NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 18-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
99.08 |
99.45 |
0.37 |
0.4% |
100.52 |
High |
99.08 |
101.32 |
2.24 |
2.3% |
104.10 |
Low |
99.08 |
99.45 |
0.37 |
0.4% |
100.00 |
Close |
99.08 |
103.43 |
4.35 |
4.4% |
103.23 |
Range |
0.00 |
1.87 |
1.87 |
|
4.10 |
ATR |
1.36 |
1.42 |
0.06 |
4.6% |
0.00 |
Volume |
299 |
627 |
328 |
109.7% |
5,303 |
|
Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.01 |
107.09 |
104.46 |
|
R3 |
105.14 |
105.22 |
103.94 |
|
R2 |
103.27 |
103.27 |
103.77 |
|
R1 |
103.35 |
103.35 |
103.60 |
103.31 |
PP |
101.40 |
101.40 |
101.40 |
101.38 |
S1 |
101.48 |
101.48 |
103.26 |
101.44 |
S2 |
99.53 |
99.53 |
103.09 |
|
S3 |
97.66 |
99.61 |
102.92 |
|
S4 |
95.79 |
97.74 |
102.40 |
|
|
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 |
4.9% |
0.60 |
0.6% |
87% |
False |
False |
815 |
10 |
104.10 |
98.15 |
5.95 |
5.8% |
0.43 |
0.4% |
89% |
False |
False |
742 |
20 |
104.10 |
95.30 |
8.80 |
8.5% |
0.38 |
0.4% |
92% |
False |
False |
636 |
40 |
104.10 |
84.44 |
19.66 |
19.0% |
0.32 |
0.3% |
97% |
False |
False |
699 |
60 |
104.10 |
84.44 |
19.66 |
19.0% |
0.24 |
0.2% |
97% |
False |
False |
591 |
80 |
104.10 |
83.94 |
20.16 |
19.5% |
0.44 |
0.4% |
97% |
False |
False |
640 |
100 |
104.10 |
80.25 |
23.85 |
23.1% |
0.59 |
0.6% |
97% |
False |
False |
634 |
120 |
104.10 |
73.20 |
30.90 |
29.9% |
0.52 |
0.5% |
98% |
False |
False |
613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.27 |
2.618 |
106.22 |
1.618 |
104.35 |
1.000 |
103.19 |
0.618 |
102.48 |
HIGH |
101.32 |
0.618 |
100.61 |
0.500 |
100.39 |
0.382 |
100.16 |
LOW |
99.45 |
0.618 |
98.29 |
1.000 |
97.58 |
1.618 |
96.42 |
2.618 |
94.55 |
4.250 |
91.50 |
|
|
Fisher Pivots for day following 18-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.42 |
102.82 |
PP |
101.40 |
102.20 |
S1 |
100.39 |
101.59 |
|