NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 26-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
98.31 |
100.55 |
2.24 |
2.3% |
99.08 |
High |
98.31 |
101.06 |
2.75 |
2.8% |
102.68 |
Low |
96.69 |
100.55 |
3.86 |
4.0% |
97.80 |
Close |
98.31 |
101.39 |
3.08 |
3.1% |
97.80 |
Range |
1.62 |
0.51 |
-1.11 |
-68.5% |
4.88 |
ATR |
1.28 |
1.38 |
0.11 |
8.2% |
0.00 |
Volume |
112 |
315 |
203 |
181.3% |
2,902 |
|
Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.53 |
102.47 |
101.67 |
|
R3 |
102.02 |
101.96 |
101.53 |
|
R2 |
101.51 |
101.51 |
101.48 |
|
R1 |
101.45 |
101.45 |
101.44 |
101.48 |
PP |
101.00 |
101.00 |
101.00 |
101.02 |
S1 |
100.94 |
100.94 |
101.34 |
100.97 |
S2 |
100.49 |
100.49 |
101.30 |
|
S3 |
99.98 |
100.43 |
101.25 |
|
S4 |
99.47 |
99.92 |
101.11 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.07 |
110.81 |
100.48 |
|
R3 |
109.19 |
105.93 |
99.14 |
|
R2 |
104.31 |
104.31 |
98.69 |
|
R1 |
101.05 |
101.05 |
98.25 |
100.24 |
PP |
99.43 |
99.43 |
99.43 |
99.02 |
S1 |
96.17 |
96.17 |
97.35 |
95.36 |
S2 |
94.55 |
94.55 |
96.91 |
|
S3 |
89.67 |
91.29 |
96.46 |
|
S4 |
84.79 |
86.41 |
95.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.68 |
96.69 |
5.99 |
5.9% |
0.56 |
0.5% |
78% |
False |
False |
595 |
10 |
104.10 |
96.69 |
7.41 |
7.3% |
0.58 |
0.6% |
63% |
False |
False |
705 |
20 |
104.10 |
96.69 |
7.41 |
7.3% |
0.44 |
0.4% |
63% |
False |
False |
605 |
40 |
104.10 |
86.00 |
18.10 |
17.9% |
0.37 |
0.4% |
85% |
False |
False |
719 |
60 |
104.10 |
84.44 |
19.66 |
19.4% |
0.29 |
0.3% |
86% |
False |
False |
612 |
80 |
104.10 |
83.94 |
20.16 |
19.9% |
0.43 |
0.4% |
87% |
False |
False |
607 |
100 |
104.10 |
82.46 |
21.64 |
21.3% |
0.61 |
0.6% |
87% |
False |
False |
635 |
120 |
104.10 |
74.49 |
29.61 |
29.2% |
0.53 |
0.5% |
91% |
False |
False |
628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.23 |
2.618 |
102.40 |
1.618 |
101.89 |
1.000 |
101.57 |
0.618 |
101.38 |
HIGH |
101.06 |
0.618 |
100.87 |
0.500 |
100.81 |
0.382 |
100.74 |
LOW |
100.55 |
0.618 |
100.23 |
1.000 |
100.04 |
1.618 |
99.72 |
2.618 |
99.21 |
4.250 |
98.38 |
|
|
Fisher Pivots for day following 26-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.20 |
100.55 |
PP |
101.00 |
99.71 |
S1 |
100.81 |
98.88 |
|