NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
103.17 |
99.08 |
-4.09 |
-4.0% |
100.52 |
High |
104.10 |
99.08 |
-5.02 |
-4.8% |
104.10 |
Low |
102.95 |
99.08 |
-3.87 |
-3.8% |
100.00 |
Close |
103.23 |
99.08 |
-4.15 |
-4.0% |
103.23 |
Range |
1.15 |
0.00 |
-1.15 |
-100.0% |
4.10 |
ATR |
1.14 |
1.36 |
0.21 |
18.8% |
0.00 |
Volume |
452 |
299 |
-153 |
-33.8% |
5,303 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.08 |
99.08 |
99.08 |
|
R3 |
99.08 |
99.08 |
99.08 |
|
R2 |
99.08 |
99.08 |
99.08 |
|
R1 |
99.08 |
99.08 |
99.08 |
99.08 |
PP |
99.08 |
99.08 |
99.08 |
99.08 |
S1 |
99.08 |
99.08 |
99.08 |
99.08 |
S2 |
99.08 |
99.08 |
99.08 |
|
S3 |
99.08 |
99.08 |
99.08 |
|
S4 |
99.08 |
99.08 |
99.08 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.74 |
113.09 |
105.49 |
|
R3 |
110.64 |
108.99 |
104.36 |
|
R2 |
106.54 |
106.54 |
103.98 |
|
R1 |
104.89 |
104.89 |
103.61 |
105.72 |
PP |
102.44 |
102.44 |
102.44 |
102.86 |
S1 |
100.79 |
100.79 |
102.85 |
101.62 |
S2 |
98.34 |
98.34 |
102.48 |
|
S3 |
94.24 |
96.69 |
102.10 |
|
S4 |
90.14 |
92.59 |
100.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.10 |
99.08 |
5.02 |
5.1% |
0.37 |
0.4% |
0% |
False |
True |
788 |
10 |
104.10 |
97.91 |
6.19 |
6.2% |
0.25 |
0.2% |
19% |
False |
False |
748 |
20 |
104.10 |
95.30 |
8.80 |
8.9% |
0.31 |
0.3% |
43% |
False |
False |
643 |
40 |
104.10 |
84.44 |
19.66 |
19.8% |
0.28 |
0.3% |
74% |
False |
False |
709 |
60 |
104.10 |
84.44 |
19.66 |
19.8% |
0.21 |
0.2% |
74% |
False |
False |
586 |
80 |
104.10 |
83.94 |
20.16 |
20.3% |
0.42 |
0.4% |
75% |
False |
False |
652 |
100 |
104.10 |
79.93 |
24.17 |
24.4% |
0.57 |
0.6% |
79% |
False |
False |
653 |
120 |
104.10 |
73.20 |
30.90 |
31.2% |
0.50 |
0.5% |
84% |
False |
False |
609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.08 |
2.618 |
99.08 |
1.618 |
99.08 |
1.000 |
99.08 |
0.618 |
99.08 |
HIGH |
99.08 |
0.618 |
99.08 |
0.500 |
99.08 |
0.382 |
99.08 |
LOW |
99.08 |
0.618 |
99.08 |
1.000 |
99.08 |
1.618 |
99.08 |
2.618 |
99.08 |
4.250 |
99.08 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.08 |
101.59 |
PP |
99.08 |
100.75 |
S1 |
99.08 |
99.92 |
|