NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
103.55 |
98.71 |
-4.84 |
-4.7% |
100.04 |
High |
103.55 |
98.71 |
-4.84 |
-4.7% |
103.55 |
Low |
102.45 |
98.71 |
-3.74 |
-3.7% |
100.04 |
Close |
102.82 |
98.71 |
-4.11 |
-4.0% |
102.82 |
Range |
1.10 |
0.00 |
-1.10 |
-100.0% |
3.51 |
ATR |
1.25 |
1.46 |
0.20 |
16.3% |
0.00 |
Volume |
1,887 |
36 |
-1,851 |
-98.1% |
3,576 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.71 |
98.71 |
98.71 |
|
R3 |
98.71 |
98.71 |
98.71 |
|
R2 |
98.71 |
98.71 |
98.71 |
|
R1 |
98.71 |
98.71 |
98.71 |
98.71 |
PP |
98.71 |
98.71 |
98.71 |
98.71 |
S1 |
98.71 |
98.71 |
98.71 |
98.71 |
S2 |
98.71 |
98.71 |
98.71 |
|
S3 |
98.71 |
98.71 |
98.71 |
|
S4 |
98.71 |
98.71 |
98.71 |
|
|
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 |
98.71 |
4.84 |
4.9% |
0.25 |
0.3% |
0% |
False |
True |
707 |
10 |
103.55 |
96.57 |
6.98 |
7.1% |
0.13 |
0.1% |
31% |
False |
False |
532 |
20 |
103.55 |
95.18 |
8.37 |
8.5% |
0.16 |
0.2% |
42% |
False |
False |
483 |
40 |
103.55 |
84.00 |
19.55 |
19.8% |
0.13 |
0.1% |
75% |
False |
False |
349 |
60 |
103.55 |
84.00 |
19.55 |
19.8% |
0.11 |
0.1% |
75% |
False |
False |
356 |
80 |
103.55 |
84.00 |
19.55 |
19.8% |
0.11 |
0.1% |
75% |
False |
False |
378 |
100 |
103.55 |
78.45 |
25.10 |
25.4% |
0.08 |
0.1% |
81% |
False |
False |
392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.71 |
2.618 |
98.71 |
1.618 |
98.71 |
1.000 |
98.71 |
0.618 |
98.71 |
HIGH |
98.71 |
0.618 |
98.71 |
0.500 |
98.71 |
0.382 |
98.71 |
LOW |
98.71 |
0.618 |
98.71 |
1.000 |
98.71 |
1.618 |
98.71 |
2.618 |
98.71 |
4.250 |
98.71 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
98.71 |
101.13 |
PP |
98.71 |
100.32 |
S1 |
98.71 |
99.52 |
|