NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
97.77 |
97.48 |
-0.29 |
-0.3% |
100.04 |
| High |
97.77 |
97.48 |
-0.29 |
-0.3% |
103.55 |
| Low |
97.77 |
97.48 |
-0.29 |
-0.3% |
100.04 |
| Close |
97.77 |
97.48 |
-0.29 |
-0.3% |
102.82 |
| Range |
|
|
|
|
|
| ATR |
1.78 |
1.68 |
-0.11 |
-6.0% |
0.00 |
| Volume |
1,371 |
363 |
-1,008 |
-73.5% |
3,576 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.48 |
97.48 |
97.48 |
|
| R3 |
97.48 |
97.48 |
97.48 |
|
| R2 |
97.48 |
97.48 |
97.48 |
|
| R1 |
97.48 |
97.48 |
97.48 |
97.48 |
| PP |
97.48 |
97.48 |
97.48 |
97.48 |
| S1 |
97.48 |
97.48 |
97.48 |
97.48 |
| S2 |
97.48 |
97.48 |
97.48 |
|
| S3 |
97.48 |
97.48 |
97.48 |
|
| S4 |
97.48 |
97.48 |
97.48 |
|
|
| 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 |
97.48 |
6.07 |
6.2% |
0.22 |
0.2% |
0% |
False |
True |
807 |
| 10 |
103.55 |
97.48 |
6.07 |
6.2% |
0.13 |
0.1% |
0% |
False |
True |
581 |
| 20 |
103.55 |
95.56 |
7.99 |
8.2% |
0.15 |
0.2% |
24% |
False |
False |
582 |
| 40 |
103.55 |
86.06 |
17.49 |
17.9% |
0.13 |
0.1% |
65% |
False |
False |
358 |
| 60 |
103.55 |
84.00 |
19.55 |
20.1% |
0.11 |
0.1% |
69% |
False |
False |
343 |
| 80 |
103.55 |
84.00 |
19.55 |
20.1% |
0.11 |
0.1% |
69% |
False |
False |
404 |
| 100 |
103.55 |
82.21 |
21.34 |
21.9% |
0.08 |
0.1% |
72% |
False |
False |
390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.48 |
|
2.618 |
97.48 |
|
1.618 |
97.48 |
|
1.000 |
97.48 |
|
0.618 |
97.48 |
|
HIGH |
97.48 |
|
0.618 |
97.48 |
|
0.500 |
97.48 |
|
0.382 |
97.48 |
|
LOW |
97.48 |
|
0.618 |
97.48 |
|
1.000 |
97.48 |
|
1.618 |
97.48 |
|
2.618 |
97.48 |
|
4.250 |
97.48 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.48 |
99.22 |
| PP |
97.48 |
98.64 |
| S1 |
97.48 |
98.06 |
|