NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 11-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.86 |
101.75 |
0.89 |
0.9% |
100.25 |
High |
101.95 |
102.81 |
0.86 |
0.8% |
101.85 |
Low |
99.40 |
101.30 |
1.90 |
1.9% |
97.13 |
Close |
102.06 |
102.86 |
0.80 |
0.8% |
100.80 |
Range |
2.55 |
1.51 |
-1.04 |
-40.8% |
4.72 |
ATR |
1.88 |
1.85 |
-0.03 |
-1.4% |
0.00 |
Volume |
3,592 |
5,173 |
1,581 |
44.0% |
17,206 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.85 |
106.37 |
103.69 |
|
R3 |
105.34 |
104.86 |
103.28 |
|
R2 |
103.83 |
103.83 |
103.14 |
|
R1 |
103.35 |
103.35 |
103.00 |
103.59 |
PP |
102.32 |
102.32 |
102.32 |
102.45 |
S1 |
101.84 |
101.84 |
102.72 |
102.08 |
S2 |
100.81 |
100.81 |
102.58 |
|
S3 |
99.30 |
100.33 |
102.44 |
|
S4 |
97.79 |
98.82 |
102.03 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.09 |
112.16 |
103.40 |
|
R3 |
109.37 |
107.44 |
102.10 |
|
R2 |
104.65 |
104.65 |
101.67 |
|
R1 |
102.72 |
102.72 |
101.23 |
103.69 |
PP |
99.93 |
99.93 |
99.93 |
100.41 |
S1 |
98.00 |
98.00 |
100.37 |
98.97 |
S2 |
95.21 |
95.21 |
99.93 |
|
S3 |
90.49 |
93.28 |
99.50 |
|
S4 |
85.77 |
88.56 |
98.20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.23 |
2.618 |
106.76 |
1.618 |
105.25 |
1.000 |
104.32 |
0.618 |
103.74 |
HIGH |
102.81 |
0.618 |
102.23 |
0.500 |
102.06 |
0.382 |
101.88 |
LOW |
101.30 |
0.618 |
100.37 |
1.000 |
99.79 |
1.618 |
98.86 |
2.618 |
97.35 |
4.250 |
94.88 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.59 |
102.28 |
PP |
102.32 |
101.69 |
S1 |
102.06 |
101.11 |
|