NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
100.67 |
102.00 |
1.33 |
1.3% |
100.86 |
High |
104.63 |
102.00 |
-2.63 |
-2.5% |
105.20 |
Low |
100.67 |
99.05 |
-1.62 |
-1.6% |
99.40 |
Close |
104.63 |
99.15 |
-5.48 |
-5.2% |
104.56 |
Range |
3.96 |
2.95 |
-1.01 |
-25.5% |
5.80 |
ATR |
2.12 |
2.37 |
0.25 |
11.6% |
0.00 |
Volume |
5,150 |
3,503 |
-1,647 |
-32.0% |
16,268 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.92 |
106.98 |
100.77 |
|
R3 |
105.97 |
104.03 |
99.96 |
|
R2 |
103.02 |
103.02 |
99.69 |
|
R1 |
101.08 |
101.08 |
99.42 |
100.58 |
PP |
100.07 |
100.07 |
100.07 |
99.81 |
S1 |
98.13 |
98.13 |
98.88 |
97.63 |
S2 |
97.12 |
97.12 |
98.61 |
|
S3 |
94.17 |
95.18 |
98.34 |
|
S4 |
91.22 |
92.23 |
97.53 |
|
|
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 |
114.54 |
2.618 |
109.72 |
1.618 |
106.77 |
1.000 |
104.95 |
0.618 |
103.82 |
HIGH |
102.00 |
0.618 |
100.87 |
0.500 |
100.53 |
0.382 |
100.18 |
LOW |
99.05 |
0.618 |
97.23 |
1.000 |
96.10 |
1.618 |
94.28 |
2.618 |
91.33 |
4.250 |
86.51 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.53 |
101.84 |
PP |
100.07 |
100.94 |
S1 |
99.61 |
100.05 |
|