NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
97.48 |
97.35 |
-0.13 |
-0.1% |
98.71 |
| High |
97.48 |
97.35 |
-0.13 |
-0.1% |
100.96 |
| Low |
97.48 |
97.35 |
-0.13 |
-0.1% |
97.48 |
| Close |
97.48 |
97.08 |
-0.40 |
-0.4% |
97.48 |
| Range |
|
|
|
|
|
| ATR |
1.68 |
1.57 |
-0.11 |
-6.6% |
0.00 |
| Volume |
363 |
629 |
266 |
73.3% |
2,150 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.26 |
97.17 |
97.08 |
|
| R3 |
97.26 |
97.17 |
97.08 |
|
| R2 |
97.26 |
97.26 |
97.08 |
|
| R1 |
97.17 |
97.17 |
97.08 |
97.22 |
| PP |
97.26 |
97.26 |
97.26 |
97.28 |
| S1 |
97.17 |
97.17 |
97.08 |
97.22 |
| S2 |
97.26 |
97.26 |
97.08 |
|
| S3 |
97.26 |
97.17 |
97.08 |
|
| S4 |
97.26 |
97.17 |
97.08 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.08 |
106.76 |
99.39 |
|
| R3 |
105.60 |
103.28 |
98.44 |
|
| R2 |
102.12 |
102.12 |
98.12 |
|
| R1 |
99.80 |
99.80 |
97.80 |
99.22 |
| PP |
98.64 |
98.64 |
98.64 |
98.35 |
| S1 |
96.32 |
96.32 |
97.16 |
95.74 |
| S2 |
95.16 |
95.16 |
96.84 |
|
| S3 |
91.68 |
92.84 |
96.52 |
|
| S4 |
88.20 |
89.36 |
95.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.96 |
97.35 |
3.61 |
3.7% |
0.00 |
0.0% |
-7% |
False |
True |
555 |
| 10 |
103.55 |
97.35 |
6.20 |
6.4% |
0.13 |
0.1% |
-4% |
False |
True |
635 |
| 20 |
103.55 |
96.08 |
7.47 |
7.7% |
0.15 |
0.2% |
13% |
False |
False |
563 |
| 40 |
103.55 |
86.06 |
17.49 |
18.0% |
0.13 |
0.1% |
63% |
False |
False |
370 |
| 60 |
103.55 |
84.00 |
19.55 |
20.1% |
0.11 |
0.1% |
67% |
False |
False |
348 |
| 80 |
103.55 |
84.00 |
19.55 |
20.1% |
0.11 |
0.1% |
67% |
False |
False |
411 |
| 100 |
103.55 |
82.21 |
21.34 |
22.0% |
0.08 |
0.1% |
70% |
False |
False |
395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.35 |
|
2.618 |
97.35 |
|
1.618 |
97.35 |
|
1.000 |
97.35 |
|
0.618 |
97.35 |
|
HIGH |
97.35 |
|
0.618 |
97.35 |
|
0.500 |
97.35 |
|
0.382 |
97.35 |
|
LOW |
97.35 |
|
0.618 |
97.35 |
|
1.000 |
97.35 |
|
1.618 |
97.35 |
|
2.618 |
97.35 |
|
4.250 |
97.35 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.35 |
97.56 |
| PP |
97.26 |
97.40 |
| S1 |
97.17 |
97.24 |
|