NYMEX Light Sweet Crude Oil Future September 2008
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 |
103.48 |
105.04 |
1.56 |
1.5% |
100.45 |
High |
104.67 |
105.85 |
1.18 |
1.1% |
102.42 |
Low |
102.75 |
104.38 |
1.63 |
1.6% |
97.15 |
Close |
104.55 |
105.44 |
0.89 |
0.9% |
101.29 |
Range |
1.92 |
1.47 |
-0.45 |
-23.4% |
5.27 |
ATR |
2.11 |
2.06 |
-0.05 |
-2.2% |
0.00 |
Volume |
14,952 |
8,519 |
-6,433 |
-43.0% |
26,973 |
|
Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.63 |
109.01 |
106.25 |
|
R3 |
108.16 |
107.54 |
105.84 |
|
R2 |
106.69 |
106.69 |
105.71 |
|
R1 |
106.07 |
106.07 |
105.57 |
106.38 |
PP |
105.22 |
105.22 |
105.22 |
105.38 |
S1 |
104.60 |
104.60 |
105.31 |
104.91 |
S2 |
103.75 |
103.75 |
105.17 |
|
S3 |
102.28 |
103.13 |
105.04 |
|
S4 |
100.81 |
101.66 |
104.63 |
|
|
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 |
105.85 |
100.13 |
5.72 |
5.4% |
1.96 |
1.9% |
93% |
True |
False |
8,913 |
10 |
105.85 |
97.15 |
8.70 |
8.3% |
2.12 |
2.0% |
95% |
True |
False |
7,154 |
20 |
105.85 |
93.67 |
12.18 |
11.6% |
2.01 |
1.9% |
97% |
True |
False |
6,085 |
40 |
105.85 |
84.70 |
21.15 |
20.1% |
1.78 |
1.7% |
98% |
True |
False |
4,274 |
60 |
105.85 |
84.70 |
21.15 |
20.1% |
1.51 |
1.4% |
98% |
True |
False |
3,439 |
80 |
105.85 |
84.34 |
21.51 |
20.4% |
1.42 |
1.3% |
98% |
True |
False |
2,975 |
100 |
105.85 |
79.86 |
25.99 |
24.6% |
1.23 |
1.2% |
98% |
True |
False |
2,710 |
120 |
105.85 |
74.47 |
31.38 |
29.8% |
1.06 |
1.0% |
99% |
True |
False |
2,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.10 |
2.618 |
109.70 |
1.618 |
108.23 |
1.000 |
107.32 |
0.618 |
106.76 |
HIGH |
105.85 |
0.618 |
105.29 |
0.500 |
105.12 |
0.382 |
104.94 |
LOW |
104.38 |
0.618 |
103.47 |
1.000 |
102.91 |
1.618 |
102.00 |
2.618 |
100.53 |
4.250 |
98.13 |
|
|
Fisher Pivots for day following 13-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
105.33 |
104.91 |
PP |
105.22 |
104.37 |
S1 |
105.12 |
103.84 |
|