NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
99.45 |
102.68 |
3.23 |
3.2% |
100.52 |
High |
101.32 |
102.68 |
1.36 |
1.3% |
104.10 |
Low |
99.45 |
102.28 |
2.83 |
2.8% |
100.00 |
Close |
103.43 |
98.10 |
-5.33 |
-5.2% |
103.23 |
Range |
1.87 |
0.40 |
-1.47 |
-78.6% |
4.10 |
ATR |
1.42 |
1.40 |
-0.02 |
-1.4% |
0.00 |
Volume |
627 |
1,708 |
1,081 |
172.4% |
5,303 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.22 |
100.56 |
98.32 |
|
R3 |
101.82 |
100.16 |
98.21 |
|
R2 |
101.42 |
101.42 |
98.17 |
|
R1 |
99.76 |
99.76 |
98.14 |
100.39 |
PP |
101.02 |
101.02 |
101.02 |
101.34 |
S1 |
99.36 |
99.36 |
98.06 |
99.99 |
S2 |
100.62 |
100.62 |
98.03 |
|
S3 |
100.22 |
98.96 |
97.99 |
|
S4 |
99.82 |
98.56 |
97.88 |
|
|
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% |
0.68 |
0.7% |
-20% |
False |
False |
905 |
10 |
104.10 |
99.08 |
5.02 |
5.1% |
0.47 |
0.5% |
-20% |
False |
False |
833 |
20 |
104.10 |
95.30 |
8.80 |
9.0% |
0.35 |
0.4% |
32% |
False |
False |
716 |
40 |
104.10 |
84.44 |
19.66 |
20.0% |
0.33 |
0.3% |
69% |
False |
False |
740 |
60 |
104.10 |
84.44 |
19.66 |
20.0% |
0.25 |
0.3% |
69% |
False |
False |
600 |
80 |
104.10 |
83.94 |
20.16 |
20.6% |
0.45 |
0.5% |
70% |
False |
False |
641 |
100 |
104.10 |
82.46 |
21.64 |
22.1% |
0.59 |
0.6% |
72% |
False |
False |
649 |
120 |
104.10 |
73.20 |
30.90 |
31.5% |
0.51 |
0.5% |
81% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.38 |
2.618 |
103.73 |
1.618 |
103.33 |
1.000 |
103.08 |
0.618 |
102.93 |
HIGH |
102.68 |
0.618 |
102.53 |
0.500 |
102.48 |
0.382 |
102.43 |
LOW |
102.28 |
0.618 |
102.03 |
1.000 |
101.88 |
1.618 |
101.63 |
2.618 |
101.23 |
4.250 |
100.58 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.48 |
100.88 |
PP |
101.02 |
99.95 |
S1 |
99.56 |
99.03 |
|