NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.74 |
100.40 |
-1.34 |
-1.3% |
100.45 |
| High |
102.42 |
102.77 |
0.35 |
0.3% |
102.42 |
| Low |
100.39 |
100.13 |
-0.26 |
-0.3% |
97.15 |
| Close |
101.29 |
102.68 |
1.39 |
1.4% |
101.29 |
| Range |
2.03 |
2.64 |
0.61 |
30.0% |
5.27 |
| ATR |
2.11 |
2.15 |
0.04 |
1.8% |
0.00 |
| Volume |
4,717 |
6,595 |
1,878 |
39.8% |
26,973 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.78 |
108.87 |
104.13 |
|
| R3 |
107.14 |
106.23 |
103.41 |
|
| R2 |
104.50 |
104.50 |
103.16 |
|
| R1 |
103.59 |
103.59 |
102.92 |
104.05 |
| PP |
101.86 |
101.86 |
101.86 |
102.09 |
| S1 |
100.95 |
100.95 |
102.44 |
101.41 |
| S2 |
99.22 |
99.22 |
102.20 |
|
| S3 |
96.58 |
98.31 |
101.95 |
|
| S4 |
93.94 |
95.67 |
101.23 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.10 |
113.96 |
104.19 |
|
| R3 |
110.83 |
108.69 |
102.74 |
|
| R2 |
105.56 |
105.56 |
102.26 |
|
| R1 |
103.42 |
103.42 |
101.77 |
104.49 |
| PP |
100.29 |
100.29 |
100.29 |
100.82 |
| S1 |
98.15 |
98.15 |
100.81 |
99.22 |
| S2 |
95.02 |
95.02 |
100.32 |
|
| S3 |
89.75 |
92.88 |
99.84 |
|
| S4 |
84.48 |
87.61 |
98.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.77 |
97.15 |
5.62 |
5.5% |
2.82 |
2.8% |
98% |
True |
False |
5,964 |
| 10 |
102.77 |
97.15 |
5.62 |
5.5% |
2.32 |
2.3% |
98% |
True |
False |
5,782 |
| 20 |
102.77 |
91.20 |
11.57 |
11.3% |
1.96 |
1.9% |
99% |
True |
False |
5,015 |
| 40 |
102.77 |
84.70 |
18.07 |
17.6% |
1.78 |
1.7% |
100% |
True |
False |
3,507 |
| 60 |
102.77 |
84.70 |
18.07 |
17.6% |
1.48 |
1.4% |
100% |
True |
False |
3,050 |
| 80 |
102.77 |
84.34 |
18.43 |
17.9% |
1.38 |
1.3% |
100% |
True |
False |
2,579 |
| 100 |
102.77 |
79.86 |
22.91 |
22.3% |
1.19 |
1.2% |
100% |
True |
False |
2,444 |
| 120 |
102.77 |
74.47 |
28.30 |
27.6% |
1.02 |
1.0% |
100% |
True |
False |
2,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.99 |
|
2.618 |
109.68 |
|
1.618 |
107.04 |
|
1.000 |
105.41 |
|
0.618 |
104.40 |
|
HIGH |
102.77 |
|
0.618 |
101.76 |
|
0.500 |
101.45 |
|
0.382 |
101.14 |
|
LOW |
100.13 |
|
0.618 |
98.50 |
|
1.000 |
97.49 |
|
1.618 |
95.86 |
|
2.618 |
93.22 |
|
4.250 |
88.91 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.27 |
102.22 |
| PP |
101.86 |
101.76 |
| S1 |
101.45 |
101.31 |
|