NYMEX Light Sweet Crude Oil Future September 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 |
106.07 |
106.07 |
0.00 |
0.0% |
100.40 |
| High |
106.07 |
106.07 |
0.00 |
0.0% |
105.85 |
| Low |
99.71 |
100.90 |
1.19 |
1.2% |
100.13 |
| Close |
100.77 |
105.09 |
4.32 |
4.3% |
105.06 |
| Range |
6.36 |
5.17 |
-1.19 |
-18.7% |
5.72 |
| ATR |
2.33 |
2.54 |
0.21 |
9.1% |
0.00 |
| Volume |
5,206 |
8,595 |
3,389 |
65.1% |
47,334 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.53 |
117.48 |
107.93 |
|
| R3 |
114.36 |
112.31 |
106.51 |
|
| R2 |
109.19 |
109.19 |
106.04 |
|
| R1 |
107.14 |
107.14 |
105.56 |
105.58 |
| PP |
104.02 |
104.02 |
104.02 |
103.24 |
| S1 |
101.97 |
101.97 |
104.62 |
100.41 |
| S2 |
98.85 |
98.85 |
104.14 |
|
| S3 |
93.68 |
96.80 |
103.67 |
|
| S4 |
88.51 |
91.63 |
102.25 |
|
|
| 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 |
6.1% |
3.29 |
3.1% |
85% |
True |
False |
8,951 |
| 10 |
106.07 |
98.18 |
7.89 |
7.5% |
2.85 |
2.7% |
88% |
True |
False |
7,928 |
| 20 |
106.07 |
95.83 |
10.24 |
9.7% |
2.36 |
2.2% |
90% |
True |
False |
6,463 |
| 40 |
106.07 |
85.11 |
20.96 |
19.9% |
1.98 |
1.9% |
95% |
True |
False |
4,681 |
| 60 |
106.07 |
84.70 |
21.37 |
20.3% |
1.66 |
1.6% |
95% |
True |
False |
3,753 |
| 80 |
106.07 |
84.34 |
21.73 |
20.7% |
1.56 |
1.5% |
95% |
True |
False |
3,209 |
| 100 |
106.07 |
83.49 |
22.58 |
21.5% |
1.36 |
1.3% |
96% |
True |
False |
2,915 |
| 120 |
106.07 |
74.47 |
31.60 |
30.1% |
1.16 |
1.1% |
97% |
True |
False |
2,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.04 |
|
2.618 |
119.61 |
|
1.618 |
114.44 |
|
1.000 |
111.24 |
|
0.618 |
109.27 |
|
HIGH |
106.07 |
|
0.618 |
104.10 |
|
0.500 |
103.49 |
|
0.382 |
102.87 |
|
LOW |
100.90 |
|
0.618 |
97.70 |
|
1.000 |
95.73 |
|
1.618 |
92.53 |
|
2.618 |
87.36 |
|
4.250 |
78.93 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.56 |
104.36 |
| PP |
104.02 |
103.62 |
| S1 |
103.49 |
102.89 |
|