NYMEX Light Sweet Crude Oil Future December 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 |
100.33 |
101.00 |
0.67 |
0.7% |
99.59 |
High |
101.20 |
102.60 |
1.40 |
1.4% |
101.38 |
Low |
98.40 |
100.32 |
1.92 |
2.0% |
96.46 |
Close |
101.03 |
101.90 |
0.87 |
0.9% |
100.00 |
Range |
2.80 |
2.28 |
-0.52 |
-18.6% |
4.92 |
ATR |
2.45 |
2.44 |
-0.01 |
-0.5% |
0.00 |
Volume |
37,400 |
36,832 |
-568 |
-1.5% |
153,289 |
|
Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.45 |
107.45 |
103.15 |
|
R3 |
106.17 |
105.17 |
102.53 |
|
R2 |
103.89 |
103.89 |
102.32 |
|
R1 |
102.89 |
102.89 |
102.11 |
103.39 |
PP |
101.61 |
101.61 |
101.61 |
101.86 |
S1 |
100.61 |
100.61 |
101.69 |
101.11 |
S2 |
99.33 |
99.33 |
101.48 |
|
S3 |
97.05 |
98.33 |
101.27 |
|
S4 |
94.77 |
96.05 |
100.65 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.04 |
111.94 |
102.71 |
|
R3 |
109.12 |
107.02 |
101.35 |
|
R2 |
104.20 |
104.20 |
100.90 |
|
R1 |
102.10 |
102.10 |
100.45 |
103.15 |
PP |
99.28 |
99.28 |
99.28 |
99.81 |
S1 |
97.18 |
97.18 |
99.55 |
98.23 |
S2 |
94.36 |
94.36 |
99.10 |
|
S3 |
89.44 |
92.26 |
98.65 |
|
S4 |
84.52 |
87.34 |
97.29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.29 |
2.618 |
108.57 |
1.618 |
106.29 |
1.000 |
104.88 |
0.618 |
104.01 |
HIGH |
102.60 |
0.618 |
101.73 |
0.500 |
101.46 |
0.382 |
101.19 |
LOW |
100.32 |
0.618 |
98.91 |
1.000 |
98.04 |
1.618 |
96.63 |
2.618 |
94.35 |
4.250 |
90.63 |
|
|
Fisher Pivots for day following 11-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
101.75 |
101.43 |
PP |
101.61 |
100.97 |
S1 |
101.46 |
100.50 |
|