NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 10-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
99.64 |
100.52 |
0.88 |
0.9% |
100.01 |
High |
99.64 |
100.52 |
0.88 |
0.9% |
100.97 |
Low |
99.64 |
100.52 |
0.88 |
0.9% |
97.91 |
Close |
99.64 |
100.52 |
0.88 |
0.9% |
99.64 |
Range |
|
|
|
|
|
ATR |
1.24 |
1.22 |
-0.03 |
-2.1% |
0.00 |
Volume |
358 |
1,662 |
1,304 |
364.2% |
1,977 |
|
Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.52 |
100.52 |
100.52 |
|
R3 |
100.52 |
100.52 |
100.52 |
|
R2 |
100.52 |
100.52 |
100.52 |
|
R1 |
100.52 |
100.52 |
100.52 |
100.52 |
PP |
100.52 |
100.52 |
100.52 |
100.52 |
S1 |
100.52 |
100.52 |
100.52 |
100.52 |
S2 |
100.52 |
100.52 |
100.52 |
|
S3 |
100.52 |
100.52 |
100.52 |
|
S4 |
100.52 |
100.52 |
100.52 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.69 |
107.22 |
101.32 |
|
R3 |
105.63 |
104.16 |
100.48 |
|
R2 |
102.57 |
102.57 |
100.20 |
|
R1 |
101.10 |
101.10 |
99.92 |
100.31 |
PP |
99.51 |
99.51 |
99.51 |
99.11 |
S1 |
98.04 |
98.04 |
99.36 |
97.25 |
S2 |
96.45 |
96.45 |
99.08 |
|
S3 |
93.39 |
94.98 |
98.80 |
|
S4 |
90.33 |
91.92 |
97.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.53 |
97.91 |
2.62 |
2.6% |
0.12 |
0.1% |
100% |
False |
False |
708 |
10 |
100.97 |
97.66 |
3.31 |
3.3% |
0.23 |
0.2% |
86% |
False |
False |
632 |
20 |
100.97 |
90.95 |
10.02 |
10.0% |
0.33 |
0.3% |
96% |
False |
False |
688 |
40 |
100.97 |
84.44 |
16.53 |
16.4% |
0.23 |
0.2% |
97% |
False |
False |
657 |
60 |
100.97 |
84.44 |
16.53 |
16.4% |
0.24 |
0.2% |
97% |
False |
False |
550 |
80 |
100.97 |
83.14 |
17.83 |
17.7% |
0.51 |
0.5% |
97% |
False |
False |
644 |
100 |
100.97 |
78.37 |
22.60 |
22.5% |
0.55 |
0.6% |
98% |
False |
False |
626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.52 |
2.618 |
100.52 |
1.618 |
100.52 |
1.000 |
100.52 |
0.618 |
100.52 |
HIGH |
100.52 |
0.618 |
100.52 |
0.500 |
100.52 |
0.382 |
100.52 |
LOW |
100.52 |
0.618 |
100.52 |
1.000 |
100.52 |
1.618 |
100.52 |
2.618 |
100.52 |
4.250 |
100.52 |
|
|
Fisher Pivots for day following 10-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.52 |
100.38 |
PP |
100.52 |
100.23 |
S1 |
100.52 |
100.09 |
|