NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 12-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
101.00 |
101.99 |
0.99 |
1.0% |
99.59 |
| High |
102.60 |
103.50 |
0.90 |
0.9% |
101.38 |
| Low |
100.32 |
101.25 |
0.93 |
0.9% |
96.46 |
| Close |
101.90 |
103.30 |
1.40 |
1.4% |
100.00 |
| Range |
2.28 |
2.25 |
-0.03 |
-1.3% |
4.92 |
| ATR |
2.44 |
2.42 |
-0.01 |
-0.5% |
0.00 |
| Volume |
36,832 |
24,271 |
-12,561 |
-34.1% |
153,289 |
|
| Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.43 |
108.62 |
104.54 |
|
| R3 |
107.18 |
106.37 |
103.92 |
|
| R2 |
104.93 |
104.93 |
103.71 |
|
| R1 |
104.12 |
104.12 |
103.51 |
104.53 |
| PP |
102.68 |
102.68 |
102.68 |
102.89 |
| S1 |
101.87 |
101.87 |
103.09 |
102.28 |
| S2 |
100.43 |
100.43 |
102.89 |
|
| S3 |
98.18 |
99.62 |
102.68 |
|
| S4 |
95.93 |
97.37 |
102.06 |
|
|
| 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 |
113.06 |
|
2.618 |
109.39 |
|
1.618 |
107.14 |
|
1.000 |
105.75 |
|
0.618 |
104.89 |
|
HIGH |
103.50 |
|
0.618 |
102.64 |
|
0.500 |
102.38 |
|
0.382 |
102.11 |
|
LOW |
101.25 |
|
0.618 |
99.86 |
|
1.000 |
99.00 |
|
1.618 |
97.61 |
|
2.618 |
95.36 |
|
4.250 |
91.69 |
|
|
| Fisher Pivots for day following 12-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.99 |
102.52 |
| PP |
102.68 |
101.73 |
| S1 |
102.38 |
100.95 |
|