NYMEX Light Sweet Crude Oil Future November 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 |
99.16 |
101.73 |
2.57 |
2.6% |
99.80 |
| High |
101.40 |
102.14 |
0.74 |
0.7% |
101.50 |
| Low |
99.16 |
101.50 |
2.34 |
2.4% |
96.83 |
| Close |
101.53 |
102.37 |
0.84 |
0.8% |
100.38 |
| Range |
2.24 |
0.64 |
-1.60 |
-71.4% |
4.67 |
| ATR |
1.65 |
1.58 |
-0.07 |
-4.4% |
0.00 |
| Volume |
1,675 |
3,490 |
1,815 |
108.4% |
11,154 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.92 |
103.79 |
102.72 |
|
| R3 |
103.28 |
103.15 |
102.55 |
|
| R2 |
102.64 |
102.64 |
102.49 |
|
| R1 |
102.51 |
102.51 |
102.43 |
102.58 |
| PP |
102.00 |
102.00 |
102.00 |
102.04 |
| S1 |
101.87 |
101.87 |
102.31 |
101.94 |
| S2 |
101.36 |
101.36 |
102.25 |
|
| S3 |
100.72 |
101.23 |
102.19 |
|
| S4 |
100.08 |
100.59 |
102.02 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.58 |
111.65 |
102.95 |
|
| R3 |
108.91 |
106.98 |
101.66 |
|
| R2 |
104.24 |
104.24 |
101.24 |
|
| R1 |
102.31 |
102.31 |
100.81 |
103.28 |
| PP |
99.57 |
99.57 |
99.57 |
100.05 |
| S1 |
97.64 |
97.64 |
99.95 |
98.61 |
| S2 |
94.90 |
94.90 |
99.52 |
|
| S3 |
90.23 |
92.97 |
99.10 |
|
| S4 |
85.56 |
88.30 |
97.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.86 |
|
2.618 |
103.82 |
|
1.618 |
103.18 |
|
1.000 |
102.78 |
|
0.618 |
102.54 |
|
HIGH |
102.14 |
|
0.618 |
101.90 |
|
0.500 |
101.82 |
|
0.382 |
101.74 |
|
LOW |
101.50 |
|
0.618 |
101.10 |
|
1.000 |
100.86 |
|
1.618 |
100.46 |
|
2.618 |
99.82 |
|
4.250 |
98.78 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.19 |
101.80 |
| PP |
102.00 |
101.22 |
| S1 |
101.82 |
100.65 |
|