NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.39 |
102.20 |
1.81 |
1.8% |
100.01 |
| High |
100.70 |
102.20 |
1.50 |
1.5% |
100.97 |
| Low |
100.00 |
102.20 |
2.20 |
2.2% |
97.91 |
| Close |
101.41 |
102.87 |
1.46 |
1.4% |
99.64 |
| Range |
0.70 |
0.00 |
-0.70 |
-100.0% |
3.06 |
| ATR |
1.18 |
1.15 |
-0.03 |
-2.4% |
0.00 |
| Volume |
490 |
1,260 |
770 |
157.1% |
1,977 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.42 |
102.65 |
102.87 |
|
| R3 |
102.42 |
102.65 |
102.87 |
|
| R2 |
102.42 |
102.42 |
102.87 |
|
| R1 |
102.65 |
102.65 |
102.87 |
102.54 |
| PP |
102.42 |
102.42 |
102.42 |
102.37 |
| S1 |
102.65 |
102.65 |
102.87 |
102.54 |
| S2 |
102.42 |
102.42 |
102.87 |
|
| S3 |
102.42 |
102.65 |
102.87 |
|
| S4 |
102.42 |
102.65 |
102.87 |
|
|
| 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 |
102.20 |
99.64 |
2.56 |
2.5% |
0.25 |
0.2% |
126% |
True |
False |
762 |
| 10 |
102.20 |
97.91 |
4.29 |
4.2% |
0.23 |
0.2% |
116% |
True |
False |
608 |
| 20 |
102.20 |
91.25 |
10.95 |
10.6% |
0.32 |
0.3% |
106% |
True |
False |
757 |
| 40 |
102.20 |
84.44 |
17.76 |
17.3% |
0.25 |
0.2% |
104% |
True |
False |
670 |
| 60 |
102.20 |
84.44 |
17.76 |
17.3% |
0.21 |
0.2% |
104% |
True |
False |
569 |
| 80 |
102.20 |
83.94 |
18.26 |
17.8% |
0.47 |
0.5% |
104% |
True |
False |
651 |
| 100 |
102.20 |
78.79 |
23.41 |
22.8% |
0.56 |
0.5% |
103% |
True |
False |
641 |
| 120 |
102.20 |
73.20 |
29.00 |
28.2% |
0.49 |
0.5% |
102% |
True |
False |
617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.20 |
|
2.618 |
102.20 |
|
1.618 |
102.20 |
|
1.000 |
102.20 |
|
0.618 |
102.20 |
|
HIGH |
102.20 |
|
0.618 |
102.20 |
|
0.500 |
102.20 |
|
0.382 |
102.20 |
|
LOW |
102.20 |
|
0.618 |
102.20 |
|
1.000 |
102.20 |
|
1.618 |
102.20 |
|
2.618 |
102.20 |
|
4.250 |
102.20 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.65 |
102.28 |
| PP |
102.42 |
101.69 |
| S1 |
102.20 |
101.10 |
|