NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
103.77 |
96.76 |
-7.01 |
-6.8% |
100.40 |
| High |
103.99 |
99.37 |
-4.62 |
-4.4% |
105.85 |
| Low |
99.20 |
96.72 |
-2.48 |
-2.5% |
100.13 |
| Close |
99.57 |
99.14 |
-0.43 |
-0.4% |
105.06 |
| Range |
4.79 |
2.65 |
-2.14 |
-44.7% |
5.72 |
| ATR |
2.78 |
2.79 |
0.00 |
0.2% |
0.00 |
| Volume |
7,224 |
9,277 |
2,053 |
28.4% |
47,334 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.36 |
105.40 |
100.60 |
|
| R3 |
103.71 |
102.75 |
99.87 |
|
| R2 |
101.06 |
101.06 |
99.63 |
|
| R1 |
100.10 |
100.10 |
99.38 |
100.58 |
| PP |
98.41 |
98.41 |
98.41 |
98.65 |
| S1 |
97.45 |
97.45 |
98.90 |
97.93 |
| S2 |
95.76 |
95.76 |
98.65 |
|
| S3 |
93.11 |
94.80 |
98.41 |
|
| S4 |
90.46 |
92.15 |
97.68 |
|
|
| 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 |
96.72 |
9.35 |
9.4% |
4.10 |
4.1% |
26% |
False |
True |
7,557 |
| 10 |
106.07 |
96.72 |
9.35 |
9.4% |
3.03 |
3.1% |
26% |
False |
True |
8,235 |
| 20 |
106.07 |
95.83 |
10.24 |
10.3% |
2.56 |
2.6% |
32% |
False |
False |
6,947 |
| 40 |
106.07 |
86.44 |
19.63 |
19.8% |
2.11 |
2.1% |
65% |
False |
False |
4,955 |
| 60 |
106.07 |
84.70 |
21.37 |
21.6% |
1.78 |
1.8% |
68% |
False |
False |
3,861 |
| 80 |
106.07 |
84.34 |
21.73 |
21.9% |
1.64 |
1.7% |
68% |
False |
False |
3,410 |
| 100 |
106.07 |
84.34 |
21.73 |
21.9% |
1.43 |
1.4% |
68% |
False |
False |
3,022 |
| 120 |
106.07 |
74.47 |
31.60 |
31.9% |
1.22 |
1.2% |
78% |
False |
False |
2,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.63 |
|
2.618 |
106.31 |
|
1.618 |
103.66 |
|
1.000 |
102.02 |
|
0.618 |
101.01 |
|
HIGH |
99.37 |
|
0.618 |
98.36 |
|
0.500 |
98.05 |
|
0.382 |
97.73 |
|
LOW |
96.72 |
|
0.618 |
95.08 |
|
1.000 |
94.07 |
|
1.618 |
92.43 |
|
2.618 |
89.78 |
|
4.250 |
85.46 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.78 |
101.40 |
| PP |
98.41 |
100.64 |
| S1 |
98.05 |
99.89 |
|