NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 28-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
101.87 |
100.99 |
-0.88 |
-0.9% |
97.70 |
High |
102.32 |
100.99 |
-1.33 |
-1.3% |
102.32 |
Low |
101.87 |
100.99 |
-0.88 |
-0.9% |
96.69 |
Close |
102.32 |
100.99 |
-1.33 |
-1.3% |
100.99 |
Range |
0.45 |
0.00 |
-0.45 |
-100.0% |
5.63 |
ATR |
1.35 |
1.35 |
0.00 |
-0.1% |
0.00 |
Volume |
734 |
260 |
-474 |
-64.6% |
1,995 |
|
Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.99 |
100.99 |
100.99 |
|
R3 |
100.99 |
100.99 |
100.99 |
|
R2 |
100.99 |
100.99 |
100.99 |
|
R1 |
100.99 |
100.99 |
100.99 |
100.99 |
PP |
100.99 |
100.99 |
100.99 |
100.99 |
S1 |
100.99 |
100.99 |
100.99 |
100.99 |
S2 |
100.99 |
100.99 |
100.99 |
|
S3 |
100.99 |
100.99 |
100.99 |
|
S4 |
100.99 |
100.99 |
100.99 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.89 |
114.57 |
104.09 |
|
R3 |
111.26 |
108.94 |
102.54 |
|
R2 |
105.63 |
105.63 |
102.02 |
|
R1 |
103.31 |
103.31 |
101.51 |
104.47 |
PP |
100.00 |
100.00 |
100.00 |
100.58 |
S1 |
97.68 |
97.68 |
100.47 |
98.84 |
S2 |
94.37 |
94.37 |
99.96 |
|
S3 |
88.74 |
92.05 |
99.44 |
|
S4 |
83.11 |
86.42 |
97.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.32 |
96.69 |
5.63 |
5.6% |
0.57 |
0.6% |
76% |
False |
False |
399 |
10 |
104.10 |
96.69 |
7.41 |
7.3% |
0.63 |
0.6% |
58% |
False |
False |
534 |
20 |
104.10 |
96.69 |
7.41 |
7.3% |
0.43 |
0.4% |
58% |
False |
False |
631 |
40 |
104.10 |
86.00 |
18.10 |
17.9% |
0.37 |
0.4% |
83% |
False |
False |
724 |
60 |
104.10 |
84.44 |
19.66 |
19.5% |
0.29 |
0.3% |
84% |
False |
False |
619 |
80 |
104.10 |
83.94 |
20.16 |
20.0% |
0.40 |
0.4% |
85% |
False |
False |
613 |
100 |
104.10 |
82.46 |
21.64 |
21.4% |
0.60 |
0.6% |
86% |
False |
False |
635 |
120 |
104.10 |
74.49 |
29.61 |
29.3% |
0.53 |
0.5% |
89% |
False |
False |
613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.99 |
2.618 |
100.99 |
1.618 |
100.99 |
1.000 |
100.99 |
0.618 |
100.99 |
HIGH |
100.99 |
0.618 |
100.99 |
0.500 |
100.99 |
0.382 |
100.99 |
LOW |
100.99 |
0.618 |
100.99 |
1.000 |
100.99 |
1.618 |
100.99 |
2.618 |
100.99 |
4.250 |
100.99 |
|
|
Fisher Pivots for day following 28-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.99 |
101.44 |
PP |
100.99 |
101.29 |
S1 |
100.99 |
101.14 |
|