NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
106.07 |
103.77 |
-2.30 |
-2.2% |
100.40 |
| High |
106.07 |
103.99 |
-2.08 |
-2.0% |
105.85 |
| Low |
100.90 |
99.20 |
-1.70 |
-1.7% |
100.13 |
| Close |
105.09 |
99.57 |
-5.52 |
-5.3% |
105.06 |
| Range |
5.17 |
4.79 |
-0.38 |
-7.4% |
5.72 |
| ATR |
2.54 |
2.78 |
0.24 |
9.4% |
0.00 |
| Volume |
8,595 |
7,224 |
-1,371 |
-16.0% |
47,334 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.29 |
112.22 |
102.20 |
|
| R3 |
110.50 |
107.43 |
100.89 |
|
| R2 |
105.71 |
105.71 |
100.45 |
|
| R1 |
102.64 |
102.64 |
100.01 |
101.78 |
| PP |
100.92 |
100.92 |
100.92 |
100.49 |
| S1 |
97.85 |
97.85 |
99.13 |
96.99 |
| S2 |
96.13 |
96.13 |
98.69 |
|
| S3 |
91.34 |
93.06 |
98.25 |
|
| S4 |
86.55 |
88.27 |
96.94 |
|
|
| 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 |
99.20 |
6.87 |
6.9% |
3.86 |
3.9% |
5% |
False |
True |
7,405 |
| 10 |
106.07 |
99.20 |
6.87 |
6.9% |
2.99 |
3.0% |
5% |
False |
True |
8,088 |
| 20 |
106.07 |
95.83 |
10.24 |
10.3% |
2.50 |
2.5% |
37% |
False |
False |
6,630 |
| 40 |
106.07 |
85.68 |
20.39 |
20.5% |
2.08 |
2.1% |
68% |
False |
False |
4,803 |
| 60 |
106.07 |
84.70 |
21.37 |
21.5% |
1.74 |
1.8% |
70% |
False |
False |
3,731 |
| 80 |
106.07 |
84.34 |
21.73 |
21.8% |
1.62 |
1.6% |
70% |
False |
False |
3,296 |
| 100 |
106.07 |
84.34 |
21.73 |
21.8% |
1.41 |
1.4% |
70% |
False |
False |
2,966 |
| 120 |
106.07 |
74.47 |
31.60 |
31.7% |
1.20 |
1.2% |
79% |
False |
False |
2,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.35 |
|
2.618 |
116.53 |
|
1.618 |
111.74 |
|
1.000 |
108.78 |
|
0.618 |
106.95 |
|
HIGH |
103.99 |
|
0.618 |
102.16 |
|
0.500 |
101.60 |
|
0.382 |
101.03 |
|
LOW |
99.20 |
|
0.618 |
96.24 |
|
1.000 |
94.41 |
|
1.618 |
91.45 |
|
2.618 |
86.66 |
|
4.250 |
78.84 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.60 |
102.64 |
| PP |
100.92 |
101.61 |
| S1 |
100.25 |
100.59 |
|