NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.52 |
100.39 |
-0.13 |
-0.1% |
100.01 |
High |
100.52 |
100.70 |
0.18 |
0.2% |
100.97 |
Low |
100.52 |
100.00 |
-0.52 |
-0.5% |
97.91 |
Close |
100.52 |
101.41 |
0.89 |
0.9% |
99.64 |
Range |
0.00 |
0.70 |
0.70 |
|
3.06 |
ATR |
1.22 |
1.18 |
-0.04 |
-3.0% |
0.00 |
Volume |
1,662 |
490 |
-1,172 |
-70.5% |
1,977 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.80 |
102.81 |
101.80 |
|
R3 |
102.10 |
102.11 |
101.60 |
|
R2 |
101.40 |
101.40 |
101.54 |
|
R1 |
101.41 |
101.41 |
101.47 |
101.41 |
PP |
100.70 |
100.70 |
100.70 |
100.70 |
S1 |
100.71 |
100.71 |
101.35 |
100.71 |
S2 |
100.00 |
100.00 |
101.28 |
|
S3 |
99.30 |
100.01 |
101.22 |
|
S4 |
98.60 |
99.31 |
101.03 |
|
|
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 |
100.70 |
98.15 |
2.55 |
2.5% |
0.25 |
0.2% |
128% |
True |
False |
670 |
10 |
100.97 |
97.66 |
3.31 |
3.3% |
0.30 |
0.3% |
113% |
False |
False |
505 |
20 |
100.97 |
90.95 |
10.02 |
9.9% |
0.34 |
0.3% |
104% |
False |
False |
703 |
40 |
100.97 |
84.44 |
16.53 |
16.3% |
0.25 |
0.2% |
103% |
False |
False |
649 |
60 |
100.97 |
84.44 |
16.53 |
16.3% |
0.22 |
0.2% |
103% |
False |
False |
552 |
80 |
100.97 |
83.14 |
17.83 |
17.6% |
0.50 |
0.5% |
102% |
False |
False |
648 |
100 |
100.97 |
78.79 |
22.18 |
21.9% |
0.56 |
0.6% |
102% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.68 |
2.618 |
102.53 |
1.618 |
101.83 |
1.000 |
101.40 |
0.618 |
101.13 |
HIGH |
100.70 |
0.618 |
100.43 |
0.500 |
100.35 |
0.382 |
100.27 |
LOW |
100.00 |
0.618 |
99.57 |
1.000 |
99.30 |
1.618 |
98.87 |
2.618 |
98.17 |
4.250 |
97.03 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.06 |
101.00 |
PP |
100.70 |
100.58 |
S1 |
100.35 |
100.17 |
|