NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.75 |
102.50 |
0.75 |
0.7% |
100.25 |
| High |
102.81 |
104.24 |
1.43 |
1.4% |
101.85 |
| Low |
101.30 |
102.00 |
0.70 |
0.7% |
97.13 |
| Close |
102.86 |
104.11 |
1.25 |
1.2% |
100.80 |
| Range |
1.51 |
2.24 |
0.73 |
48.3% |
4.72 |
| ATR |
1.85 |
1.88 |
0.03 |
1.5% |
0.00 |
| Volume |
5,173 |
2,140 |
-3,033 |
-58.6% |
17,206 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.17 |
109.38 |
105.34 |
|
| R3 |
107.93 |
107.14 |
104.73 |
|
| R2 |
105.69 |
105.69 |
104.52 |
|
| R1 |
104.90 |
104.90 |
104.32 |
105.30 |
| PP |
103.45 |
103.45 |
103.45 |
103.65 |
| S1 |
102.66 |
102.66 |
103.90 |
103.06 |
| S2 |
101.21 |
101.21 |
103.70 |
|
| S3 |
98.97 |
100.42 |
103.49 |
|
| S4 |
96.73 |
98.18 |
102.88 |
|
|
| 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 |
113.76 |
|
2.618 |
110.10 |
|
1.618 |
107.86 |
|
1.000 |
106.48 |
|
0.618 |
105.62 |
|
HIGH |
104.24 |
|
0.618 |
103.38 |
|
0.500 |
103.12 |
|
0.382 |
102.86 |
|
LOW |
102.00 |
|
0.618 |
100.62 |
|
1.000 |
99.76 |
|
1.618 |
98.38 |
|
2.618 |
96.14 |
|
4.250 |
92.48 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.78 |
103.35 |
| PP |
103.45 |
102.58 |
| S1 |
103.12 |
101.82 |
|