NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.04 |
100.95 |
0.91 |
0.9% |
99.58 |
High |
100.04 |
100.95 |
0.91 |
0.9% |
100.71 |
Low |
100.04 |
100.95 |
0.91 |
0.9% |
96.57 |
Close |
100.04 |
100.95 |
0.91 |
0.9% |
99.30 |
Range |
|
|
|
|
|
ATR |
1.37 |
1.34 |
-0.03 |
-2.4% |
0.00 |
Volume |
76 |
5 |
-71 |
-93.4% |
1,907 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.95 |
100.95 |
100.95 |
|
R3 |
100.95 |
100.95 |
100.95 |
|
R2 |
100.95 |
100.95 |
100.95 |
|
R1 |
100.95 |
100.95 |
100.95 |
100.95 |
PP |
100.95 |
100.95 |
100.95 |
100.95 |
S1 |
100.95 |
100.95 |
100.95 |
100.95 |
S2 |
100.95 |
100.95 |
100.95 |
|
S3 |
100.95 |
100.95 |
100.95 |
|
S4 |
100.95 |
100.95 |
100.95 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.28 |
109.43 |
101.58 |
|
R3 |
107.14 |
105.29 |
100.44 |
|
R2 |
103.00 |
103.00 |
100.06 |
|
R1 |
101.15 |
101.15 |
99.68 |
100.01 |
PP |
98.86 |
98.86 |
98.86 |
98.29 |
S1 |
97.01 |
97.01 |
98.92 |
95.87 |
S2 |
94.72 |
94.72 |
98.54 |
|
S3 |
90.58 |
92.87 |
98.16 |
|
S4 |
86.44 |
88.73 |
97.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.95 |
99.30 |
1.65 |
1.6% |
0.00 |
0.0% |
100% |
True |
False |
317 |
10 |
100.95 |
96.57 |
4.38 |
4.3% |
0.17 |
0.2% |
100% |
True |
False |
263 |
20 |
100.95 |
90.70 |
10.25 |
10.2% |
0.10 |
0.1% |
100% |
True |
False |
367 |
40 |
100.95 |
84.00 |
16.95 |
16.8% |
0.10 |
0.1% |
100% |
True |
False |
291 |
60 |
100.95 |
84.00 |
16.95 |
16.8% |
0.10 |
0.1% |
100% |
True |
False |
314 |
80 |
100.95 |
83.78 |
17.17 |
17.0% |
0.09 |
0.1% |
100% |
True |
False |
349 |
100 |
100.95 |
78.05 |
22.90 |
22.7% |
0.07 |
0.1% |
100% |
True |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.95 |
2.618 |
100.95 |
1.618 |
100.95 |
1.000 |
100.95 |
0.618 |
100.95 |
HIGH |
100.95 |
0.618 |
100.95 |
0.500 |
100.95 |
0.382 |
100.95 |
LOW |
100.95 |
0.618 |
100.95 |
1.000 |
100.95 |
1.618 |
100.95 |
2.618 |
100.95 |
4.250 |
100.95 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.95 |
100.68 |
PP |
100.95 |
100.40 |
S1 |
100.95 |
100.13 |
|