NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
100.57 |
100.57 |
0.00 |
0.0% |
97.35 |
| High |
100.57 |
100.57 |
0.00 |
0.0% |
101.90 |
| Low |
100.57 |
100.57 |
0.00 |
0.0% |
97.35 |
| Close |
100.57 |
97.54 |
-3.03 |
-3.0% |
100.57 |
| Range |
|
|
|
|
|
| ATR |
1.56 |
1.45 |
-0.11 |
-7.1% |
0.00 |
| Volume |
323 |
149 |
-174 |
-53.9% |
1,212 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
98.55 |
97.54 |
|
| R3 |
99.56 |
98.55 |
97.54 |
|
| R2 |
99.56 |
99.56 |
97.54 |
|
| R1 |
98.55 |
98.55 |
97.54 |
99.06 |
| PP |
99.56 |
99.56 |
99.56 |
99.81 |
| S1 |
98.55 |
98.55 |
97.54 |
99.06 |
| S2 |
99.56 |
99.56 |
97.54 |
|
| S3 |
99.56 |
98.55 |
97.54 |
|
| S4 |
99.56 |
98.55 |
97.54 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
111.63 |
103.07 |
|
| R3 |
109.04 |
107.08 |
101.82 |
|
| R2 |
104.49 |
104.49 |
101.40 |
|
| R1 |
102.53 |
102.53 |
100.99 |
103.51 |
| PP |
99.94 |
99.94 |
99.94 |
100.43 |
| S1 |
97.98 |
97.98 |
100.15 |
98.96 |
| S2 |
95.39 |
95.39 |
99.74 |
|
| S3 |
90.84 |
93.43 |
99.32 |
|
| S4 |
86.29 |
88.88 |
98.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.90 |
97.98 |
3.92 |
4.0% |
0.00 |
0.0% |
-11% |
False |
False |
146 |
| 10 |
101.90 |
97.35 |
4.55 |
4.7% |
0.00 |
0.0% |
4% |
False |
False |
351 |
| 20 |
103.55 |
96.57 |
6.98 |
7.2% |
0.12 |
0.1% |
14% |
False |
False |
449 |
| 40 |
103.55 |
86.06 |
17.49 |
17.9% |
0.13 |
0.1% |
66% |
False |
False |
365 |
| 60 |
103.55 |
84.00 |
19.55 |
20.0% |
0.11 |
0.1% |
69% |
False |
False |
348 |
| 80 |
103.55 |
84.00 |
19.55 |
20.0% |
0.11 |
0.1% |
69% |
False |
False |
378 |
| 100 |
103.55 |
82.95 |
20.60 |
21.1% |
0.08 |
0.1% |
71% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.57 |
|
2.618 |
100.57 |
|
1.618 |
100.57 |
|
1.000 |
100.57 |
|
0.618 |
100.57 |
|
HIGH |
100.57 |
|
0.618 |
100.57 |
|
0.500 |
100.57 |
|
0.382 |
100.57 |
|
LOW |
100.57 |
|
0.618 |
100.57 |
|
1.000 |
100.57 |
|
1.618 |
100.57 |
|
2.618 |
100.57 |
|
4.250 |
100.57 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.57 |
101.24 |
| PP |
99.56 |
100.00 |
| S1 |
98.55 |
98.77 |
|