NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 24-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
96.67 |
98.44 |
1.77 |
1.8% |
103.40 |
High |
98.77 |
99.15 |
0.38 |
0.4% |
104.63 |
Low |
96.67 |
97.70 |
1.03 |
1.1% |
96.67 |
Close |
98.77 |
98.37 |
-0.40 |
-0.4% |
98.77 |
Range |
2.10 |
1.45 |
-0.65 |
-31.0% |
7.96 |
ATR |
2.38 |
2.31 |
-0.07 |
-2.8% |
0.00 |
Volume |
5,564 |
4,876 |
-688 |
-12.4% |
17,757 |
|
Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.76 |
102.01 |
99.17 |
|
R3 |
101.31 |
100.56 |
98.77 |
|
R2 |
99.86 |
99.86 |
98.64 |
|
R1 |
99.11 |
99.11 |
98.50 |
98.76 |
PP |
98.41 |
98.41 |
98.41 |
98.23 |
S1 |
97.66 |
97.66 |
98.24 |
97.31 |
S2 |
96.96 |
96.96 |
98.10 |
|
S3 |
95.51 |
96.21 |
97.97 |
|
S4 |
94.06 |
94.76 |
97.57 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.90 |
119.30 |
103.15 |
|
R3 |
115.94 |
111.34 |
100.96 |
|
R2 |
107.98 |
107.98 |
100.23 |
|
R1 |
103.38 |
103.38 |
99.50 |
101.70 |
PP |
100.02 |
100.02 |
100.02 |
99.19 |
S1 |
95.42 |
95.42 |
98.04 |
93.74 |
S2 |
92.06 |
92.06 |
97.31 |
|
S3 |
84.10 |
87.46 |
96.58 |
|
S4 |
76.14 |
79.50 |
94.39 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.31 |
2.618 |
102.95 |
1.618 |
101.50 |
1.000 |
100.60 |
0.618 |
100.05 |
HIGH |
99.15 |
0.618 |
98.60 |
0.500 |
98.43 |
0.382 |
98.25 |
LOW |
97.70 |
0.618 |
96.80 |
1.000 |
96.25 |
1.618 |
95.35 |
2.618 |
93.90 |
4.250 |
91.54 |
|
|
Fisher Pivots for day following 24-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
98.43 |
99.34 |
PP |
98.41 |
99.01 |
S1 |
98.39 |
98.69 |
|