NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.99 |
101.50 |
0.51 |
0.5% |
97.70 |
High |
100.99 |
101.50 |
0.51 |
0.5% |
102.32 |
Low |
100.99 |
98.40 |
-2.59 |
-2.6% |
96.69 |
Close |
100.99 |
97.93 |
-3.06 |
-3.0% |
100.99 |
Range |
0.00 |
3.10 |
3.10 |
|
5.63 |
ATR |
1.35 |
1.47 |
0.13 |
9.3% |
0.00 |
Volume |
260 |
304 |
44 |
16.9% |
1,995 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.58 |
106.35 |
99.64 |
|
R3 |
105.48 |
103.25 |
98.78 |
|
R2 |
102.38 |
102.38 |
98.50 |
|
R1 |
100.15 |
100.15 |
98.21 |
99.72 |
PP |
99.28 |
99.28 |
99.28 |
99.06 |
S1 |
97.05 |
97.05 |
97.65 |
96.62 |
S2 |
96.18 |
96.18 |
97.36 |
|
S3 |
93.08 |
93.95 |
97.08 |
|
S4 |
89.98 |
90.85 |
96.23 |
|
|
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 |
5.7% |
1.14 |
1.2% |
22% |
False |
False |
345 |
10 |
102.68 |
96.69 |
5.99 |
6.1% |
0.82 |
0.8% |
21% |
False |
False |
520 |
20 |
104.10 |
96.69 |
7.41 |
7.6% |
0.58 |
0.6% |
17% |
False |
False |
624 |
40 |
104.10 |
86.00 |
18.10 |
18.5% |
0.45 |
0.5% |
66% |
False |
False |
720 |
60 |
104.10 |
84.44 |
19.66 |
20.1% |
0.32 |
0.3% |
69% |
False |
False |
623 |
80 |
104.10 |
84.44 |
19.66 |
20.1% |
0.41 |
0.4% |
69% |
False |
False |
615 |
100 |
104.10 |
82.46 |
21.64 |
22.1% |
0.62 |
0.6% |
71% |
False |
False |
636 |
120 |
104.10 |
75.30 |
28.80 |
29.4% |
0.56 |
0.6% |
79% |
False |
False |
606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.68 |
2.618 |
109.62 |
1.618 |
106.52 |
1.000 |
104.60 |
0.618 |
103.42 |
HIGH |
101.50 |
0.618 |
100.32 |
0.500 |
99.95 |
0.382 |
99.58 |
LOW |
98.40 |
0.618 |
96.48 |
1.000 |
95.30 |
1.618 |
93.38 |
2.618 |
90.28 |
4.250 |
85.23 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
99.95 |
100.36 |
PP |
99.28 |
99.55 |
S1 |
98.60 |
98.74 |
|