NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
97.70 |
98.31 |
0.61 |
0.6% |
99.08 |
| High |
97.70 |
98.31 |
0.61 |
0.6% |
102.68 |
| Low |
97.45 |
96.69 |
-0.76 |
-0.8% |
97.80 |
| Close |
97.40 |
98.31 |
0.91 |
0.9% |
97.80 |
| Range |
0.25 |
1.62 |
1.37 |
548.0% |
4.88 |
| ATR |
1.25 |
1.28 |
0.03 |
2.1% |
0.00 |
| Volume |
574 |
112 |
-462 |
-80.5% |
2,902 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.63 |
102.09 |
99.20 |
|
| R3 |
101.01 |
100.47 |
98.76 |
|
| R2 |
99.39 |
99.39 |
98.61 |
|
| R1 |
98.85 |
98.85 |
98.46 |
99.12 |
| PP |
97.77 |
97.77 |
97.77 |
97.91 |
| S1 |
97.23 |
97.23 |
98.16 |
97.50 |
| S2 |
96.15 |
96.15 |
98.01 |
|
| S3 |
94.53 |
95.61 |
97.86 |
|
| S4 |
92.91 |
93.99 |
97.42 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
110.81 |
100.48 |
|
| R3 |
109.19 |
105.93 |
99.14 |
|
| R2 |
104.31 |
104.31 |
98.69 |
|
| R1 |
101.05 |
101.05 |
98.25 |
100.24 |
| PP |
99.43 |
99.43 |
99.43 |
99.02 |
| S1 |
96.17 |
96.17 |
97.35 |
95.36 |
| S2 |
94.55 |
94.55 |
96.91 |
|
| S3 |
89.67 |
91.29 |
96.46 |
|
| S4 |
84.79 |
86.41 |
95.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.68 |
96.69 |
5.99 |
6.1% |
0.83 |
0.8% |
27% |
False |
True |
657 |
| 10 |
104.10 |
96.69 |
7.41 |
7.5% |
0.60 |
0.6% |
22% |
False |
True |
722 |
| 20 |
104.10 |
96.69 |
7.41 |
7.5% |
0.42 |
0.4% |
22% |
False |
True |
677 |
| 40 |
104.10 |
86.00 |
18.10 |
18.4% |
0.36 |
0.4% |
68% |
False |
False |
714 |
| 60 |
104.10 |
84.44 |
19.66 |
20.0% |
0.28 |
0.3% |
71% |
False |
False |
609 |
| 80 |
104.10 |
83.94 |
20.16 |
20.5% |
0.43 |
0.4% |
71% |
False |
False |
647 |
| 100 |
104.10 |
82.46 |
21.64 |
22.0% |
0.61 |
0.6% |
73% |
False |
False |
634 |
| 120 |
104.10 |
73.60 |
30.50 |
31.0% |
0.52 |
0.5% |
81% |
False |
False |
628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.20 |
|
2.618 |
102.55 |
|
1.618 |
100.93 |
|
1.000 |
99.93 |
|
0.618 |
99.31 |
|
HIGH |
98.31 |
|
0.618 |
97.69 |
|
0.500 |
97.50 |
|
0.382 |
97.31 |
|
LOW |
96.69 |
|
0.618 |
95.69 |
|
1.000 |
95.07 |
|
1.618 |
94.07 |
|
2.618 |
92.45 |
|
4.250 |
89.81 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.04 |
98.04 |
| PP |
97.77 |
97.77 |
| S1 |
97.50 |
97.50 |
|