897 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.64 |
104.89 |
101.19 |
|
| R3 |
103.60 |
102.85 |
100.63 |
|
| R2 |
101.56 |
101.56 |
100.44 |
|
| R1 |
100.81 |
100.81 |
100.26 |
101.19 |
| PP |
99.52 |
99.52 |
99.52 |
99.70 |
| S1 |
98.77 |
98.77 |
99.88 |
99.15 |
| S2 |
97.48 |
97.48 |
99.70 |
|
| S3 |
95.44 |
96.73 |
99.51 |
|
| S4 |
93.40 |
94.69 |
98.95 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.34 |
124.67 |
104.98 |
|
| R3 |
120.67 |
115.00 |
102.32 |
|
| R2 |
111.00 |
111.00 |
101.43 |
|
| R1 |
105.33 |
105.33 |
100.55 |
103.33 |
| PP |
101.33 |
101.33 |
101.33 |
100.33 |
| S1 |
95.66 |
95.66 |
98.77 |
93.66 |
| S2 |
91.66 |
91.66 |
97.89 |
|
| S3 |
81.99 |
85.99 |
97.00 |
|
| S4 |
72.32 |
76.32 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.90 |
97.33 |
8.57 |
8.6% |
3.32 |
3.3% |
32% |
False |
False |
9,978 |
| 10 |
107.00 |
97.33 |
9.67 |
9.7% |
3.23 |
3.2% |
28% |
False |
False |
9,718 |
| 20 |
107.00 |
97.33 |
9.67 |
9.7% |
2.95 |
2.9% |
28% |
False |
False |
8,268 |
| 40 |
107.00 |
86.15 |
20.85 |
20.8% |
2.35 |
2.3% |
67% |
False |
False |
5,718 |
| 60 |
107.00 |
84.33 |
22.67 |
22.7% |
2.09 |
2.1% |
69% |
False |
False |
4,944 |
| 80 |
107.00 |
84.33 |
22.67 |
22.7% |
1.86 |
1.9% |
69% |
False |
False |
4,047 |
| 100 |
107.00 |
84.33 |
22.67 |
22.7% |
1.63 |
1.6% |
69% |
False |
False |
3,433 |
| 120 |
107.00 |
75.00 |
32.00 |
32.0% |
1.38 |
1.4% |
78% |
False |
False |
2,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.93 |
|
2.618 |
105.60 |
|
1.618 |
103.56 |
|
1.000 |
102.30 |
|
0.618 |
101.52 |
|
HIGH |
100.26 |
|
0.618 |
99.48 |
|
0.500 |
99.24 |
|
0.382 |
99.00 |
|
LOW |
98.22 |
|
0.618 |
96.96 |
|
1.000 |
96.18 |
|
1.618 |
94.92 |
|
2.618 |
92.88 |
|
4.250 |
89.55 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.79 |
99.65 |
| PP |
99.52 |
99.22 |
| S1 |
99.24 |
98.80 |
|