NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 20-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
102.53 |
97.19 |
-5.34 |
-5.2% |
99.16 |
High |
102.53 |
98.70 |
-3.83 |
-3.7% |
104.69 |
Low |
98.78 |
96.27 |
-2.51 |
-2.5% |
99.16 |
Close |
98.78 |
98.45 |
-0.33 |
-0.3% |
104.10 |
Range |
3.75 |
2.43 |
-1.32 |
-35.2% |
5.53 |
ATR |
1.96 |
2.00 |
0.04 |
2.0% |
0.00 |
Volume |
2,134 |
2,384 |
250 |
11.7% |
10,871 |
|
Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.10 |
104.20 |
99.79 |
|
R3 |
102.67 |
101.77 |
99.12 |
|
R2 |
100.24 |
100.24 |
98.90 |
|
R1 |
99.34 |
99.34 |
98.67 |
99.79 |
PP |
97.81 |
97.81 |
97.81 |
98.03 |
S1 |
96.91 |
96.91 |
98.23 |
97.36 |
S2 |
95.38 |
95.38 |
98.00 |
|
S3 |
92.95 |
94.48 |
97.78 |
|
S4 |
90.52 |
92.05 |
97.11 |
|
|
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 |
109.03 |
2.618 |
105.06 |
1.618 |
102.63 |
1.000 |
101.13 |
0.618 |
100.20 |
HIGH |
98.70 |
0.618 |
97.77 |
0.500 |
97.49 |
0.382 |
97.20 |
LOW |
96.27 |
0.618 |
94.77 |
1.000 |
93.84 |
1.618 |
92.34 |
2.618 |
89.91 |
4.250 |
85.94 |
|
|
Fisher Pivots for day following 20-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
98.13 |
99.44 |
PP |
97.81 |
99.11 |
S1 |
97.49 |
98.78 |
|