NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 14-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
103.50 |
103.55 |
0.05 |
0.0% |
100.04 |
High |
103.50 |
103.55 |
0.05 |
0.0% |
103.55 |
Low |
103.50 |
102.45 |
-1.05 |
-1.0% |
100.04 |
Close |
103.50 |
102.82 |
-0.68 |
-0.7% |
102.82 |
Range |
0.00 |
1.10 |
1.10 |
|
3.51 |
ATR |
1.27 |
1.25 |
-0.01 |
-0.9% |
0.00 |
Volume |
958 |
1,887 |
929 |
97.0% |
3,576 |
|
Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.24 |
105.63 |
103.43 |
|
R3 |
105.14 |
104.53 |
103.12 |
|
R2 |
104.04 |
104.04 |
103.02 |
|
R1 |
103.43 |
103.43 |
102.92 |
103.19 |
PP |
102.94 |
102.94 |
102.94 |
102.82 |
S1 |
102.33 |
102.33 |
102.72 |
102.09 |
S2 |
101.84 |
101.84 |
102.62 |
|
S3 |
100.74 |
101.23 |
102.52 |
|
S4 |
99.64 |
100.13 |
102.22 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.67 |
111.25 |
104.75 |
|
R3 |
109.16 |
107.74 |
103.79 |
|
R2 |
105.65 |
105.65 |
103.46 |
|
R1 |
104.23 |
104.23 |
103.14 |
104.94 |
PP |
102.14 |
102.14 |
102.14 |
102.49 |
S1 |
100.72 |
100.72 |
102.50 |
101.43 |
S2 |
98.63 |
98.63 |
102.18 |
|
S3 |
95.12 |
97.21 |
101.85 |
|
S4 |
91.61 |
93.70 |
100.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.55 |
100.04 |
3.51 |
3.4% |
0.25 |
0.2% |
79% |
True |
False |
715 |
10 |
103.55 |
96.57 |
6.98 |
6.8% |
0.24 |
0.2% |
90% |
True |
False |
548 |
20 |
103.55 |
92.96 |
10.59 |
10.3% |
0.16 |
0.2% |
93% |
True |
False |
521 |
40 |
103.55 |
84.00 |
19.55 |
19.0% |
0.13 |
0.1% |
96% |
True |
False |
352 |
60 |
103.55 |
84.00 |
19.55 |
19.0% |
0.11 |
0.1% |
96% |
True |
False |
364 |
80 |
103.55 |
84.00 |
19.55 |
19.0% |
0.11 |
0.1% |
96% |
True |
False |
382 |
100 |
103.55 |
78.45 |
25.10 |
24.4% |
0.08 |
0.1% |
97% |
True |
False |
392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.23 |
2.618 |
106.43 |
1.618 |
105.33 |
1.000 |
104.65 |
0.618 |
104.23 |
HIGH |
103.55 |
0.618 |
103.13 |
0.500 |
103.00 |
0.382 |
102.87 |
LOW |
102.45 |
0.618 |
101.77 |
1.000 |
101.35 |
1.618 |
100.67 |
2.618 |
99.57 |
4.250 |
97.78 |
|
|
Fisher Pivots for day following 14-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
103.00 |
102.71 |
PP |
102.94 |
102.59 |
S1 |
102.88 |
102.48 |
|