NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.97 |
101.90 |
0.93 |
0.9% |
98.71 |
| High |
100.97 |
101.90 |
0.93 |
0.9% |
100.96 |
| Low |
100.97 |
101.90 |
0.93 |
0.9% |
97.48 |
| Close |
100.97 |
101.90 |
0.93 |
0.9% |
97.48 |
| Range |
|
|
|
|
|
| ATR |
1.62 |
1.58 |
-0.05 |
-3.1% |
0.00 |
| Volume |
226 |
10 |
-216 |
-95.6% |
2,150 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.90 |
101.90 |
101.90 |
|
| R3 |
101.90 |
101.90 |
101.90 |
|
| R2 |
101.90 |
101.90 |
101.90 |
|
| R1 |
101.90 |
101.90 |
101.90 |
101.90 |
| PP |
101.90 |
101.90 |
101.90 |
101.90 |
| S1 |
101.90 |
101.90 |
101.90 |
101.90 |
| S2 |
101.90 |
101.90 |
101.90 |
|
| S3 |
101.90 |
101.90 |
101.90 |
|
| S4 |
101.90 |
101.90 |
101.90 |
|
|
| 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 |
101.90 |
97.35 |
4.55 |
4.5% |
0.00 |
0.0% |
100% |
True |
False |
250 |
| 10 |
103.55 |
97.35 |
6.20 |
6.1% |
0.11 |
0.1% |
73% |
False |
False |
588 |
| 20 |
103.55 |
96.57 |
6.98 |
6.8% |
0.12 |
0.1% |
76% |
False |
False |
435 |
| 40 |
103.55 |
86.06 |
17.49 |
17.2% |
0.13 |
0.1% |
91% |
False |
False |
363 |
| 60 |
103.55 |
84.00 |
19.55 |
19.2% |
0.11 |
0.1% |
92% |
False |
False |
342 |
| 80 |
103.55 |
84.00 |
19.55 |
19.2% |
0.11 |
0.1% |
92% |
False |
False |
395 |
| 100 |
103.55 |
82.95 |
20.60 |
20.2% |
0.08 |
0.1% |
92% |
False |
False |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.90 |
|
2.618 |
101.90 |
|
1.618 |
101.90 |
|
1.000 |
101.90 |
|
0.618 |
101.90 |
|
HIGH |
101.90 |
|
0.618 |
101.90 |
|
0.500 |
101.90 |
|
0.382 |
101.90 |
|
LOW |
101.90 |
|
0.618 |
101.90 |
|
1.000 |
101.90 |
|
1.618 |
101.90 |
|
2.618 |
101.90 |
|
4.250 |
101.90 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.90 |
101.25 |
| PP |
101.90 |
100.59 |
| S1 |
101.90 |
99.94 |
|