NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
102.20 |
103.88 |
1.68 |
1.6% |
100.01 |
High |
102.20 |
103.88 |
1.68 |
1.6% |
100.97 |
Low |
102.20 |
103.88 |
1.68 |
1.6% |
97.91 |
Close |
102.87 |
103.88 |
1.01 |
1.0% |
99.64 |
Range |
|
|
|
|
|
ATR |
1.15 |
1.14 |
-0.01 |
-0.9% |
0.00 |
Volume |
1,260 |
1,439 |
179 |
14.2% |
1,977 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.88 |
103.88 |
103.88 |
|
R3 |
103.88 |
103.88 |
103.88 |
|
R2 |
103.88 |
103.88 |
103.88 |
|
R1 |
103.88 |
103.88 |
103.88 |
103.88 |
PP |
103.88 |
103.88 |
103.88 |
103.88 |
S1 |
103.88 |
103.88 |
103.88 |
103.88 |
S2 |
103.88 |
103.88 |
103.88 |
|
S3 |
103.88 |
103.88 |
103.88 |
|
S4 |
103.88 |
103.88 |
103.88 |
|
|
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 |
103.88 |
99.64 |
4.24 |
4.1% |
0.14 |
0.1% |
100% |
True |
False |
1,041 |
10 |
103.88 |
97.91 |
5.97 |
5.7% |
0.23 |
0.2% |
100% |
True |
False |
727 |
20 |
103.88 |
92.74 |
11.14 |
10.7% |
0.31 |
0.3% |
100% |
True |
False |
793 |
40 |
103.88 |
84.44 |
19.44 |
18.7% |
0.25 |
0.2% |
100% |
True |
False |
704 |
60 |
103.88 |
84.44 |
19.44 |
18.7% |
0.21 |
0.2% |
100% |
True |
False |
590 |
80 |
103.88 |
83.94 |
19.94 |
19.2% |
0.46 |
0.4% |
100% |
True |
False |
660 |
100 |
103.88 |
78.79 |
25.09 |
24.2% |
0.56 |
0.5% |
100% |
True |
False |
651 |
120 |
103.88 |
73.20 |
30.68 |
29.5% |
0.49 |
0.5% |
100% |
True |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.88 |
2.618 |
103.88 |
1.618 |
103.88 |
1.000 |
103.88 |
0.618 |
103.88 |
HIGH |
103.88 |
0.618 |
103.88 |
0.500 |
103.88 |
0.382 |
103.88 |
LOW |
103.88 |
0.618 |
103.88 |
1.000 |
103.88 |
1.618 |
103.88 |
2.618 |
103.88 |
4.250 |
103.88 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
103.88 |
103.23 |
PP |
103.88 |
102.59 |
S1 |
103.88 |
101.94 |
|