NYMEX Light Sweet Crude Oil Future September 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 |
105.00 |
106.07 |
1.07 |
1.0% |
100.40 |
| High |
105.48 |
106.07 |
0.59 |
0.6% |
105.85 |
| Low |
103.97 |
99.71 |
-4.26 |
-4.1% |
100.13 |
| Close |
105.06 |
100.77 |
-4.29 |
-4.1% |
105.06 |
| Range |
1.51 |
6.36 |
4.85 |
321.2% |
5.72 |
| ATR |
2.02 |
2.33 |
0.31 |
15.3% |
0.00 |
| Volume |
7,484 |
5,206 |
-2,278 |
-30.4% |
47,334 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.26 |
117.38 |
104.27 |
|
| R3 |
114.90 |
111.02 |
102.52 |
|
| R2 |
108.54 |
108.54 |
101.94 |
|
| R1 |
104.66 |
104.66 |
101.35 |
103.42 |
| PP |
102.18 |
102.18 |
102.18 |
101.57 |
| S1 |
98.30 |
98.30 |
100.19 |
97.06 |
| S2 |
95.82 |
95.82 |
99.60 |
|
| S3 |
89.46 |
91.94 |
99.02 |
|
| S4 |
83.10 |
85.58 |
97.27 |
|
|
| 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 |
106.07 |
99.71 |
6.36 |
6.3% |
2.60 |
2.6% |
17% |
True |
True |
9,189 |
| 10 |
106.07 |
97.15 |
8.92 |
8.9% |
2.71 |
2.7% |
41% |
True |
False |
7,576 |
| 20 |
106.07 |
94.46 |
11.61 |
11.5% |
2.27 |
2.3% |
54% |
True |
False |
6,200 |
| 40 |
106.07 |
84.70 |
21.37 |
21.2% |
1.92 |
1.9% |
75% |
True |
False |
4,541 |
| 60 |
106.07 |
84.70 |
21.37 |
21.2% |
1.59 |
1.6% |
75% |
True |
False |
3,623 |
| 80 |
106.07 |
84.34 |
21.73 |
21.6% |
1.50 |
1.5% |
76% |
True |
False |
3,106 |
| 100 |
106.07 |
81.51 |
24.56 |
24.4% |
1.31 |
1.3% |
78% |
True |
False |
2,834 |
| 120 |
106.07 |
74.47 |
31.60 |
31.4% |
1.12 |
1.1% |
83% |
True |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.10 |
|
2.618 |
122.72 |
|
1.618 |
116.36 |
|
1.000 |
112.43 |
|
0.618 |
110.00 |
|
HIGH |
106.07 |
|
0.618 |
103.64 |
|
0.500 |
102.89 |
|
0.382 |
102.14 |
|
LOW |
99.71 |
|
0.618 |
95.78 |
|
1.000 |
93.35 |
|
1.618 |
89.42 |
|
2.618 |
83.06 |
|
4.250 |
72.68 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.89 |
102.89 |
| PP |
102.18 |
102.18 |
| S1 |
101.48 |
101.48 |
|