NYMEX Light Sweet Crude Oil Future November 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 |
104.68 |
100.58 |
-4.10 |
-3.9% |
99.16 |
High |
104.69 |
101.50 |
-3.19 |
-3.0% |
104.69 |
Low |
103.65 |
99.65 |
-4.00 |
-3.9% |
99.16 |
Close |
104.10 |
99.87 |
-4.23 |
-4.1% |
104.10 |
Range |
1.04 |
1.85 |
0.81 |
77.9% |
5.53 |
ATR |
1.40 |
1.61 |
0.22 |
15.6% |
0.00 |
Volume |
1,846 |
2,475 |
629 |
34.1% |
10,871 |
|
Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.89 |
104.73 |
100.89 |
|
R3 |
104.04 |
102.88 |
100.38 |
|
R2 |
102.19 |
102.19 |
100.21 |
|
R1 |
101.03 |
101.03 |
100.04 |
100.69 |
PP |
100.34 |
100.34 |
100.34 |
100.17 |
S1 |
99.18 |
99.18 |
99.70 |
98.84 |
S2 |
98.49 |
98.49 |
99.53 |
|
S3 |
96.64 |
97.33 |
99.36 |
|
S4 |
94.79 |
95.48 |
98.85 |
|
|
Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.24 |
117.20 |
107.14 |
|
R3 |
113.71 |
111.67 |
105.62 |
|
R2 |
108.18 |
108.18 |
105.11 |
|
R1 |
106.14 |
106.14 |
104.61 |
107.16 |
PP |
102.65 |
102.65 |
102.65 |
103.16 |
S1 |
100.61 |
100.61 |
103.59 |
101.63 |
S2 |
97.12 |
97.12 |
103.09 |
|
S3 |
91.59 |
95.08 |
102.58 |
|
S4 |
86.06 |
89.55 |
101.06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.36 |
2.618 |
106.34 |
1.618 |
104.49 |
1.000 |
103.35 |
0.618 |
102.64 |
HIGH |
101.50 |
0.618 |
100.79 |
0.500 |
100.58 |
0.382 |
100.36 |
LOW |
99.65 |
0.618 |
98.51 |
1.000 |
97.80 |
1.618 |
96.66 |
2.618 |
94.81 |
4.250 |
91.79 |
|
|
Fisher Pivots for day following 17-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
102.17 |
PP |
100.34 |
101.40 |
S1 |
100.11 |
100.64 |
|