NYMEX Light Sweet Crude Oil Future September 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 |
105.04 |
105.00 |
-0.04 |
0.0% |
100.40 |
| High |
105.85 |
105.48 |
-0.37 |
-0.3% |
105.85 |
| Low |
104.38 |
103.97 |
-0.41 |
-0.4% |
100.13 |
| Close |
105.44 |
105.06 |
-0.38 |
-0.4% |
105.06 |
| Range |
1.47 |
1.51 |
0.04 |
2.7% |
5.72 |
| ATR |
2.06 |
2.02 |
-0.04 |
-1.9% |
0.00 |
| Volume |
8,519 |
7,484 |
-1,035 |
-12.1% |
47,334 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.37 |
108.72 |
105.89 |
|
| R3 |
107.86 |
107.21 |
105.48 |
|
| R2 |
106.35 |
106.35 |
105.34 |
|
| R1 |
105.70 |
105.70 |
105.20 |
106.03 |
| PP |
104.84 |
104.84 |
104.84 |
105.00 |
| S1 |
104.19 |
104.19 |
104.92 |
104.52 |
| S2 |
103.33 |
103.33 |
104.78 |
|
| S3 |
101.82 |
102.68 |
104.64 |
|
| S4 |
100.31 |
101.17 |
104.23 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.84 |
118.67 |
108.21 |
|
| R3 |
115.12 |
112.95 |
106.63 |
|
| R2 |
109.40 |
109.40 |
106.11 |
|
| R1 |
107.23 |
107.23 |
105.58 |
108.32 |
| PP |
103.68 |
103.68 |
103.68 |
104.22 |
| S1 |
101.51 |
101.51 |
104.54 |
102.60 |
| S2 |
97.96 |
97.96 |
104.01 |
|
| S3 |
92.24 |
95.79 |
103.49 |
|
| S4 |
86.52 |
90.07 |
101.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.85 |
100.13 |
5.72 |
5.4% |
1.85 |
1.8% |
86% |
False |
False |
9,466 |
| 10 |
105.85 |
97.15 |
8.70 |
8.3% |
2.20 |
2.1% |
91% |
False |
False |
7,430 |
| 20 |
105.85 |
93.69 |
12.16 |
11.6% |
2.02 |
1.9% |
94% |
False |
False |
6,199 |
| 40 |
105.85 |
84.70 |
21.15 |
20.1% |
1.79 |
1.7% |
96% |
False |
False |
4,440 |
| 60 |
105.85 |
84.70 |
21.15 |
20.1% |
1.49 |
1.4% |
96% |
False |
False |
3,552 |
| 80 |
105.85 |
84.34 |
21.51 |
20.5% |
1.42 |
1.4% |
96% |
False |
False |
3,053 |
| 100 |
105.85 |
79.86 |
25.99 |
24.7% |
1.24 |
1.2% |
97% |
False |
False |
2,782 |
| 120 |
105.85 |
74.47 |
31.38 |
29.9% |
1.07 |
1.0% |
97% |
False |
False |
2,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.90 |
|
2.618 |
109.43 |
|
1.618 |
107.92 |
|
1.000 |
106.99 |
|
0.618 |
106.41 |
|
HIGH |
105.48 |
|
0.618 |
104.90 |
|
0.500 |
104.73 |
|
0.382 |
104.55 |
|
LOW |
103.97 |
|
0.618 |
103.04 |
|
1.000 |
102.46 |
|
1.618 |
101.53 |
|
2.618 |
100.02 |
|
4.250 |
97.55 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.95 |
104.81 |
| PP |
104.84 |
104.55 |
| S1 |
104.73 |
104.30 |
|