NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 17-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
105.07 |
103.40 |
-1.67 |
-1.6% |
100.86 |
High |
105.20 |
103.40 |
-1.80 |
-1.7% |
105.20 |
Low |
105.00 |
99.48 |
-5.52 |
-5.3% |
99.40 |
Close |
104.56 |
100.30 |
-4.26 |
-4.1% |
104.56 |
Range |
0.20 |
3.92 |
3.72 |
1,860.0% |
5.80 |
ATR |
1.71 |
1.95 |
0.24 |
14.1% |
0.00 |
Volume |
2,828 |
3,540 |
712 |
25.2% |
16,268 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.82 |
110.48 |
102.46 |
|
R3 |
108.90 |
106.56 |
101.38 |
|
R2 |
104.98 |
104.98 |
101.02 |
|
R1 |
102.64 |
102.64 |
100.66 |
101.85 |
PP |
101.06 |
101.06 |
101.06 |
100.67 |
S1 |
98.72 |
98.72 |
99.94 |
97.93 |
S2 |
97.14 |
97.14 |
99.58 |
|
S3 |
93.22 |
94.80 |
99.22 |
|
S4 |
89.30 |
90.88 |
98.14 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.45 |
118.31 |
107.75 |
|
R3 |
114.65 |
112.51 |
106.16 |
|
R2 |
108.85 |
108.85 |
105.62 |
|
R1 |
106.71 |
106.71 |
105.09 |
107.78 |
PP |
103.05 |
103.05 |
103.05 |
103.59 |
S1 |
100.91 |
100.91 |
104.03 |
101.98 |
S2 |
97.25 |
97.25 |
103.50 |
|
S3 |
91.45 |
95.11 |
102.97 |
|
S4 |
85.65 |
89.31 |
101.37 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120.06 |
2.618 |
113.66 |
1.618 |
109.74 |
1.000 |
107.32 |
0.618 |
105.82 |
HIGH |
103.40 |
0.618 |
101.90 |
0.500 |
101.44 |
0.382 |
100.98 |
LOW |
99.48 |
0.618 |
97.06 |
1.000 |
95.56 |
1.618 |
93.14 |
2.618 |
89.22 |
4.250 |
82.82 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.44 |
102.34 |
PP |
101.06 |
101.66 |
S1 |
100.68 |
100.98 |
|