NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 13-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
101.55 |
103.50 |
1.95 |
1.9% |
99.58 |
High |
101.55 |
103.50 |
1.95 |
1.9% |
100.71 |
Low |
101.40 |
103.50 |
2.10 |
2.1% |
96.57 |
Close |
102.45 |
103.50 |
1.05 |
1.0% |
99.30 |
Range |
0.15 |
0.00 |
-0.15 |
-100.0% |
4.14 |
ATR |
1.28 |
1.27 |
-0.02 |
-1.3% |
0.00 |
Volume |
650 |
958 |
308 |
47.4% |
1,907 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.50 |
103.50 |
103.50 |
|
R3 |
103.50 |
103.50 |
103.50 |
|
R2 |
103.50 |
103.50 |
103.50 |
|
R1 |
103.50 |
103.50 |
103.50 |
103.50 |
PP |
103.50 |
103.50 |
103.50 |
103.50 |
S1 |
103.50 |
103.50 |
103.50 |
103.50 |
S2 |
103.50 |
103.50 |
103.50 |
|
S3 |
103.50 |
103.50 |
103.50 |
|
S4 |
103.50 |
103.50 |
103.50 |
|
|
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 |
103.50 |
99.30 |
4.20 |
4.1% |
0.03 |
0.0% |
100% |
True |
False |
355 |
10 |
103.50 |
96.57 |
6.93 |
6.7% |
0.13 |
0.1% |
100% |
True |
False |
362 |
20 |
103.50 |
92.10 |
11.40 |
11.0% |
0.10 |
0.1% |
100% |
True |
False |
431 |
40 |
103.50 |
84.00 |
19.50 |
18.8% |
0.10 |
0.1% |
100% |
True |
False |
307 |
60 |
103.50 |
84.00 |
19.50 |
18.8% |
0.09 |
0.1% |
100% |
True |
False |
338 |
80 |
103.50 |
84.00 |
19.50 |
18.8% |
0.09 |
0.1% |
100% |
True |
False |
360 |
100 |
103.50 |
78.45 |
25.05 |
24.2% |
0.07 |
0.1% |
100% |
True |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.50 |
2.618 |
103.50 |
1.618 |
103.50 |
1.000 |
103.50 |
0.618 |
103.50 |
HIGH |
103.50 |
0.618 |
103.50 |
0.500 |
103.50 |
0.382 |
103.50 |
LOW |
103.50 |
0.618 |
103.50 |
1.000 |
103.50 |
1.618 |
103.50 |
2.618 |
103.50 |
4.250 |
103.50 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
103.50 |
103.08 |
PP |
103.50 |
102.65 |
S1 |
103.50 |
102.23 |
|