NYMEX Light Sweet Crude Oil Future September 2008
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 |
102.50 |
103.48 |
0.98 |
1.0% |
100.45 |
High |
103.54 |
104.67 |
1.13 |
1.1% |
102.42 |
Low |
101.82 |
102.75 |
0.93 |
0.9% |
97.15 |
Close |
103.41 |
104.55 |
1.14 |
1.1% |
101.29 |
Range |
1.72 |
1.92 |
0.20 |
11.6% |
5.27 |
ATR |
2.12 |
2.11 |
-0.01 |
-0.7% |
0.00 |
Volume |
9,784 |
14,952 |
5,168 |
52.8% |
26,973 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.75 |
109.07 |
105.61 |
|
R3 |
107.83 |
107.15 |
105.08 |
|
R2 |
105.91 |
105.91 |
104.90 |
|
R1 |
105.23 |
105.23 |
104.73 |
105.57 |
PP |
103.99 |
103.99 |
103.99 |
104.16 |
S1 |
103.31 |
103.31 |
104.37 |
103.65 |
S2 |
102.07 |
102.07 |
104.20 |
|
S3 |
100.15 |
101.39 |
104.02 |
|
S4 |
98.23 |
99.47 |
103.49 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.10 |
113.96 |
104.19 |
|
R3 |
110.83 |
108.69 |
102.74 |
|
R2 |
105.56 |
105.56 |
102.26 |
|
R1 |
103.42 |
103.42 |
101.77 |
104.49 |
PP |
100.29 |
100.29 |
100.29 |
100.82 |
S1 |
98.15 |
98.15 |
100.81 |
99.22 |
S2 |
95.02 |
95.02 |
100.32 |
|
S3 |
89.75 |
92.88 |
99.84 |
|
S4 |
84.48 |
87.61 |
98.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.67 |
99.84 |
4.83 |
4.6% |
2.12 |
2.0% |
98% |
True |
False |
8,771 |
10 |
104.67 |
97.15 |
7.52 |
7.2% |
2.27 |
2.2% |
98% |
True |
False |
6,780 |
20 |
104.67 |
93.00 |
11.67 |
11.2% |
2.01 |
1.9% |
99% |
True |
False |
5,765 |
40 |
104.67 |
84.70 |
19.97 |
19.1% |
1.78 |
1.7% |
99% |
True |
False |
4,086 |
60 |
104.67 |
84.70 |
19.97 |
19.1% |
1.49 |
1.4% |
99% |
True |
False |
3,309 |
80 |
104.67 |
84.34 |
20.33 |
19.4% |
1.41 |
1.3% |
99% |
True |
False |
2,878 |
100 |
104.67 |
79.86 |
24.81 |
23.7% |
1.22 |
1.2% |
100% |
True |
False |
2,631 |
120 |
104.67 |
74.47 |
30.20 |
28.9% |
1.04 |
1.0% |
100% |
True |
False |
2,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.83 |
2.618 |
109.70 |
1.618 |
107.78 |
1.000 |
106.59 |
0.618 |
105.86 |
HIGH |
104.67 |
0.618 |
103.94 |
0.500 |
103.71 |
0.382 |
103.48 |
LOW |
102.75 |
0.618 |
101.56 |
1.000 |
100.83 |
1.618 |
99.64 |
2.618 |
97.72 |
4.250 |
94.59 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
104.27 |
103.83 |
PP |
103.99 |
103.12 |
S1 |
103.71 |
102.40 |
|