NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.95 |
101.55 |
0.60 |
0.6% |
99.58 |
| High |
100.95 |
101.55 |
0.60 |
0.6% |
100.71 |
| Low |
100.95 |
101.40 |
0.45 |
0.4% |
96.57 |
| Close |
100.95 |
102.45 |
1.50 |
1.5% |
99.30 |
| Range |
0.00 |
0.15 |
0.15 |
|
4.14 |
| ATR |
1.34 |
1.28 |
-0.05 |
-3.9% |
0.00 |
| Volume |
5 |
650 |
645 |
12,900.0% |
1,907 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.25 |
102.50 |
102.53 |
|
| R3 |
102.10 |
102.35 |
102.49 |
|
| R2 |
101.95 |
101.95 |
102.48 |
|
| R1 |
102.20 |
102.20 |
102.46 |
102.08 |
| PP |
101.80 |
101.80 |
101.80 |
101.74 |
| S1 |
102.05 |
102.05 |
102.44 |
101.93 |
| S2 |
101.65 |
101.65 |
102.42 |
|
| S3 |
101.50 |
101.90 |
102.41 |
|
| S4 |
101.35 |
101.75 |
102.37 |
|
|
| 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 |
101.55 |
99.30 |
2.25 |
2.2% |
0.03 |
0.0% |
140% |
True |
False |
207 |
| 10 |
101.55 |
96.57 |
4.98 |
4.9% |
0.13 |
0.1% |
118% |
True |
False |
282 |
| 20 |
101.55 |
91.39 |
10.16 |
9.9% |
0.10 |
0.1% |
109% |
True |
False |
385 |
| 40 |
101.55 |
84.00 |
17.55 |
17.1% |
0.10 |
0.1% |
105% |
True |
False |
301 |
| 60 |
101.55 |
84.00 |
17.55 |
17.1% |
0.10 |
0.1% |
105% |
True |
False |
322 |
| 80 |
101.55 |
83.78 |
17.77 |
17.3% |
0.09 |
0.1% |
105% |
True |
False |
357 |
| 100 |
101.55 |
78.45 |
23.10 |
22.5% |
0.07 |
0.1% |
104% |
True |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.19 |
|
2.618 |
101.94 |
|
1.618 |
101.79 |
|
1.000 |
101.70 |
|
0.618 |
101.64 |
|
HIGH |
101.55 |
|
0.618 |
101.49 |
|
0.500 |
101.48 |
|
0.382 |
101.46 |
|
LOW |
101.40 |
|
0.618 |
101.31 |
|
1.000 |
101.25 |
|
1.618 |
101.16 |
|
2.618 |
101.01 |
|
4.250 |
100.76 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.13 |
101.90 |
| PP |
101.80 |
101.35 |
| S1 |
101.48 |
100.80 |
|